# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001193125-25-252372
**Filing Date:** 2025-10
**Character Count:** 535945
**Document Hash:** b1eef2e1550b23f227f6528ac2e3b576
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-252372.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001193125-25-252372

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 251421436

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Columbia Strategic Income Fund (Series ID: S000010617)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000029358 | Columbia Strategic Income Fund Class A               | COSIX           |
| C000029360 | Columbia Strategic Income Fund Class C               | CLSCX           |
| C000029362 | Columbia Strategic Income Fund Institutional Class   | LSIZX           |
| C000094661 | Columbia Strategic Income Fund Class R               | CSNRX           |
| C000094663 | Columbia Strategic Income Fund Institutional 2 Class | CTIVX           |
| C000129839 | Columbia Strategic Income Fund Institutional 3 Class | CPHUX           |
| C000253710 | Columbia Strategic Income Fund Class S               | LSIDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000010617

- **c. LEI of Series:** K29BNLG80CDBGN0TTQ27

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $7487534974.28

**Total Liabilities:** $1578676076.56

**Net Assets:** $5908858897.72

**Delayed Delivery Securities:** $1482475514.81

**Stand-by Commitments:** $73480021.54

**Cash Not Reported:** $2591604.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 796308.013600000000 | **1-Year:** 28907.078700000000 | **5-Year:** 232368.153900000000 | **10-Year:** 97691.470200000000 | **30-Year:** 679152.792900000000

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

- **3-Month:** 145321.902100000000 | **1-Year:** 141973.238600000000 | **5-Year:** 551521.204000000000 | **10-Year:** 215229.870600000000 | **30-Year:** 90464.093300000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029358 | 1.56%                | -0.22%               | 1.19%                |
| Class ID C000029360 | 1.50%                | -0.33%               | 1.12%                |
| Class ID C000029362 | 1.57%                | -0.21%               | 1.19%                |
| Class ID C000094661 | 1.53%                | -0.24%               | 1.16%                |
| Class ID C000094663 | 1.57%                | -0.20%               | 1.19%                |
| Class ID C000129839 | 1.58%                | -0.20%               | 1.20%                |
| Class ID C000253710 | 1.57%                | -0.21%               | 1.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3533388.47             | $77938709.08                               |
| Month 2  | $3471518.03              | $-31485372.66                              |
| Month 3  | $7876447.27              | $52691431.89                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HERC HOLDINGS INC                                                | HERC HOLDINGS ESCROW INC               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      2402000 | PA      | $2499796.19   | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS ESCROW INC               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      7283000 | PA      | $7637658.17   | 0.13%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | LONZA SPECIALTY INGREDIENTS            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |      3124000 | PA      | $2682376.51   | 0.05%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS MIDSTREAM OPERATIONS LP           | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1293000 | PA      | $1301608.93   | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS MIDSTREAM PARTNERS LP             | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1291000 | PA      | $1313524.43   | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDING LLC TLB 2.75         | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |      1388326 | PA      | $1385729.63   | 0.02%             | 2032-02-03      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDINGS LLC                 | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      3317000 | PA      | $3307111.45   | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STACR_19-CS02                                                    | STACR_19-CS02                          | CUSIP: 3137G0WB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650678017 | PA      | $4418559.21   | 0.07%             | 2029-02-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                          | CUSIP: 3137G0WV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14608000 | PA      | $12310827.72  | 0.21%             | 2033-06-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                  | GOAT HOLDCO LLC TLB 3.0                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1866201 | PA      | $1867749.90   | 0.03%             | 2032-01-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    241042866 | OU      | $1942034.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                        | FLUTTER ENTERTAINMENT PLC TLB 1.75     | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |      3755360 | PA      | $3733766.98   | 0.06%             | 2030-11-30      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | TALEN ENERGY SUPPLY LLC TLB 2.5        | CUSIP: 000000000<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |       995000 | PA      | $997487.50    | 0.02%             | 2031-12-13      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                          | BELRON FINANCE 2019 LLC TLB 2.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2502236 | PA      | $2512870.52   | 0.04%             | 2031-10-16      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                | CHARIOT BUYER LLC TLB 3.0              | CUSIP: 000000000<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      1916999 | PA      | $1916998.74   | 0.03%             | 2032-09-08      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                          | CUSIP: 3137G0WW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1177801190 | PA      | $4287549.67   | 0.07%             | 2030-06-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                          | CUSIP: 3137G0WX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1177801190 | PA      | $3355437.81   | 0.06%             | 2030-05-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US BORROWER LLC                              | CUSHMAN & WAKEFIELD TLB3 2.75          | CUSIP: 000000000<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      1238309 | PA      | $1239337.20   | 0.02%             | 2030-01-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| LACKAWANNA ENERGY CENTER LLC                                     | LACKAWANNA ENERGY CETR LLC TLB 3.0     | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |      1462098 | PA      | $1470022.75   | 0.02%             | 2032-08-05      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5192                | FHLMC_5192                             | CUSIP: 3137H5ER4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     50222096 | PA      | $6431848.45   | 0.11%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5198                | FHLMC_5198                             | CUSIP: 3137H5LG0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     37513301 | PA      | $6595614.78   | 0.11%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING TLB 3.25      | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |       253734 | PA      | $252889.20    | 0.00%             | 2032-07-23      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                       | AMNEAL PHARMACEUTICALS LLC TLB 3.5     | CUSIP: 000000000<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      1478846 | PA      | $1486240.19   | 0.03%             | 2032-08-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                                        | ATLAS CC ACQUISITION CORP TLC 1.0      | CUSIP: 000000000<br>LEI: 254900CGI6DL79P2CL43 | Long             | LON              | CORP              | US        |       238858 | PA      | $137001.97    | 0.00%             | 2029-05-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                                        | GTCR EVEREST BORROWER LLC TLB 2.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2487500 | PA      | $2491579.50   | 0.04%             | 2031-09-05      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| EFS COGEN HOLDINGS I LLC                                         | EFS COGEN HOLDINGS I LLC TLB 3.0       | CUSIP: 000000000<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |      3042391 | PA      | $3056841.89   | 0.05%             | 2031-10-03      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                                          | ONEDIGITAL BORROWER LLC TLB 3.0        | CUSIP: 000000000<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |      1948144 | PA      | $1946546.24   | 0.03%             | 2031-07-02      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| MAMBA PURCHASER INC                                              | MAMBA PURCHASER INC TLB 3.25           | CUSIP: 000000000<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |      1284364 | PA      | $1283824.17   | 0.02%             | 2031-10-14      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                 | LUMMUS TECHN HOLDIGS V LLC TLB 2.5     | CUSIP: 000000000<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |      3487892 | PA      | $3493995.71   | 0.06%             | 2029-12-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM ACQUISITION LLC TLB 5.0            | CUSIP: 000000000<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |       575004 | PA      | $568247.78    | 0.01%             | 2031-06-06      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5287                | FHLMC_5287                             | CUSIP: 3137H9MZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     35359332 | PA      | $6982845.69   | 0.12%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_5356                                    | FHLMC_5356                             | CUSIP: 3137HAU38<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     80969666 | PA      | $9131880.40   | 0.15%             | 2049-07-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    197500000 | OU      | $2466913.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDGS INTERME LLC TLB 2.5     | CUSIP: 000000000<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      3528121 | PA      | $3519512.59   | 0.06%             | 2031-09-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CONSERVICE MIDCO LLC                                             | CONSERVICE MIDCO LLC TLB 2.75          | CUSIP: 000000000<br>LEI: 254900F6TNZYKCEM6A28 | Long             | LON              | CORP              | US        |      3217490 | PA      | $3218841.05   | 0.05%             | 2030-05-13      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ITASCA PARK LLC                                                  | ITASCA PARK LLC (UNFUNDED)             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500000 | NS      | $25000000.00  | 0.42%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    636000000 | OU      | $8139082.80   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SANMINA CORP                                                     | SANMINA CORPORATION TLB 2.0            | CUSIP: 000000000<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |      1416542 | PA      | $1413000.27   | 0.02%             | 2032-08-07      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ALLIED UNIVEAL HOLDCO LLC TLB 3.25     | CUSIP: 000000000<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      2245195 | PA      | $2251570.89   | 0.04%             | 2032-08-06      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                | FHLMC_5513                             | CUSIP: 3137HKF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     35122832 | PA      | $36138169.38  | 0.61%             | 2054-06-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5515                | FHLMC_5515                             | CUSIP: 3137HKJ96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     31354172 | PA      | $31560356.64  | 0.53%             | 2055-03-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                                              | TURQUOISE TOPCO LIMITED TLB 3.25       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      1344809 | PA      | $1344809.39   | 0.02%             | 2032-08-13      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                     | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      1637000 | PA      | $1699105.58   | 0.03%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                        | CNX MIDSTREAM PARTNERS LP              | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5384000 | PA      | $5120100.84   | 0.09%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5517                | FHLMC_5517                             | CUSIP: 3137HKNH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     30545340 | PA      | $31275852.73  | 0.53%             | 2055-03-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_25-5532                                        | FHLMC_5532                             | CUSIP: 3137HKPN8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     16740428 | PA      | $17136678.58  | 0.29%             | 2055-04-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC_5559                             | CUSIP: 3137HMBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     36427757 | PA      | $3617585.91   | 0.06%             | 2055-07-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573                | FHLMC_5573                             | CUSIP: 3137HMSE1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     19500000 | PA      | $20109375.00  | 0.34%             | 2055-09-25      | Variable      | 8.26%                 | No            |                  3 | On Loan: No      |
| CQP HOLDCO LP                                                    | CQP HOLDCO LP TLB 2.0                  | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |      3282782 | PA      | $3278678.88   | 0.06%             | 2030-12-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                        | CSMC_22-ATH3                           | CUSIP: 12664AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1638664 | PA      | $1632743.04   | 0.03%             | 2067-08-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-5                                             | FNMA_06-5                              | CUSIP: 31394VL81<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1829935 | PA      | $18.30        | 0.00%             | 2034-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                         | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13672713 | PA      | $11401702.24  | 0.19%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                         | CUSIP: 3140MJ6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32564896 | PA      | $28575424.18  | 0.48%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                         | CUSIP: 3140QPFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11824738 | PA      | $10700189.71  | 0.18%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XHCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73755470 | PA      | $67635800.56  | 1.14%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC             | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      6695000 | PA      | $6300425.45   | 0.11%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                          | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5659000 | PA      | $5753183.64   | 0.10%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                    | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     16226000 | PA      | $15236255.88  | 0.26%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6770000 | PA      | $6237249.42   | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                    | CACI INTERNATIONAL INC                 | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      2852000 | PA      | $2946403.82   | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                            | FILTRATION GROUP CORP TLB 2.75         | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      2604762 | PA      | $2615076.43   | 0.04%             | 2028-10-21      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FINCO 1 LLC                                                      | FINCO 1 LLC TLB 1.75                   | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |       927023 | PA      | $924705.33    | 0.02%             | 2029-06-27      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      2332000 | PA      | $2413099.16   | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      4045000 | PA      | $4147308.13   | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      1927000 | PA      | $1890253.32   | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                   | CA BUYER / ATLANTICA SUSTAINABLE       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |      2603000 | PA      | $2633835.10   | 0.04%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                           | FIRST BRANDS TLB 5.0                   | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      1682538 | PA      | $1598410.64   | 0.03%             | 2027-03-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT BIDCO INC TLB 2.5        | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      2765483 | PA      | $2765482.52   | 0.05%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                           | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      2035000 | PA      | $2016266.04   | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB10 1.75                | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |      1343250 | PA      | $1341705.26   | 0.02%             | 2031-01-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P3                       | CRVNA_24-P3                            | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3376665 | PA      | $3376980.30   | 0.06%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES         | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      5268000 | PA      | $5295700.05   | 0.09%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT BIDCO INC TLC 2.5        | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       527326 | PA      | $527162.61    | 0.01%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FLEET US BIDCO INC                                               | FLEET MIDCO I LTD TLB 2.75             | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2187625 | PA      | $2187625.23   | 0.04%             | 2031-02-21      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYER LTD                                                | OSMOSIS BUYER LIMITED TLB 3.00         | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2234971 | PA      | $2235083.20   | 0.04%             | 2028-07-31      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                         | ON ASSIGNMENT INC                      | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      2024000 | PA      | $1980377.76   | 0.03%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                               | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6715000 | PA      | $5647701.87   | 0.10%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                        | FLYNN RESTAURANT GROUP LP TLB 3.75     | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |      2081739 | PA      | $2084674.53   | 0.04%             | 2032-01-28      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FINANCIAL PARTNERS LLC           | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      3152000 | PA      | $3259132.80   | 0.06%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      3155274 | PA      | $3155974.83   | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      4254465 | PA      | $4279221.25   | 0.07%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                 | CGMS_15-5A                             | CUSIP: 14312JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     18059261 | PA      | $18091604.77  | 0.31%             | 2032-01-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_24-1                               | CARMX_24-1                             | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2934196 | PA      | $2936803.37   | 0.05%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3726000 | PA      | $3591105.34   | 0.06%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                             | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     13495000 | PA      | $13809174.49  | 0.23%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      2523000 | PA      | $2592556.37   | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                          | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      2619000 | PA      | $2683166.73   | 0.05%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 150190AB2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       551000 | PA      | $549535.93    | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       782000 | PA      | $786225.59    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC          | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4839000 | PA      | $4748059.39   | 0.08%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC               | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1957000 | PA      | $1982377.83   | 0.03%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                    | INGEVITY CORP                          | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      1799000 | PA      | $1726416.02   | 0.03%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11489252 | PA      | $11586682.13  | 0.20%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                             | CUSIP: 69544MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14558386 | PA      | $14634810.10  | 0.25%             | 2032-06-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC          | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      2108000 | PA      | $2096630.52   | 0.04%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC          | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      4353000 | PA      | $4257181.82   | 0.07%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                | FOUNDATION BLDG MAT TLB1 3.25          | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |      1969231 | PA      | $1971889.22   | 0.03%             | 2028-01-31      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1                      | STACR_21-DNA1                          | CUSIP: 35564KBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10400000 | PA      | $10901654.40  | 0.18%             | 2051-01-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC               | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       855000 | PA      | $884010.08    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                        | ESAB CORP                              | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      1153000 | PA      | $1185617.24   | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE CO INC               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      2422000 | PA      | $2524269.51   | 0.04%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC TLB6 3.0                  | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      1395461 | PA      | $1393283.65   | 0.02%             | 2030-11-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC / ACRISURE FINANCE        | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      3376000 | PA      | $3320427.51   | 0.06%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC                           | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |       721000 | PA      | $749919.21    | 0.01%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION RENEWABLES LLC                                     | CONSTELLATION RENEWABLES TLB 2.25      | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      2386778 | PA      | $2384797.19   | 0.04%             | 2027-12-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA            | CUSIP: 30216JAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |      6200000 | PA      | $5920821.15   | 0.10%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | INNOPHOS HOLDINGS INC                  | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |      4204550 | PA      | $4183527.25   | 0.07%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | INNOPHOS HOLDINGS INC TLB 4.25         | CUSIP: 45778EAG9<br>LEI: XQ0331QX53IRX25OY417 | Long             | LON              | CORP              | US        |      2628878 | PA      | $2621648.57   | 0.04%             | 2029-03-16      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_25-1                         | PAID_25-1                              | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8399283 | PA      | $8442581.10   | 0.14%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-8                           | PAID_24-8                              | CUSIP: 69544QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9103203 | PA      | $9137819.66   | 0.15%             | 2032-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | FAIR ISAAC CORP                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      2354000 | PA      | $2395296.00   | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL LLC FHF_24-3                                | FHF_24-3A                              | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19345704 | PA      | $19444150.38  | 0.33%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                      | STACR_21-DNA5                          | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15700000 | PA      | $16750474.44  | 0.28%             | 2034-01-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1                      | STACR_22-HQA1                          | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9950000 | PA      | $10549425.81  | 0.18%             | 2042-03-25      | Variable      | 9.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA6                                      | STACR_20-DNA6                          | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15400000 | PA      | $16468795.42  | 0.28%             | 2050-12-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS CORP           | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1941000 | PA      | $1936624.22   | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       822000 | PA      | $860549.93    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS       | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2232000 | PA      | $2370285.78   | 0.04%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                  | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1949426.15   | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                  | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      3195000 | PA      | $3338652.83   | 0.06%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC / ACRISURE FINANCE IN     | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      1428000 | PA      | $1465672.17   | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                      | ACUSHNET CO                            | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1563967.48   | 0.03%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                       | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      2781000 | PA      | $2854829.35   | 0.05%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                       | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      1579000 | PA      | $1635003.52   | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                           | ADVANCE AUTO PARTS INC                 | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      1280000 | PA      | $1313424.34   | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                           | ADVANCE AUTO PARTS INC                 | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      1301000 | PA      | $1333192.34   | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                             | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $5445193.37   | 0.09%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | IBM CORP                               | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     17860000 | PA      | $17738766.40  | 0.30%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                     | H.B. FULLER CO                         | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      3430000 | PA      | $3330311.29   | 0.06%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2135000 | PA      | $2224218.36   | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                           | PAIDGT_24-7                            | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8042452 | PA      | $8138509.27   | 0.14%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                           | PAID_24-7                              | CUSIP: 69545AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8730852 | PA      | $8834523.59   | 0.15%             | 2031-12-15      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | OSAIC HOLDINGS INC                     | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      2848000 | PA      | $2901653.27   | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | OSAIC HOLDINGS INC                     | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      3601000 | PA      | $3649938.59   | 0.06%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-5                         | PAID_23-5                              | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5981968 | PA      | $5998364.07   | 0.10%             | 2031-04-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                              | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11386662 | PA      | $11408272.73  | 0.19%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                              | ALTERRA MOUNTAIN CO TLB6 2.5           | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      2088129 | PA      | $2085519.23   | 0.04%             | 2028-08-17      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER LLC                                      | OLYMPUS WATER US HOLDING CORP          | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      4419000 | PA      | $4376166.54   | 0.07%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                     | AFFRM_23-B                             | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000000 | PA      | $15006642.00  | 0.25%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                     | AFFRM_23-B                             | CUSIP: 00792FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25450000 | PA      | $25461269.26  | 0.43%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE_MAC FHLMC_304                                            | FHLMC_304                              | CUSIP: 31325UQS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1755023 | PA      | $305678.91    | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_318                                            | FHLMC_318                              | CUSIP: 31325UVQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3571870 | PA      | $406345.54    | 0.01%             | 2043-11-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     26539000 | PA      | $25305415.05  | 0.43%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      7196000 | PA      | $6495657.62   | 0.11%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_326                                            | FHLMC_326                              | CUSIP: 31325VB86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       623968 | PA      | $68259.25     | 0.00%             | 2044-03-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DNDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51589269 | PA      | $45255187.65  | 0.77%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                              | CUSIP: 69546QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8765608 | PA      | $8786146.96   | 0.15%             | 2032-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                              | CUSIP: 69546QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12268261 | PA      | $12268486.71  | 0.21%             | 2032-03-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_13-12A                                           | APID_13-12A                            | CUSIP: 03764DAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     14601366 | PA      | $14608506.36  | 0.25%             | 2031-04-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DSBC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35519442 | PA      | $36767643.21  | 0.62%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DSBH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     33931008 | PA      | $34525630.35  | 0.58%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     39368373 | PA      | $39718898.79  | 0.67%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132E0L83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     25681153 | PA      | $25710376.45  | 0.44%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                        | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8766853 | PA      | $8721244.95   | 0.15%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-131                                           | FNMA_12-131                            | CUSIP: 3136AACA1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       122010 | PA      | $489.89       | 0.00%             | 2040-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                            | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7750000 | PA      | $7771364.43   | 0.13%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                            | CUSIP: 00833QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6300000 | PA      | $6328660.59   | 0.11%             | 2029-12-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                             | PRIME SECURITY SERVICES TLB1 2.0       | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      1404115 | PA      | $1401966.63   | 0.02%             | 2030-10-13      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)               | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      5700000 | PA      | $4730882.13   | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-6                         | PAID_23-6                              | CUSIP: 69547UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10798853 | PA      | $10837478.22  | 0.18%             | 2031-06-16      | Fixed         | 8.49%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                   | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      2250000 | PA      | $2272202.12   | 0.04%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC TLB8 2.0          | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |       947499 | PA      | $948285.91    | 0.02%             | 2030-06-22      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      2489000 | PA      | $2420468.32   | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-129                                           | FNMA_12-129                            | CUSIP: 3136AADU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       231526 | PA      | $3232.50      | 0.00%             | 2041-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-1                                             | FNMA_13-1                              | CUSIP: 3136ABYL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1299138 | PA      | $182903.85    | 0.00%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL          | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      2590000 | PA      | $2511406.97   | 0.04%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL          | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      4782000 | PA      | $5005396.37   | 0.08%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      7511000 | PA      | $7283237.79   | 0.12%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ANCESTRY.COM INC TLB 3.25              | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      2913531 | PA      | $2916036.81   | 0.05%             | 2027-12-06      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                              | JAZZ SECURITIES DAC                    | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |      2600000 | PA      | $2545875.83   | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1864000 | PA      | $1858529.84   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                              | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       993000 | PA      | $1030097.41   | 0.02%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                             | JOHNSTONE SUPPLY LLC TLB 2.5           | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3368355 | PA      | $3368960.92   | 0.06%             | 2031-06-09      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                              | APPLE BIDCO LLC TLB 2.5                | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3525639 | PA      | $3524969.59   | 0.06%             | 2031-09-23      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                   | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4756000 | PA      | $4799662.64   | 0.08%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                               | RYAN SPECIALTY LLC                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      2930000 | PA      | $2960085.48   | 0.05%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                             | ARCHROCK PARTNERS LP/ARCHROCK FIN      | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      1387000 | PA      | $1422943.36   | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC     | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |      7092000 | PA      | $6506215.23   | 0.11%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                            | CUSIP: 3136AGA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5111490 | PA      | $567812.89    | 0.01%             | 2043-10-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-93                                            | FNMA_14-93                             | CUSIP: 3136AMDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8728339 | PA      | $1112288.93   | 0.02%             | 2045-01-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION            | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5025000 | PA      | $4714063.90   | 0.08%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | KODIAK GAS SERVICES LLC                | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       916000 | PA      | $947153.48    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      9529000 | PA      | $9793251.33   | 0.17%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST HTAP_25-1                                             | HTAP_25-1                              | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2886066 | PA      | $2861907.00   | 0.05%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | ARDONAGH FINCO LTD                     | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      3666000 | PA      | $3838673.90   | 0.06%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                       | ARDONAGH GROUP FINANCE LTD             | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |      5452000 | PA      | $5771498.44   | 0.10%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | ARETEC GROUP INC TLB 3.5               | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |      3207580 | PA      | $3209023.04   | 0.05%             | 2030-08-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                         | ARETEC GROUP INC                       | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5532000 | PA      | $5557890.89   | 0.09%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                           | CUSIP: 501797AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1511000 | PA      | $1573732.20   | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                           | CUSIP: 501797AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1053000 | PA      | $1059874.42   | 0.02%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-26                                            | FNMA_16-26                             | CUSIP: 3136AR3V8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7713400 | PA      | $939319.33    | 0.02%             | 2046-05-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-42                                            | FNMA_16-42                             | CUSIP: 3136AS2T2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     17415725 | PA      | $1961057.70   | 0.03%             | 2046-07-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER 2 INC                                       | ARETEC GROUP INC                       | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3518000 | PA      | $3842328.90   | 0.07%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       701000 | PA      | $680934.81    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC            | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       701000 | PA      | $673661.17    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TL 2LN 5.75        | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |       824339 | PA      | $823514.61    | 0.01%             | 2029-12-10      | Variable      | 10.17%                | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                      | ASHLAND INC                            | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |      5270000 | PA      | $4690984.46   | 0.08%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASP WHCO PARTICIPATION LP ASPWP-29-1A                            | ASPWP-29-1A                            | CUSIP: 04524YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33850000 | PA      | $33850000.00  | 0.57%             | 2029-03-29      | Variable      | 6.71%                 | No            |                  3 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                    | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      4861000 | PA      | $4619177.09   | 0.08%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      1644000 | PA      | $1698782.51   | 0.03%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                  | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    249500000 | PA      | $232795668.12 | 3.94%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                  | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    244000000 | PA      | $234656632.44 | 3.97%             | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                              | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      3389000 | PA      | $3495319.39   | 0.06%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                                       | IRIDIUM COMMNCTNS INC TLB4 2.25        | CUSIP: 46269KAT1<br>LEI: 549300U620NVQ4J1CT96 | Long             | LON              | CORP              | US        |      1889413 | PA      | $1879285.45   | 0.03%             | 2030-09-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORP                            | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      1268000 | PA      | $1292040.12   | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | AVIS BUDGET CAR RENTAL LLC             | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      3179000 | PA      | $3285481.90   | 0.06%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                  | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    203000000 | PA      | $200183878.44 | 3.39%             | 2055-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                  | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    471750000 | PA      | $474405829.85 | 8.03%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | AVIS BUDGET CAR RENTAL LLC/AVIS BU     | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      1498000 | PA      | $1563506.10   | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS LLC             | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      1169000 | PA      | $1105743.44   | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                         | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1251000 | PA      | $1254563.70   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                         | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2719000 | PA      | $2709823.45   | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                      | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      4523000 | PA      | $4496366.49   | 0.08%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                      | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       664000 | PA      | $653185.66    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                      | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      2592000 | PA      | $2562654.25   | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      1187000 | PA      | $1213155.92   | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                    | JH NORTH AMERICA HOLDINGS INC          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       695000 | PA      | $702439.54    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                    | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27830000 | PA      | $24811492.56  | 0.42%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                         | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       227000 | PA      | $228060.65    | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                         | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      1262000 | PA      | $1330425.27   | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                         | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      1269000 | PA      | $1327030.88   | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL PRODUCTS                                 | BOMBARDIER REC PRODUCTS TLB3 2.75      | CUSIP: 09776MAS3<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | CA        |      1908202 | PA      | $1910892.21   | 0.03%             | 2029-12-13      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                  | HANESBRANDS INC                        | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      3392000 | PA      | $3608687.27   | 0.06%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HEALTHEQUITY INC                       | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      2857000 | PA      | $2763092.49   | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-31                                            | FNMA_16-31                             | CUSIP: 3136ASJN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4929038 | PA      | $619819.08    | 0.01%             | 2046-06-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-47                                            | FNMA_17-47                             | CUSIP: 3136AWXB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5413460 | PA      | $671221.40    | 0.01%             | 2047-06-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP                | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       460000 | PA      | $452305.32    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP                | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      5224000 | PA      | $4909804.40   | 0.08%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS TLB 3.0       | CUSIP: 42328DAN8<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |      1523716 | PA      | $1524264.60   | 0.03%             | 2030-07-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS INC           | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |      2367000 | PA      | $2239542.67   | 0.04%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS/HOLDING BV      | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      1867000 | PA      | $1861554.81   | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOL                                 | AXALTA COATING SYSTEMS DUTCH HLD       | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |      1833000 | PA      | $1928508.11   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | AXON ENTERPRISE INC                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      1286000 | PA      | $1324761.72   | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | AXON ENTERPRISE INC                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      1284000 | PA      | $1327892.75   | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                   | GO DADDY OPERATING CO LLC TLB 1.75     | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |       421849 | PA      | $421887.18    | 0.01%             | 2029-11-09      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | GOEASY LTD                             | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       225000 | PA      | $236788.77    | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                        | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     10330000 | PA      | $9082784.93   | 0.15%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                        | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      3735000 | PA      | $3851921.29   | 0.07%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | GOEASY LTD                             | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       766000 | PA      | $793099.00    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE            | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     26716000 | PA      | $27583870.97  | 0.47%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD / MARTINI BV               | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     25055000 | PA      | $25171939.79  | 0.43%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_21-5                                 | BCC_21-5A                              | CUSIP: 05682FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      8600000 | PA      | $8256679.40   | 0.14%             | 2034-10-23      | Variable      | 11.08%                | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS/ION CORP      | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |      4437000 | PA      | $4557828.80   | 0.08%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                      | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1293575.71   | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_18-2A                            | BCC_18-2A                              | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      5331394 | PA      | $5331410.02   | 0.09%             | 2031-07-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_21-6A                                | BCC_21-6A                              | CUSIP: 05684JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     11450000 | PA      | $11081103.90  | 0.19%             | 2034-10-21      | Variable      | 11.09%                | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_24-3                 | WLAKE_24-3A                            | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7428819 | PA      | $7437285.90   | 0.13%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                          | WEX INC                                | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      3004000 | PA      | $3075932.42   | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                         | BOXER PARENT COMPANY INC TLB 3.00      | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      3174679 | PA      | $3168869.44   | 0.05%             | 2031-07-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     36468000 | PA      | $32199112.64  | 0.54%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                                  | WHATABRANDS LLC TLB 2.5                | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |      3124514 | PA      | $3124263.80   | 0.05%             | 2028-08-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | WHIRLPOOL CORPORATION                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       569000 | PA      | $576248.50    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     21970000 | PA      | $19383329.62  | 0.33%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                   | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       991000 | PA      | $856656.06    | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                            | CUSIP: 12649AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7525000 | PA      | $4891325.25   | 0.08%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                            | CUSIP: 12649AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19910000 | PA      | $8661049.10   | 0.15%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      3110000 | PA      | $3116859.78   | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC               | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2415000 | PA      | $2509351.71   | 0.04%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC               | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       673000 | PA      | $679928.96    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC               | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      4660000 | PA      | $4692193.12   | 0.08%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC TLB 3.5           | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |      3595826 | PA      | $3599709.07   | 0.06%             | 2031-03-24      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     26231000 | PA      | $23192846.97  | 0.39%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CDK GLOBAL INC                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1315000 | PA      | $1110645.45   | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CENTRAL PARENT LLC/CDK GLOBAL II       | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1799000 | PA      | $1564094.25   | 0.03%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                          | BOOZ ALLEN HAMILTON INC                | CUSIP: 09951LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1358000 | PA      | $1329006.61   | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      1974000 | PA      | $1962267.55   | 0.03%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                         | CHAMPION IRON CANADA INC               | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1072000 | PA      | $1118640.90   | 0.02%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       455000 | PA      | $444757.27    | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL        | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      1124000 | PA      | $1066165.57   | 0.02%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL        | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       975000 | PA      | $903210.53    | 0.02%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      1355000 | PA      | $1418766.86   | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION INC                                      | CHARTER NEXT GEN INC TLB 2.75          | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3581120 | PA      | $3595050.32   | 0.06%             | 2030-11-29      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                        | OLYMPUS WATER US HOLDING CORP          | CUSIP: 16308NAA2<br>LEI: 254900JRWEYCJ9Z3ZP06 | Long             | DBT              | CORP              | US        |      1818000 | PA      | $1851341.93   | 0.03%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                            | CHOBANI HOLDCO II LLC                  | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4998042 | PA      | $5385668.58   | 0.09%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      1622000 | PA      | $1561794.31   | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                    | BOYNE USA INC                          | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       722000 | PA      | $708748.57    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                                      | CHOBANI LLC/FINANCE CORP               | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      2923000 | PA      | $3050768.33   | 0.05%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | CHURCHILL DOWNS INCORPORATED           | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      2174000 | PA      | $2152634.60   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | CHURCHILL DOWNS INCORPORATED           | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      1149000 | PA      | $1180667.32   | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                       | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       785000 | PA      | $814303.10    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     21931000 | PA      | $19803292.76  | 0.34%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1                       | CITZN_24-1                             | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       585055 | PA      | $585334.78    | 0.01%             | 2026-10-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC         | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     16270000 | PA      | $16604218.25  | 0.28%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV         | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $389450.25    | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      2936000 | PA      | $3047814.23   | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                  | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      3710000 | PA      | $3817727.60   | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      1354000 | PA      | $1409510.42   | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                  | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      3329000 | PA      | $3522177.55   | 0.06%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                         | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1229000 | PA      | $1165506.59   | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                         | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3750000 | PA      | $3450891.02   | 0.06%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY INC                                   | CLARIOS GLOBAL LP/CLARIOS US FIN       | CUSIP: 18060TAC9<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |      2587000 | PA      | $2645916.59   | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMRLD BORROWER LP TLB 2.5              | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |       136913 | PA      | $136593.75    | 0.00%             | 2031-08-04      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                         | SFO_21-555                             | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4850000 | PA      | $4815128.02   | 0.08%             | 2038-05-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| SAIF SECURITIZATION TRUST SAIF_25-CES1                           | SAIF_25-CES1                           | CUSIP: 78438CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17925000 | PA      | $17947712.77  | 0.30%             | 2065-06-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMRLD BORROWER LP                      | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      1526000 | PA      | $1579518.79   | 0.03%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC                   | CUSIP: 26884TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       907000 | PA      | $905769.00    | 0.02%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)        | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     11000000 | PA      | $10061879.44  | 0.17%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)        | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2024000 | PA      | $1938444.23   | 0.03%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC                   | CUSIP: 26884TAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13488000 | PA      | $13665973.54  | 0.23%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      4145697 | PA      | $4077235.57   | 0.07%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1981000 | PA      | $2009654.63   | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                         | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2574000 | PA      | $2639870.43   | 0.04%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-190                            | CUSIP: 38379HLN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4741966 | PA      | $255738.95    | 0.00%             | 2038-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-20                             | CUSIP: 38379VGC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7733344 | PA      | $1032708.49   | 0.02%             | 2046-02-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT LLC                            | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      3225000 | PA      | $2943191.76   | 0.05%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                           | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      1965000 | PA      | $1984649.23   | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     11947000 | PA      | $9939652.41   | 0.17%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                           | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      6313000 | PA      | $6428544.11   | 0.11%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $1033067.50   | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC     | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2210000 | PA      | $2114639.01   | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                           | INEOS US PETROCHEM LLC TLB 4.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2724312 | PA      | $2445070.47   | 0.04%             | 2029-04-02      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| IDEMIA AMERICA CORP                                              | IDEMIA GROUP SAS TLB 4.25              | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |      3715341 | PA      | $3718425.00   | 0.06%             | 2028-10-02      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP LLC                                   | BROADSTREET PARTNERS INC               | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6624000 | PA      | $6591307.08   | 0.11%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                          | BROWN GROUP HOLDING LLC TLB2 2.75      | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      3612108 | PA      | $3611421.90   | 0.06%             | 2031-07-01      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-129             | GNMA_17-129                            | CUSIP: 38380GMB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6489004 | PA      | $825109.33    | 0.01%             | 2047-08-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-133             | GNMA_17-133                            | CUSIP: 38380HAZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6986592 | PA      | $886322.51    | 0.01%             | 2047-09-20      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                            | BULLDOG PURCHASER INC TLB 3.75         | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |      1170927 | PA      | $1176536.14   | 0.02%             | 2031-06-27      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_21-RTL1                         | CAFL_21-RTL1                           | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2110140 | PA      | $2109475.57   | 0.04%             | 2029-03-28      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL PRODUCTS                                 | BOMBARDIER RECREATIONAL TLB4 2.75      | CUSIP: 000000000<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | CA        |      1224327 | PA      | $1226346.78   | 0.02%             | 2031-01-22      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB5 1.75                 | CUSIP: 000000000<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |       717949 | PA      | $717101.54    | 0.01%             | 2032-02-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA         | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      7610000 | PA      | $7620136.06   | 0.13%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST NYMT_24-BPL1                             | NYMT_24-BPL1                           | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15200000 | PA      | $15247375.36  | 0.26%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                              | WEC US HOLDINGS LTD TLB 2.25           | CUSIP: 000000000<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |      3926323 | PA      | $3925655.89   | 0.07%             | 2031-01-27      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     10030000 | PA      | $9973458.57   | 0.17%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                            | NABORS INDUSTRIES LTD                  | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1329000 | PA      | $1332129.44   | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC                  | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       531000 | PA      | $539820.63    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8920000 | PA      | $8876478.66   | 0.15%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2663000 | PA      | $2642258.99   | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141             | GNMA_17-141                            | CUSIP: 38380HKU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      9414208 | PA      | $1385689.50   | 0.02%             | 2047-09-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-67              | GNMA_18-67                             | CUSIP: 38380WZ28<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6808587 | PA      | $875706.79    | 0.01%             | 2048-05-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                           | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      2619000 | PA      | $2637865.48   | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES INC                  | CUSIP: 78466CAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1508000 | PA      | $1565001.16   | 0.03%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124             | GNMA_18-124                            | CUSIP: 38380YX26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     10933313 | PA      | $1414601.27   | 0.02%             | 2048-09-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA_18-155                                                      | GNMA_18-155                            | CUSIP: 38381A3Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8875528 | PA      | $1099058.45   | 0.02%             | 2048-11-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147             | GNMA_18-147                            | CUSIP: 38381AFR2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     21514382 | PA      | $2876313.63   | 0.05%             | 2048-10-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GNMA_19-5                                                        | GNMA_19-5                              | CUSIP: 38381BC44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8180470 | PA      | $945571.50    | 0.02%             | 2049-01-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT TLB1 2.25        | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |       836776 | PA      | $833638.41    | 0.01%             | 2031-02-06      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                | MERLIN ENTERTAINMENT TLB 3.5           | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |      1393009 | PA      | $1204451.09   | 0.02%             | 2029-11-12      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                | FOUNDATION BUILDING MAT TLB2 4.0       | CUSIP: 000000000<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |       326852 | PA      | $327750.69    | 0.01%             | 2031-01-29      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING SYSTEMS LTD                              | HUSKY INJECTION MOLDING TLB 4.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1696987 | PA      | $1701501.17   | 0.03%             | 2029-02-15      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168             | GNMA_18-168                            | CUSIP: 38381BGM0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7694689 | PA      | $1109047.88   | 0.02%             | 2048-12-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23              | GNMA_19-23                             | CUSIP: 38381RQK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5206025 | PA      | $622110.06    | 0.01%             | 2049-02-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5677000 | PA      | $5460687.58   | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4986000 | PA      | $4717200.10   | 0.08%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLUTO ACQUISITION I INC                                          | ACCENTCARE PLUTO TLB 5.5               | CUSIP: 000000000<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |      1883175 | PA      | $1525371.98   | 0.03%             | 2028-09-20      | Variable      | 8.24%                 | No            |                  3 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                                       | CLARIVATE TLB 2.75                     | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      1656296 | PA      | $1645116.50   | 0.03%             | 2031-01-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES INC TLB8 2.0         | CUSIP: 78466DBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       936994 | PA      | $938390.39    | 0.02%             | 2031-05-09      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                                     | SPCM SA                                | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      1001000 | PA      | $972106.72    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                              | SWF HOLDINGS I CORP TLA2 4.0           | CUSIP: 78489HAE8<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |       744323 | PA      | $605379.84    | 0.01%             | 2028-10-06      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB2 5.0                | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       600000 | PA      | $565500.00    | 0.01%             | 2028-06-30      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | ARTERA SERVICES LLC TLB 4.5            | CUSIP: 000000000<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      1038918 | PA      | $875870.63    | 0.01%             | 2031-02-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                              | APPLIED SYSTEMS INC TLB 3.5            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1538385 | PA      | $1535692.54   | 0.03%             | 2031-02-24      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23              | GNMA_19-23                             | CUSIP: 38381RWQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     14918776 | PA      | $1800327.77   | 0.03%             | 2049-02-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-29              | GNMA_19-29                             | CUSIP: 38381TGX7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     12581807 | PA      | $1314328.30   | 0.02%             | 2049-03-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-41              | GNMA_19-41                             | CUSIP: 38381TNT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     12315530 | PA      | $1482401.89   | 0.03%             | 2049-03-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61              | GNMA_20-61                             | CUSIP: 38382EW52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     36556671 | PA      | $4349691.88   | 0.07%             | 2049-08-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD PLC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      2000000 | PA      | $1697077.06   | 0.03%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL FEDERATIVE REPUBLIC OF          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      9400000 | PA      | $15386914.81  | 0.26%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLM 2.5                  | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       160380 | PA      | $160417.00    | 0.00%             | 2032-08-19      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2916000 | PA      | $2690882.03   | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                          | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2930000 | PA      | $2755353.24   | 0.05%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENINSULA PACIFIC ENTERTAINMENT LLC                              | PENINSULA PACIFIC ENT LLC TLB 4.75     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1062549 | PA      | $1059892.22   | 0.02%             | 2032-08-14      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                                            | TIGER ACQUISITION LLC TLB 2.50         | CUSIP: 000000000<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |      2212012 | PA      | $2211458.83   | 0.04%             | 2032-08-23      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY         | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      1596000 | PA      | $1578330.29   | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENINSULA PACIFIC ENTERTAINMENT LLC                              | PENINSULA PAC ENTERTAIN LL 4.75        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       249035 | PA      | $248412.23    | 0.00%             | 2032-08-16      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                                   | ACCESS CIG LLC TL 4.0                  | CUSIP: 000000000<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |      3332608 | PA      | $3342505.97   | 0.06%             | 2030-08-16      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC TLB9 1.75         | CUSIP: 000000000<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1500315.00   | 0.03%             | 2028-04-06      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ICON PARENT I INC                                                | ICON PARENT I INC TL 2.75              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2140991 | PA      | $2141504.46   | 0.04%             | 2031-11-13      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-101             | GNMA_20-101                            | CUSIP: 38382F5M2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     48505442 | PA      | $6760785.55   | 0.11%             | 2050-07-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138             | GNMA_20-138                            | CUSIP: 38382J2S4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     29013994 | PA      | $4628686.58   | 0.08%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                     | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      7900000 | PA      | $8456337.47   | 0.14%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                     | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      3544000 | PA      | $3587974.44   | 0.06%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     89400000 | OU      | $1941830.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS LLC                                               | COVIA HOLDINGS LLC TLB 2.75            | CUSIP: 000000000<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |      1815000 | PA      | $1820680.95   | 0.03%             | 2032-02-26      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                     | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      4475000 | PA      | $4543010.68   | 0.08%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB1 6.0                | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       721863 | PA      | $687574.85    | 0.01%             | 2029-11-15      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB2 6.0                | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       831884 | PA      | $781971.08    | 0.01%             | 2029-11-15      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E CORPORATION                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      1919000 | PA      | $1903725.61   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PERTAMINA PERSERO PT                   | CUSIP: 69370RAL1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      6300000 | PA      | $5597913.96   | 0.09%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      3094000 | PA      | $3169120.51   | 0.05%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      5539000 | PA      | $4995745.89   | 0.08%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                             | FRANCE (REPUBLIC OF)                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     47773000 | PA      | $24598157.99  | 0.42%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                            | DP WORLD CRESCENT LTD                  | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | NUSS              | KY        |      5600000 | PA      | $5459962.94   | 0.09%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    175000000 | OU      | $1150082.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                 | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1429000 | PA      | $1432613.88   | 0.02%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      7000000 | PA      | $5850241.92   | 0.10%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      6506000 | PA      | $6960480.59   | 0.12%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      6091000 | PA      | $5878910.20   | 0.10%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                             | ANGOLA (REPUBLIC OF)                   | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      7000000 | PA      | $5799206.37   | 0.10%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $4937644.19   | 0.08%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA T-BOND DEC 25                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1807 | NC      | $138445.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | GNMA_20-191                            | CUSIP: 38382MRT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     33673686 | PA      | $5726317.99   | 0.10%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57              | GNMA_21-57                             | CUSIP: 38382QBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     36925053 | PA      | $7463642.53   | 0.13%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                              | INDIA (REPUBLIC OF)                    | CUSIP: Y2R3MBQB4<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   1972730000 | PA      | $23141526.84  | 0.39%             | 2033-02-06      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.44.V1)                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    -25320000 | OU      | $1830449.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST SAFCO_24-1                          | SAFCO_24-1A                            | CUSIP: 78637EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1032114 | PA      | $1033442.86   | 0.02%             | 2028-03-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-5                | SDART_24-5                             | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3285920 | PA      | $3287302.61   | 0.06%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                          | SEAGATE DATA STORAGE TECHNOLOGY PT     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1930000 | PA      | $2052047.45   | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | SELECT MEDICAL CORPORATION             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      3257000 | PA      | $3274016.81   | 0.06%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING LLC                                        | SERTA SIMMONS BEDDING LLC              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          335 | NS      | $3283.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY SOLUTIONS LLC                                             | ENERGY SOLUTIONS LLC TLB 3.25          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2497830 | PA      | $2514490.32   | 0.04%             | 2030-09-20      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | STAR PARENT INC TLB 4.0                | CUSIP: 000000000<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |      1871255 | PA      | $1859560.06   | 0.03%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC            | FLINT GROUP PACKAGING                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722943 | NS      | $0.72         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LC AHAB US BIDCO LLC                                             | LC AHAB US BIDCO LLC TLB 3.0           | CUSIP: 000000000<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |      2489106 | PA      | $2490674.04   | 0.04%             | 2031-05-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| STARFRUIT US HOLDCO LLC                                          | STARFRUIT (AKZONOBEL) TLB 3.5          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1136447 | PA      | $1137867.30   | 0.02%             | 2028-04-03      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                       | ENTAIN PLC TLB3 2.75                   | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |      4404660 | PA      | $4399154.66   | 0.07%             | 2029-10-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | PLY GEM CORNERSTONE TLB 4.5            | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |       278071 | PA      | $246092.94    | 0.00%             | 2031-05-15      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                  | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     12000000 | PA      | $8758302.80   | 0.15%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA (REPUBLIC OF)                                              | KOREA (REPUBLIC OF)                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  31900000000 | PA      | $23756639.15  | 0.40%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                                      | Mcdermott International Ltd            | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |          383 | NS      | $3014.93      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITCO FUNDING LLC                                                | CITCO FUNDING TLB 2.75                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       810190 | PA      | $812887.50    | 0.01%             | 2028-04-27      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                     | COTIVITI INC TLB 2.75                  | CUSIP: 000000000<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      3203601 | PA      | $3201615.02   | 0.05%             | 2031-05-01      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| ROSEN GROUP INC                                                  | PG POLARIS BIDCO TLB 3.0               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3456448 | PA      | $3465089.02   | 0.06%             | 2031-03-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | SENSATA TECHNOLOGIES BV                | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2018000 | PA      | $2035583.24   | 0.03%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | SENSATA TECHNOLOGIES INC               | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       436000 | PA      | $450333.00    | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | SERVICE PROPERTIES TRUST               | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1493000 | PA      | $1595643.29   | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | SERVICE PROPERTIES TRUST               | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1009000 | PA      | $1042951.40   | 0.02%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DRW HOLDINGS LLC                                                 | DRW (DRW HOLDINGS LLC) TLB 3.5         | CUSIP: 000000000<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |       792000 | PA      | $791010.00    | 0.01%             | 2031-06-26      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |    -42246782 | OU      | $-460827.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM TRUST PRKCM_22-AFC1                                        | PRKCM_22-AFC1                          | CUSIP: 69377CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12623408 | PA      | $12058956.41  | 0.20%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1               | PRPM_23-RCF1                           | CUSIP: 69381AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11431000 | PA      | $11022254.87  | 0.19%             | 2053-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                   | SHEA HOMES LP/SHEA HOMES FNDG CORP     | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       805000 | PA      | $784490.00    | 0.01%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                   | SHEA HOMES LP/SHEA HOMES FUNDING       | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3237000 | PA      | $3195831.31   | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                           | COLUMBUS MCKINNON CORP TLB 2.5         | CUSIP: 000000000<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |       971044 | PA      | $971043.65    | 0.02%             | 2028-05-14      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                             | ICON LUXEMBOURG SARL TLB 2.0           | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |       327968 | PA      | $328840.50    | 0.01%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                  | NCR ATLEOS CORP                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      4022000 | PA      | $4361615.26   | 0.07%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                           | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      2610000 | PA      | $2591475.79   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN SUB     | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      2764000 | PA      | $2866082.15   | 0.05%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                              | SILGAN HOLDINGS INC                    | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |      3935000 | PA      | $3846037.09   | 0.07%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                    | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |       880000 | PA      | $923370.74    | 0.02%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                    | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |      2480000 | PA      | $2666205.55   | 0.05%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL6                                                     | PRET_24-NPL6                           | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22993717 | PA      | $22994885.55  | 0.39%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-2                                               | PRPM_25-2                              | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13218781 | PA      | $13251794.01  | 0.22%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89              | GNMA_21-89                             | CUSIP: 38382QD49<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     42488082 | PA      | $7233120.09   | 0.12%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58              | GNMA_21-58                             | CUSIP: 38382RBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     43882275 | PA      | $6032961.48   | 0.10%             | 2051-04-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                | SIMMONS FOODS INC/SIMMONS PREP         | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |      4138000 | PA      | $3971214.85   | 0.07%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                    | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5091000 | PA      | $5069924.77   | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_24-NPL8                                            | PRET_24-NPL8                           | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16104322 | PA      | $16130349.31  | 0.27%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8005000 | PA      | $6624518.48   | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                    | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1278000 | PA      | $1278455.38   | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                    | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2187000 | PA      | $2034484.42   | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CAN 10YR BOND DEC 25                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | CA        |         2130 | NC      | $776615.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE DEC 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -4803 | NC      | $-3388252.33  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| APEX GROUP TREASURY LLC                                          | APEX GROUP TREASURY LLC TLB 3.5        | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |      2128030 | PA      | $2128561.81   | 0.04%             | 2032-02-27      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA BRISTOL LLC TLN 2.5       | CUSIP: G9368PBC7<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |       630341 | PA      | $625537.98    | 0.01%             | 2028-01-31      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-8                         | PAID_23-8                              | CUSIP: 694960AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4292922 | PA      | $4355160.32   | 0.07%             | 2031-06-16      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-11                        | PAID_24-11                             | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10328178 | PA      | $10382927.64  | 0.18%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140             | GNMA_21-140                            | CUSIP: 38382XTQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     39914783 | PA      | $7589241.22   | 0.13%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155             | GNMA_21-155                            | CUSIP: 38383AJE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     39341348 | PA      | $5446963.03   | 0.09%             | 2051-09-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                    | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2580000 | PA      | $2493013.55   | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                    | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2513000 | PA      | $2496599.37   | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-197             | GNMA_22-197                            | CUSIP: 38383LFC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     55821002 | PA      | $7607688.11   | 0.13%             | 2052-11-20      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-215             | GNMA_22-215                            | CUSIP: 38383LSG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     61994025 | PA      | $8244511.05   | 0.14%             | 2049-12-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                    | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |      1080000 | PA      | $1135383.13   | 0.02%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      2010000 | PA      | $1934114.91   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                              | SWF HOLDINGS I CORP TLA1 4.5           | CUSIP: 000000000<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |        74177 | PA      | $73945.84     | 0.00%             | 2029-12-19      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                              | SWF HOLDINGS I CORP DDTL 4.5           | CUSIP: 000000000<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |        98903 | PA      | $98594.44     | 0.00%             | 2029-12-19      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP TLB 2.75             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      1347181 | PA      | $1347180.85   | 0.02%             | 2032-01-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS HOLDING BV                                        | HUNTER DOUGLAS HOL B.V. TLB1 3.25      | CUSIP: 000000000<br>LEI: 549300XOR2688C8LK689 | Long             | LON              | CORP              | NL        |      2395145 | PA      | $2394138.95   | 0.04%             | 2032-01-19      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      5186000 | PA      | $5212487.18   | 0.09%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      2956000 | PA      | $3004492.37   | 0.05%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90              | GNMA_22-90                             | CUSIP: 38383RJ24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     57632346 | PA      | $7687544.12   | 0.13%             | 2050-07-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90              | GNMA_22-90                             | CUSIP: 38383RM79<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     35024600 | PA      | $4143137.01   | 0.07%             | 2050-05-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      2967000 | PA      | $2692562.71   | 0.05%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                           | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       879000 | PA      | $912079.84    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-5                         | PAID_24-5                              | CUSIP: 69544LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10054609 | PA      | $10169192.08  | 0.17%             | 2031-10-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                           | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      2249000 | PA      | $2271101.69   | 0.04%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                    | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      1573000 | PA      | $1582134.62   | 0.03%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      7685000 | PA      | $7777984.77   | 0.13%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)                   | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     17157000 | PA      | $17611393.64  | 0.30%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                 | UFC HOLDINGS LLC TLB4 2.25             | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |       748120 | PA      | $749878.38    | 0.01%             | 2031-11-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG INC                                | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4210000 | PA      | $4352759.88   | 0.07%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17              | GNMA_23-17                             | CUSIP: 38383VJ74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     55889181 | PA      | $6250774.60   | 0.11%             | 2050-05-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-32              | GNMA_23-32                             | CUSIP: 38383VQT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     69196193 | PA      | $6989230.64   | 0.12%             | 2053-02-20      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-18              | GNMA_23-18                             | CUSIP: 38383VT73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     39327294 | PA      | $3802772.31   | 0.06%             | 2053-02-20      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-148             | GNMA_22-148                            | CUSIP: 38383YBB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     23093415 | PA      | $2838580.17   | 0.05%             | 2052-08-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66              | GNMA_23-66                             | CUSIP: 38384ASD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     63055699 | PA      | $8214827.16   | 0.14%             | 2050-07-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-75              | GNMA_23-75                             | CUSIP: 38384AWX7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     68813878 | PA      | $8600420.41   | 0.15%             | 2050-06-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                           | STUBHUB HOLDCO SUB LLC TLB 4.75        | CUSIP: 000000000<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      2091618 | PA      | $2018410.90   | 0.03%             | 2030-03-15      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                             | ICON LUXEMBOURG SARL TLB 2.0           | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |        81713 | PA      | $81930.84     | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                       | MCDERMOTT INTL EXIT TL 1.0             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       130890 | PA      | $70026.27     | 0.00%             | 2027-12-30      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                       | MCDERMOTT INTL EXIT TL 3.0             | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |         8649 | PA      | $6169.50      | 0.00%             | 2027-06-30      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-165             | GNMA_23-165                            | CUSIP: 38384D6K8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     66602802 | PA      | $8385765.67   | 0.14%             | 2050-02-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LTD                  | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      1895000 | PA      | $1988980.59   | 0.03%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                           | CUSIP: 90290MAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       967000 | PA      | $952840.05    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                      | USA COM PARTNERS LP / USA COM FIN      | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |      7226000 | PA      | $7406937.94   | 0.13%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UTZ QUALITY FOODS LLC                                            | UTZ QUALITY FOODS LLC TLB 2.5          | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |      2460931 | PA      | $2461546.15   | 0.04%             | 2032-01-29      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                   | VFH PARENT LLC TLB2 2.5                | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |      1463455 | PA      | $1467113.80   | 0.02%             | 2031-06-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                     | VS BUYER LLC TLB 2.25                  | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |      2394525 | PA      | $2392537.57   | 0.04%             | 2031-04-12      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      6068000 | PA      | $5382532.62   | 0.09%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                 | VAIL RESORTS INC                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      1584000 | PA      | $1640778.35   | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $1936875.74   | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                                         | MITER BRANDS ACQ HLD INC TLB2 3.0      | CUSIP: 000000000<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |       748111 | PA      | $751035.94    | 0.01%             | 2031-03-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC                  | RUSSELL INVESTMENTS TLB 6.5            | CUSIP: 000000000<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |      3760213 | PA      | $3591003.73   | 0.06%             | 2027-05-30      | Variable      | 9.31%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15                                 | DRSLF_15-41A                           | CUSIP: 26244KAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      4278992 | PA      | $4284738.81   | 0.07%             | 2031-04-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                            | ECL ENTERTAINMENT LLC  TLB 3.00        | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |      1267428 | PA      | $1267111.30   | 0.02%             | 2030-08-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                              | HUDBAY MINERALS INC                    | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      5064000 | PA      | $5118227.05   | 0.09%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                              | HUDBAY MINERALS INC                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      1464000 | PA      | $1456792.26   | 0.02%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                    | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      4476000 | PA      | $4488690.30   | 0.08%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSW STRUCTURED ASSET TRUST OSAT_21-RPL1                          | OSAT_21-RPL1                           | CUSIP: 67114HAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7314600 | PA      | $7061153.09   | 0.12%             | 2065-05-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                    | BRAND ENERGY & INFRAS TLB 4.5          | CUSIP: 000000000<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |       141748 | PA      | $124171.11    | 0.00%             | 2030-08-01      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC     | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1765000 | PA      | $1965717.25   | 0.03%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      3957000 | PA      | $4133888.52   | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     10369000 | PA      | $10885233.26  | 0.18%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      4429000 | PA      | $4246548.21   | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND SEP 25                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |          665 | NC      | $-1281833.55  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | THREE-MONTH SOFR FUTURE DEC 25         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -14356 | NC      | $-5634658.21  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      4227000 | PA      | $3969023.27   | 0.07%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      8197000 | PA      | $7302962.73   | 0.12%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM3                             | OBX_24-NQM3                            | CUSIP: 67118KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8449031 | PA      | $8522673.97   | 0.14%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                             | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3060903 | PA      | $3077676.69   | 0.05%             | 2033-10-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2271000 | PA      | $2383395.48   | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2432000 | PA      | $2677345.34   | 0.05%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | THREE-MONTH SOFR FUTURE DEC 26         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        14253 | NC      | $7746882.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3276000 | PA      | $3310333.03   | 0.06%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3976000 | PA      | $3706129.36   | 0.06%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2466000 | PA      | $2685354.67   | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1548000 | PA      | $1594697.02   | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      6226000 | PA      | $6193342.91   | 0.10%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERDE PURCHASER LLC                                              | VERITIV CORP TLB 4.0                   | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |      2104264 | PA      | $2077665.81   | 0.04%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                     | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      1092000 | PA      | $1100340.15   | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                     | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      2980000 | PA      | $3210111.66   | 0.05%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                         | VIRGIN MEDIA FINANCE PLC               | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |      3454000 | PA      | $3158202.83   | 0.05%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC       | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      2170000 | PA      | $2138397.56   | 0.04%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                           | CUSIP: 90290MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3348000 | PA      | $3264171.39   | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                           | CUSIP: 90290MAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1558000 | PA      | $1606513.43   | 0.03%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD OCT18_18-18                      | OCT18_18-18A                           | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      4205385 | PA      | $4206267.82   | 0.07%             | 2031-04-16      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 55 OCT55_21-1                        | OCT55_21-1A                            | CUSIP: 67592WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9700000 | PA      | $9714074.70   | 0.16%             | 2034-07-20      | Variable      | 11.09%                | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      3005000 | PA      | $2878567.21   | 0.05%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS LLC         | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      1134000 | PA      | $1104156.55   | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HLDS/PK DOM          | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       947000 | PA      | $976908.92    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                     | PATTERN ENERGY OPS LP/ENERGY OPS       | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $1354481.86   | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PEMEX PROJECT FUNDING MASTER TRUST     | CUSIP: 706451BG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      5886000 | PA      | $5332900.26   | 0.09%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4224000 | PA      | $3936132.93   | 0.07%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                             | CUSIP: 92837DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4200000 | PA      | $4087079.22   | 0.07%             | 2054-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                             | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3600000 | PA      | $3521130.84   | 0.06%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| ENVISION HEALTHCARE CORP                                         | ENVISION HEALTHCARE CORP               | CUSIP: 000000000<br>LEI: 549300OL60X0LPKY8N60 | Long             | EC               | CORP              | US        |        13525 | NS      | $231953.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 126000000000 | PA      | $28571487.65  | 0.48%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD                            | PEPSICO SINGAPORE FINANCING I PTE      | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |      5843000 | PA      | $5899201.06   | 0.10%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                             | PRET_21-RN2                            | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5594199 | PA      | $5590219.64   | 0.09%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      3650000 | PA      | $4144796.35   | 0.07%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      3847000 | PA      | $3566492.89   | 0.06%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRIMARY PRODUCTS FINANCE LLC                                     | PRIMARY PRODUCTS FIN LLC TLB 3.25      | CUSIP: 74167NAE3<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |       954627 | PA      | $930360.24    | 0.02%             | 2029-04-01      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC               | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3235657.26   | 0.05%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |      7000000 | PA      | $6722843.53   | 0.11%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  68305000000 | PA      | $4738747.41   | 0.08%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | ATHENAHEALTH GROUP INC TLB 3.0         | CUSIP: 000000000<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      3579294 | PA      | $3575571.09   | 0.06%             | 2029-02-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                                             | PCI GAMING TLB 1ST LN 2.0              | CUSIP: 000000000<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |      2397467 | PA      | $2390922.06   | 0.04%             | 2031-07-18      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CODELCO INC                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      9000000 | PA      | $6108746.02   | 0.10%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                         | ELANCO ANIMAL HEALTH TLB 1.75          | CUSIP: 000000000<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |       672549 | PA      | $671708.20    | 0.01%             | 2027-08-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-56                                            | FNMA_17-56                             | CUSIP: 3136AXBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     18897602 | PA      | $2430070.95   | 0.04%             | 2047-07-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-76                                            | FNMA_18-76                             | CUSIP: 3136B3GB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6243811 | PA      | $885642.10    | 0.01%             | 2048-10-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FNMA_19-8                                                        | FNMA_19-8                              | CUSIP: 3136B3W55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     17301518 | PA      | $1917025.49   | 0.03%             | 2049-03-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FNMA_19-67                             | CUSIP: 3136B64Z3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     17107675 | PA      | $2265355.59   | 0.04%             | 2049-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-77                 | FNMA_20-77                             | CUSIP: 3136BCVE7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     30376704 | PA      | $4499014.67   | 0.08%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-27                 | FNMA_22-27                             | CUSIP: 3136BM5F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     45564136 | PA      | $4911658.99   | 0.08%             | 2052-06-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46                 | FNMA_23-46                             | CUSIP: 3136BQLL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     63923500 | PA      | $7249327.61   | 0.12%             | 2050-06-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_23-61                                            | FNMA_23-61                             | CUSIP: 3136BQWP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    128080113 | PA      | $7816998.25   | 0.13%             | 2053-12-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-62                                     | FNMA_23-62                             | CUSIP: 3136BQZB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     66639663 | PA      | $8235003.08   | 0.14%             | 2048-10-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-13                 | FNMA_25-13                             | CUSIP: 3136BU2D1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     59491221 | PA      | $59660039.01  | 1.01%             | 2055-03-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                           | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      1579000 | PA      | $1601033.66   | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                           | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      1379000 | PA      | $1320993.61   | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                              | CUSIP: 36200NRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        54044 | PA      | $54637.15     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                              | CUSIP: 36213CJ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         8133 | PA      | $8365.70      | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                           | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      2517000 | PA      | $2158567.75   | 0.04%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                   | PROOFPOINT TLB 3.0                     | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      3751765 | PA      | $3768685.02   | 0.06%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE TECHNOLOGIES INC         | CUSIP: 36267VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18980000 | PA      | $19563611.27  | 0.33%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | GTCR W-2 MERGER SUB LLC                | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      5615000 | PA      | $5955501.51   | 0.10%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                  | PROVIDENT FUNDING ASSOCIATES/PFG       | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7274000 | PA      | $7639399.20   | 0.13%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_24-8                                       | PRPM_24-8                              | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11218278 | PA      | $11221775.52  | 0.19%             | 2029-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-4                      | GSAR_24-4A                             | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10809249 | PA      | $10822001.81  | 0.18%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD       | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      3925000 | PA      | $3137050.94   | 0.05%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE PRPM_24-7                        | PRPM_24-7                              | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18299610 | PA      | $18372936.21  | 0.31%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | QNITY ELECTRONICS INC                  | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      1621000 | PA      | $1648179.00   | 0.03%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | QNITY ELECTRONICS INC                  | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1343802.69   | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                        | QUEEN MERGERCO INC                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      3088000 | PA      | $3200091.65   | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                            | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      1484000 | PA      | $1468104.15   | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATES CORP                                                       | GATES CORPORATION                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      1888000 | PA      | $1963547.92   | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                | GENERAL MILLS INC                      | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4478522.07   | 0.08%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                           | GENESEE & WYOMING INC                  | CUSIP: 371559AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2787000 | PA      | $2835427.91   | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                              | GHANA (REPUBLIC OF)                    | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     14873452 | PA      | $12220231.63  | 0.21%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                    | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     36182000 | PA      | $36060709.60  | 0.61%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST GITSIT_25-NPL1                        | GITSIT_25-NPL1                         | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10688457 | PA      | $10710872.81  | 0.18%             | 2055-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59              | GNMA_19-59                             | CUSIP: 38381VL65<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8326355 | PA      | $926465.99    | 0.02%             | 2049-05-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-152             | GNMA_19-152                            | CUSIP: 38382BWU3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     18475611 | PA      | $2429947.45   | 0.04%             | 2049-12-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55              | GNMA_20-55                             | CUSIP: 38382EMH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     32197778 | PA      | $4022168.92   | 0.07%             | 2050-04-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61              | GNMA_20-61                             | CUSIP: 38382EV95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     31809819 | PA      | $5054452.93   | 0.09%             | 2043-07-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (GOVERNMENT)                   | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      8699000 | PA      | $8968306.78   | 0.15%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH                   | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      1893000 | PA      | $1967248.76   | 0.03%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH                   | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      4605000 | PA      | $4807980.83   | 0.08%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MAYA SAS                                                         | ILIAD HOLDING SAS                      | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      5063000 | PA      | $5153374.23   | 0.09%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MAYA SAS                                                         | ILIAD HOLDING SAS                      | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      1651000 | PA      | $1776773.24   | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAYA SAS                                                         | ILIAD HOLDING SAS                      | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      1563000 | PA      | $1607063.87   | 0.03%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS FINANCE PLC                      | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5929000 | PA      | $5940596.68   | 0.10%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                 | IRB HOLDING CORP TLB 2.5               | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      3020876 | PA      | $3017915.14   | 0.05%             | 2027-12-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | QUINTILES IMS INC                      | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       823000 | PA      | $822515.49    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC               | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |      3257000 | PA      | $3273027.46   | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_23-4                | RPM_23-4A                              | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9556966 | PA      | $9627644.54   | 0.16%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT HOLDINGS LLC TLB 2.48              | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |      3410028 | PA      | $3405765.40   | 0.06%             | 2030-10-11      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT HOLDINGS LLC                       | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       437000 | PA      | $428683.09    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IDERA INC                                                        | FLASH CHARM INC TLB 3.5                | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1536966 | PA      | $1423137.91   | 0.02%             | 2028-03-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | COHERENT CORP TLB 2.0                  | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      1563739 | PA      | $1563739.24   | 0.03%             | 2029-07-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC               | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      1805889 | PA      | $1556238.30   | 0.03%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC               | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       870862 | PA      | $512231.64    | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                  | iHeartMedia Inc                        | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11995 | NS      | $25549.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC TLB 5.775     | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |      1048161 | PA      | $879868.19    | 0.01%             | 2029-05-01      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB 2.25         | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |       250000 | PA      | $250000.00    | 0.00%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB1 2.25        | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      2382243 | PA      | $2380766.06   | 0.04%             | 2031-04-14      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE DEC 25                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -2778 | NC      | $-267160.26   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 10YR NOTE DEC 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         5558 | NC      | $1809990.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                 | ILLUMINATE BUYER LLC/HOLDINGS IV       | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |      1575000 | PA      | $1582042.27   | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                  | INDIAN RAILWAY FINANCE CORP LTD        | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |      7000000 | PA      | $6424774.46   | 0.11%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      6258642 | PA      | $6737356.80   | 0.11%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US LONG BOND DEC 25                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -3032 | NC      | $-1784262.26  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA 10YR NOTE DEC 25              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        -3066 | NC      | $-853982.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                          | INDIGO MERGER SUB INC                  | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |       499000 | PA      | $489429.13    | 0.01%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                  | INFORMATICA LLC TLB 2.25               | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |      2201083 | PA      | $2203834.20   | 0.04%             | 2028-10-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/QUICKEN LOANS        | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      3811000 | PA      | $3563219.76   | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      8152000 | PA      | $8406560.48   | 0.14%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                      | INEOS QUATTRO FINANCE 2 PLC            | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      7315000 | PA      | $7358546.56   | 0.12%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| INDY US BIDCO LLC                                                | INDY US BIDCO LLC TLB 2.5              | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3360220 | PA      | $3339218.80   | 0.06%             | 2030-10-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      7282000 | PA      | $7543964.81   | 0.13%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP/FIN CORP       | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       860000 | PA      | $840754.41    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       409000 | PA      | $413357.86    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                    | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1622000 | PA      | $1672435.01   | 0.03%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| EDGEX ISSUER TRUST EDGEX_25-1                                    | EDGEX_25-1NN                           | CUSIP: 280579103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5500000 | PA      | $5379183.98   | 0.09%             | 2031-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                   | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      7553000 | PA      | $7630454.20   | 0.13%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP                | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       616000 | PA      | $634515.06    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP/RHP FIN        | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      1679000 | PA      | $1725027.00   | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                    | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       492000 | PA      | $507533.62    | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTERNATIONAL FINANCE DAC                           | JAMES HARDIE INTERNATIONAL FINANCE     | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |      2465000 | PA      | $2433486.74   | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP                | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1591359.85   | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP                   | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      1102000 | PA      | $1088489.47   | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                           | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      1093000 | PA      | $1079888.70   | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                           | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      1757000 | PA      | $1986281.86   | 0.03%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | ELEMENT SOLUTIONS INC                  | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      3427000 | PA      | $3322199.31   | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | ELLUCIAN HOLDINGS INC                  | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1081597.08   | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      6352000 | PA      | $6321526.56   | 0.11%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC TLA 4.75          | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      2167183 | PA      | $2103533.00   | 0.04%             | 2028-10-11      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                            | RACKSPACE FINANCE LLC TLB 2.75         | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       831097 | PA      | $418042.00    | 0.01%             | 2028-05-15      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| RADNOR RE RMIR_24-1                                              | RMIR_24-1                              | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6900000 | PA      | $6983717.70   | 0.12%             | 2034-09-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMERALD DEBT MERGER SUB LLC            | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      7652000 | PA      | $7861011.60   | 0.13%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                           | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      7793000 | PA      | $7918707.96   | 0.13%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC TLB6 4.5              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      1410431 | PA      | $1404916.65   | 0.02%             | 2028-01-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| ENVA_23-A                                                        | ENVA_23-A                              | CUSIP: 64110XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1881298 | PA      | $1886043.83   | 0.03%             | 2027-12-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                 | ENSEMBLE RCM LLC TLB 3.0               | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      1195247 | PA      | $1200003.70   | 0.02%             | 2029-08-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | ENTEGRIS ESCROW CORP                   | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      2603000 | PA      | $2568776.50   | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENVA LLC ENVA_24-A                                               | ENVA_24-A                              | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2584000 | PA      | $2592135.24   | 0.04%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      3349000 | PA      | $3279243.17   | 0.06%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-1                                        | RMIR_21-1                              | CUSIP: 75279YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17108728 | PA      | $17246997.44  | 0.29%             | 2033-12-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RAYTHEON TECHNOLOGIES CORPORATION      | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10382000 | PA      | $10289987.08  | 0.17%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | ENTEGRIS ESCROW CORP                   | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      5154000 | PA      | $5217957.17   | 0.09%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                           | EPIC CRUDE SERVICES LP TLB 2.5         | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |      2017386 | PA      | $2023054.37   | 0.03%             | 2031-10-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      2454000 | PA      | $2422579.58   | 0.04%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       360000 | PA      | $380505.42    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                           | XPLR INFRASTRUCTURE LP                 | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      7372000 | PA      | $7106608.00   | 0.12%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      5544000 | PA      | $5438632.56   | 0.09%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       603000 | PA      | $593563.71    | 0.01%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      4566000 | PA      | $4664554.63   | 0.08%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RAYTHEON TECHNOLOGIES CORPORATION      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      7376000 | PA      | $6456769.73   | 0.11%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_25-1                                        | RCO_25-1                               | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17059868 | PA      | $17178300.76  | 0.29%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                           | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      6399000 | PA      | $6202504.23   | 0.10%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR CO LTD                                                | NISSAN MOTOR CO LTD                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      1322000 | PA      | $1384850.76   | 0.02%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR CO LTD                                                | NISSAN MOTOR CO LTD                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      3869000 | PA      | $4091437.47   | 0.07%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      8699000 | PA      | $8604834.13   | 0.15%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      6120000 | PA      | $6347239.43   | 0.11%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                    | SYNAPTICS INCORPORATED                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      3259000 | PA      | $3111452.18   | 0.05%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION           | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10246000 | PA      | $10618270.26  | 0.18%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                  | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      3252000 | PA      | $3211652.33   | 0.05%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                       | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     16320000 | PA      | $16642984.48  | 0.28%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC        | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      1294000 | PA      | $1311997.87   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | GEN DIGITAL INC                        | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      1961000 | PA      | $2017062.62   | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | GEN DIGITAL INC TLB 1.75               | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      1914190 | PA      | $1909940.82   | 0.03%             | 2029-09-12      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| TELESAT LLC                                                      | TELESAT LLC TLB5 2.75                  | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3429765 | PA      | $2603774.79   | 0.04%             | 2026-12-07      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2981000 | PA      | $2973423.62   | 0.05%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                    | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |      3264000 | PA      | $3272987.08   | 0.06%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2640000 | PA      | $2642747.19   | 0.04%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORP                  | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      6601000 | PA      | $6405760.73   | 0.11%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      3617000 | PA      | $3619135.09   | 0.06%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      6531000 | PA      | $6786988.47   | 0.11%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      1334000 | PA      | $1322342.17   | 0.02%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      5930000 | PA      | $5718209.32   | 0.10%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                   | CMG MEDIA CORPORATION TLB2 3.5         | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       926818 | PA      | $889282.34    | 0.02%             | 2029-06-18      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_22-3                                  | THRM_22-3A                             | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       184672 | PA      | $184797.41    | 0.00%             | 2029-04-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-1                 | RPM_24-1A                              | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7420872 | PA      | $7503119.46   | 0.13%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-3                 | RPM_24-3A                              | CUSIP: 76089HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13075249 | PA      | $13147050.19  | 0.22%             | 2033-03-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | PICARD MIDCO INC                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      8693000 | PA      | $8789562.13   | 0.15%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_24-RRTL2                               | TRK_24-RRTL2                           | CUSIP: 89055JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19650000 | PA      | $19689584.93  | 0.33%             | 2039-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST UNLOK_23-1                                      | UNLOK_23-1                             | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11580398 | PA      | $11567125.57  | 0.20%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                                               | UPSTREAM NEWCO INC TLB 4.25            | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |      2448999 | PA      | $2000832.06   | 0.03%             | 2026-11-20      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC TLB 3.5                     | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      2638673 | PA      | $2633738.52   | 0.04%             | 2031-09-30      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                  | TRANS UNION LLC TLB9 1.75              | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |       914305 | PA      | $913162.33    | 0.02%             | 2031-06-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      3191000 | PA      | $3260453.45   | 0.06%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC DDTL 3.5                    | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |       273229 | PA      | $272718.47    | 0.00%             | 2031-09-30      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA TLBQ 3.25                 | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      1000000 | PA      | $997160.00    | 0.02%             | 2029-01-31      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      4365000 | PA      | $4471065.32   | 0.08%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      3653000 | PA      | $3771555.90   | 0.06%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLJ 2.5                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      3984749 | PA      | $3987259.13   | 0.07%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGNE PARTNERS LLC            | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5178000 | PA      | $5445290.53   | 0.09%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WEBER STEPHEN PRODUCTS LLC                                       | WEBER-STEPHEN PRODS TLB 3.25           | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      2851226 | PA      | $2841560.71   | 0.05%             | 2027-10-30      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD       | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     18903000 | PA      | $16459246.37  | 0.28%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                            | TRANSOCEAN AQUILA LTD                  | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      3262354 | PA      | $3350638.48   | 0.06%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                         | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       776000 | PA      | $750605.01    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RESONETICS LLC                                                   | RESONETICS LLC TLB 2.75                | CUSIP: 76118EAL2<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |      2795066 | PA      | $2790398.55   | 0.05%             | 2031-06-18      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                               | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      3807000 | PA      | $3816447.67   | 0.06%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                         | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      3061000 | PA      | $2874213.71   | 0.05%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                   | TRANSOCEAN TITAN FIN LTD               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      6148333 | PA      | $6302605.59   | 0.11%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |     -9500000 | OU      | $-1806673.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TNT CRANE AND RIGGING                                            | TNT CRANE AND RIGGING                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23468 | NS      | $21121.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOVOS COMPLIANCE LLC                                             | SOVOS COMPLIANCE LLC TLB 3.25          | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |      3122693 | PA      | $3127002.11   | 0.05%             | 2029-08-13      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       169000 | PA      | $167397.74    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2                | TMIR_21-2                              | CUSIP: 89600GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      9979730 | PA      | $10194853.12  | 0.17%             | 2033-10-25      | Variable      | 9.95%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS INC                                        | PRIMO BRAND CORP (TRITON) TLB 2.25     | CUSIP: 89678QAD8<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |      3808515 | PA      | $3811676.34   | 0.06%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                       | TRONOX INC                             | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2701000 | PA      | $1992131.59   | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                               | TRONOX FINANCE LLC TLB2 2.25           | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |       475902 | PA      | $432523.53    | 0.01%             | 2029-04-04      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO                   | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     15163000 | PA      | $13687808.68  | 0.23%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.10.BBB-)                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |    -18000000 | OU      | $-3423171.60  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                                      | TRUGREEN LP TLB 4.0                    | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |      1057365 | PA      | $1027631.73   | 0.02%             | 2027-11-02      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                    | TRUIST INSURANCE HOLDINGS TLB 2.75     | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3146041 | PA      | $3146040.85   | 0.05%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                          | PARK RIVER HOLDINGS INC TLB 3.25       | CUSIP: 000000000<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |       860322 | PA      | $856734.16    | 0.01%             | 2027-12-28      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                     | PERATON CORP TLB 3.75                  | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      2807617 | PA      | $2411827.16   | 0.04%             | 2028-02-01      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | ULTIMATE SOFTWARE UKG TLB 3.00         | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3003909 | PA      | $3001415.61   | 0.05%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7180000 | PA      | $6511353.66   | 0.11%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                | VERTIV GROUP CORP TLB3 1.75            | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |      1410521 | PA      | $1409548.02   | 0.02%             | 2027-03-02      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | VERTICAL US NEWCO INC                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      1598000 | PA      | $1592824.98   | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILLMAN GROUP INC                                                | HILLMAN GROUP INC TLB1 2.75            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1348286 | PA      | $1348771.20   | 0.02%             | 2028-07-14      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP TLB 2.75         | CUSIP: 000000000<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |      3773375 | PA      | $3714963.64   | 0.06%             | 2028-03-13      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                     | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      2281000 | PA      | $2281775.05   | 0.04%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      2613000 | PA      | $2614630.40   | 0.04%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3311000 | PA      | $3309945.51   | 0.06%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1280000 | PA      | $1277189.82   | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                           | FIRST BRANDS TLB 5.0                   | CUSIP: 000000000<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      1106026 | PA      | $1048424.32   | 0.02%             | 2027-03-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | PLY GEM CORNERSTONE TLB 3.25           | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      1360338 | PA      | $1287219.40   | 0.02%             | 2028-04-12      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                    | CORELOGIC INC TLB 3.5                  | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |      3061429 | PA      | $3050714.17   | 0.05%             | 2028-06-02      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS TLB 3.25      | CUSIP: 000000000<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      1408747 | PA      | $1399942.10   | 0.02%             | 2029-01-31      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1320290.17   | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3834000 | PA      | $4074567.08   | 0.07%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1408000 | PA      | $1476875.09   | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC             | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      4397000 | PA      | $4057920.34   | 0.07%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                       | HILTON GRAND VACATIONS TLB 2.5         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1991285 | PA      | $1988517.37   | 0.03%             | 2028-08-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ TLB 2.5                    | CUSIP: 000000000<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      2608822 | PA      | $2611639.88   | 0.04%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC             | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      2092000 | PA      | $1956094.64   | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC             | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      2977000 | PA      | $3118124.35   | 0.05%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GCX HOLDINGS LTD                                                 | AL GCX HOLDINGS LTD TLB 3.75           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BM        |      1075576 | PA      | $1073844.43   | 0.02%             | 2029-05-17      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB1 3.50               | CUSIP: 000000000<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       418725 | PA      | $396742.18    | 0.01%             | 2027-12-17      | Variable      | 7.93%                 | No            |                  3 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC                 | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       963000 | PA      | $1019935.46   | 0.02%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC                 | CUSIP: 85205TAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1961000 | PA      | $2161192.35   | 0.04%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | WHIRLPOOL CORPORATION                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       593000 | PA      | $596476.62    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC                    | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7719000 | PA      | $7718138.80   | 0.13%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB2 3.50               | CUSIP: 000000000<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       136579 | PA      | $129408.93    | 0.00%             | 2027-12-17      | Variable      | 7.93%                 | No            |                  3 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                             | FRANCE (REPUBLIC OF)                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     47918000 | PA      | $23923745.44  | 0.40%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LLC                                        | WHITEWATER DBR HLDC0 LLC TLB1 2.25     | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |      1441791 | PA      | $1445698.55   | 0.02%             | 2031-03-03      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                 | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     17155000 | PA      | $17702022.65  | 0.30%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                  | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       983000 | PA      | $1009109.94   | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                  | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      1303000 | PA      | $1346373.74   | 0.02%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION HOLDINGS LLC                                 | NEW FRONTERA HLDGS 2ND LN TL 1.5       | CUSIP: 000000000<br>LEI: 549300GLB8UW9UT6MD14 | Long             | LON              | CORP              | US        |        75277 | PA      | $69254.84     | 0.00%             | 2028-07-28      | Variable      | 6.06%                 | No            |                  3 | On Loan: No      |
| FRONTERA ENERGY CORP                                             | NEW FRONTERA HOLDINGS                  | CUSIP: 000000000<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |        14302 | NS      | $121567.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                  | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      1054000 | PA      | $1037236.42   | 0.02%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | WINDSTREAM ESCROW LLC                  | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      4339000 | PA      | $4519720.37   | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC TLB 1.75       | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |       659184 | PA      | $660304.27    | 0.01%             | 2028-09-22      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES TLB 3.0               | CUSIP: 000000000<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |      3630394 | PA      | $3588789.84   | 0.06%             | 2029-04-04      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                                            | WIRECO WORLDGROUP INC TLB 3.75         | CUSIP: 97654QAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2374869 | PA      | $2238313.89   | 0.04%             | 2028-11-13      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                         | WOLVERINE WORLD WIDE INC               | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      3954000 | PA      | $3621800.49   | 0.06%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                                             | DS ADMIRAL BIDCO LLC TLB 4.25          | CUSIP: 000000000<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |      1960818 | PA      | $1958367.24   | 0.03%             | 2031-06-26      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| CARROLL COUNTY ENERGY LLC                                        | CARROLL COUNTY ENERGY TLB 3.25         | CUSIP: 000000000<br>LEI: 549300P5WM1CIGEGUG23 | Long             | LON              | CORP              | US        |      1878890 | PA      | $1881708.75   | 0.03%             | 2031-06-30      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| WORLD WIDE TECHNOLOGY HOLDING CO LLC                             | WORLD WIDE TECH HOLDG CO TLB 2.0       | CUSIP: 98164AAE3<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1501875.00   | 0.03%             | 2030-03-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                             | WW International Inc                   | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |         6584 | NS      | $209963.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                     | WYNDHAM HOTELS & RESORTS INC           | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      1955000 | PA      | $1910167.14   | 0.03%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR LP                                 | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       712000 | PA      | $731912.54    | 0.01%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      2256000 | PA      | $2360350.52   | 0.04%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      3776000 | PA      | $3992003.91   | 0.07%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ADEIA INC                                                        | ADEIA INC TLB 2.5                      | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2313809 | PA      | $2325378.23   | 0.04%             | 2028-06-08      | Variable      | 6.82%                 | No            |                  3 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                        | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      2405000 | PA      | $2419543.45   | 0.04%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC           | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      1909000 | PA      | $1895979.44   | 0.03%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                        | ZI TECH LLC/ZI FIN CORP                | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |      5157000 | PA      | $4841603.41   | 0.08%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMB HOLDINGS INC                                                 | CORPORATION SERVICE CO TLB 2.0         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2381949 | PA      | $2377780.40   | 0.04%             | 2029-11-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.11.BBB-)                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |      4400000 | OU      | $523140.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANU INC TLB 3.0       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1793574 | PA      | $1790434.78   | 0.03%             | 2029-12-13      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC TLB 2.25     | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      2039572 | PA      | $2031923.54   | 0.03%             | 2030-02-06      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTNERS LLC                                  | TRAVERSE MIDSTREAM PART TLB 3.0        | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |      1997889 | PA      | $1996230.77   | 0.03%             | 2028-02-16      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.16.BBB-)                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |     11150000 | OU      | $1786699.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.12.BBB-)                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |     11100000 | OU      | $1902575.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | SWP: OIS 1.780500 09-AUG-2049          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |     53500000 | OU      | $21481768.86  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.11.BBB-)                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |     13000000 | OU      | $1545642.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.8.BBB-)                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |     -3702603 | OU      | $-797040.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AVAYA HOLDINGS CORP                                              | AVAYA INC TLB1                         | CUSIP: 000000000<br>LEI: 549300NZS2OZN6Q63A60 | Long             | LON              | CORP              | US        |      1285299 | PA      | $1076437.72   | 0.02%             | 2028-08-01      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| EMERALD DEBT MERGER SUB LLC                                      | EMERALD DEBT MERGER SUB TLB 2.5        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | LON              | CORP              | US        |      2676955 | PA      | $2672216.58   | 0.05%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM HOLDINGS II LLC                                       | WINDSTREAM SERVICES LLC                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11272 | NS      | $225440.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CONSTRUCTION FINANCE COMPANY LP                          | CALPINE CONSTRUCTION FIN TLB 2.25      | CUSIP: 000000000<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |       727012 | PA      | $726793.59    | 0.01%             | 2030-07-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                                            | ONTARIO GAMING GTA LP TLB 4.25         | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      3509577 | PA      | $3391128.54   | 0.06%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| CINEWORLD GROUP PLC                                              | CINEWORLD RIGHTS                       | CUSIP: 000000000<br>LEI: 213800J2J3TOOI176M73 | Long             | EC               | CORP              | GB        |        31901 | NS      | $718915.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC            | FLINT GROUP PACKAGING TLB              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1285987 | PA      | $1203606.57   | 0.02%             | 2026-12-31      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP PACKAGING INKS NORTH AMERICA HOLDINGS LLC            | FLINT GROUP PACKAGING TL 2LN           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1019517 | PA      | $46388.04     | 0.00%             | 2027-12-31      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION             | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3098000 | PA      | $3332328.22   | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                              | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1714000 | PA      | $1686924.36   | 0.03%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1723000 | PA      | $1592466.26   | 0.03%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      3394000 | PA      | $3516334.34   | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACUREN DELAWARE HOLDCO INC                                       | ACUREN DELAWARE HOLDCO INC TL 2.75     | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2432481 | PA      | $2432480.58   | 0.04%             | 2031-07-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM3                                          | ADMT_24-NQM3                           | CUSIP: 00039HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13010406 | PA      | $13169206.84  | 0.22%             | 2069-07-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                           | CUSIP: 90290MAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1521327.57   | 0.03%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| USI INC                                                          | USI INC TLB 2.25                       | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      1856800 | PA      | $1853903.64   | 0.03%             | 2029-11-21      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-3AL                                       | ACHV_24-3AL                            | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6405575 | PA      | $6422908.78   | 0.11%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-3AL                                       | ACHV_24-3AL                            | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3424200 | PA      | $3449385.34   | 0.06%             | 2031-12-26      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                      | AMERICAN AIRLINES INC TLB 3.25         | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |       215225 | PA      | $216234.16    | 0.00%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                      | AMERICAN AIRLINES INC                  | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      4343000 | PA      | $4551857.91   | 0.08%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC      | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1920000 | PA      | $1925200.33   | 0.03%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC      | CUSIP: 02406PBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1427000 | PA      | $1348693.50   | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP/AMERIGAS FINA     | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |      3178000 | PA      | $3327451.92   | 0.06%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC                       | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1979000 | PA      | $2027846.24   | 0.03%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED IND INC                                                   | AMSTED INDUSTRIES INCORPORATED         | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |       554000 | PA      | $568458.85    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC TLB 3.5              | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |       866667 | PA      | $870185.34    | 0.01%             | 2031-12-22      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC TLDD 3.5             | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |       133333 | PA      | $133874.66    | 0.00%             | 2031-12-22      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC TLB 2.25              | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       995000 | PA      | $994213.95    | 0.02%             | 2032-01-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | ANTERO MIDSTREAM PARTNERS/FIN          | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1773807.50   | 0.03%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                    | APA CORP (US)                          | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      1019000 | PA      | $967261.20    | 0.02%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OEG BORROWER LLC                                                 | OPRY ENTERTAINMENT TLB 3.75            | CUSIP: 000000000<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |       414732 | PA      | $416287.47    | 0.01%             | 2031-06-30      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MANAGEMENT SERVI                                 | SEDGWICK CLAIMS MGMT TLB 2.5           | CUSIP: 000000000<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      3404082 | PA      | $3412592.40   | 0.06%             | 2031-07-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DARKTRACE FINCO US LLC                                           | LEIA FINCO US LLC TLB 3.25             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1901637 | PA      | $1905211.85   | 0.03%             | 2031-10-09      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                                      | PROJECT BOOST PURCHASER TLB 2.75       | CUSIP: 000000000<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      3466680 | PA      | $3461756.93   | 0.06%             | 2031-07-16      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC                                                   | A-AP BUYER INC TLB 2.75                | CUSIP: 000000000<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |      1449512 | PA      | $1450425.48   | 0.02%             | 2031-09-09      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| TOSCA SERVICES LLC                                               | TOSCA SERVICES LLC TLA 5.5             | CUSIP: 000000000<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |       789408 | PA      | $801249.05    | 0.01%             | 2028-11-30      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_16-24                                            | APID_16-24A                            | CUSIP: 03759CAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      7098825 | PA      | $7095893.03   | 0.12%             | 2030-10-20      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| CUBIC CORP.                                                      | CUBIC CORPORATION TLB 4.25             | CUSIP: 04921TAJ3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |      1668163 | PA      | $956808.27    | 0.02%             | 2029-05-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| AVAYA HOLDINGS CORP                                              | Avaya Holdings Corp                    | CUSIP: 05351X309<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         5014 | NS      | $40112.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVAYA HOLDINGS CORP                                              | Avaya Holdings Corp                    | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |        24157 | NS      | $193256.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    387600000 | OU      | $38.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   -387600000 | OU      | $-38.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC TLB 3.25            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1076985 | PA      | $1081292.78   | 0.02%             | 2031-11-28      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC DD 3.25             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       179947 | PA      | $180667.13    | 0.00%             | 2031-11-28      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      1819000 | PA      | $1790213.72   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS LP                                        | BCP VI SUMMIT HOLDINGS LP TLB 3.5      | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |      2230950 | PA      | $2240007.47   | 0.04%             | 2032-01-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BCPE PEQUOD BUYER INC                                            | BCPE PEQUOD BUYER INC  TLB 3.0         | CUSIP: 000000000<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      1961942 | PA      | $1963688.37   | 0.03%             | 2031-11-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                               | TRONOX FINANCE LLC TLB 2.5             | CUSIP: 000000000<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |       497500 | PA      | $436332.38    | 0.01%             | 2031-09-30      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    193213400 | OU      | $1603.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DYNAMO US BIDCO INC                                              | DYNAMO US BIDCO INC TLB 3.5            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       562930 | PA      | $565744.88    | 0.01%             | 2031-09-30      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| TOSCA SERVICES LLC                                               | TOSCA SERVICES LLC TLB 1.5             | CUSIP: 000000000<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |       995216 | PA      | $945455.13    | 0.02%             | 2028-11-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| STARFRUIT FINCO BV                                               | NOURYON FINANCE BV TLB 3.25            | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |      1114345 | PA      | $1116083.11   | 0.02%             | 2028-04-03      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| A-AG US GSI BIDCO INC                                            | A-AG US GSI BIDCO TLB 5.0              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1456616 | PA      | $1451153.70   | 0.02%             | 2031-10-31      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                            | JEFFERIES FINANCE LLC TLB 2.75         | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |      2656666 | PA      | $2658339.67   | 0.04%             | 2031-10-21      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HOLDINGS LLC                         | SPECIALTY BUILDING PROD TLB 3.75       | CUSIP: 000000000<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |       772732 | PA      | $748004.21    | 0.01%             | 2028-10-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HLDS DDTL 3.25       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       241482 | PA      | $242063.51    | 0.00%             | 2031-11-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES                                                  | DXP ENTERPRISES INC TLB 3.75           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1345554 | PA      | $1350182.37   | 0.02%             | 2030-10-11      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM HOLDINGS II LLC                                       | WINDSTREAM HOLDINGS II LLC RIGHTS      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2045 | NS      | $40900.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MRC GLOBAL (US) INC                                              | MRC GLOBAL INC TLB 3.5                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2774576 | PA      | $2781512.91   | 0.05%             | 2031-10-29      | Variable      | 7.80%                 | No            |                  3 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HLDS TLB 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3372290 | PA      | $3380416.93   | 0.06%             | 2031-11-19      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | CORNERSTONE GENERATION TLB 3.25        | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |      1462083 | PA      | $1470855.05   | 0.02%             | 2032-08-11      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-52                 | FNMA_25-52                             | CUSIP: 3136BWXA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     49148447 | PA      | $49464319.16  | 0.84%             | 2055-07-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4147                                           | FHLMC_4147                             | CUSIP: 3137AXDF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       355572 | PA      | $2791.17      | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4515                                           | FHLMC_4515                             | CUSIP: 3137BLBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2257625 | PA      | $140253.62    | 0.00%             | 2038-08-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                            | FHLMC_4620                             | CUSIP: 3137BSAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5524297 | PA      | $552884.34    | 0.01%             | 2042-11-15      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5051                | FHLMC_5051                             | CUSIP: 3137F7YV1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     31441874 | PA      | $4679717.30   | 0.08%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_4903                                                       | FHLMC_4903                             | CUSIP: 3137FN5P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     19427793 | PA      | $2338331.15   | 0.04%             | 2049-08-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STARC_19-CS02                                                    | STARC_19-CS02                          | CUSIP: 3137G0VZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5887000 | PA      | $5833906.32   | 0.10%             | 2032-02-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM HOLDINGS LLC                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3760000 | PA      | $3820367.53   | 0.06%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HLD                                                  | ULTRA CLEAN HOLDINGS INC TLB 3.25      | CUSIP: 90385YAF8<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |      1550919 | PA      | $1557711.98   | 0.03%             | 2028-02-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                  | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       300000 | PA      | $234427.77    | 0.00%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                  | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5257000 | PA      | $5271937.88   | 0.09%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STACR_19-CS02                                                    | STACR_19-CS02                          | CUSIP: 3137G0WA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7646288 | PA      | $7371161.56   | 0.12%             | 2032-02-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XHCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58655874 | PA      | $53874241.54  | 0.91%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XMUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32077140 | PA      | $32639249.27  | 0.55%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                              | CUSIP: 31417CTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        49158 | PA      | $47691.46     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                       | FERTITTA ENTERTAINMENT LL TLB 3.25     | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2826543 | PA      | $2823377.08   | 0.05%             | 2029-01-27      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                       | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      2325000 | PA      | $2354337.60   | 0.04%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_25-NQM3                                          | GCAT_25-NQM3                           | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13830797 | PA      | $13941377.40  | 0.24%             | 2070-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GNMA_24-30                             | CUSIP: 38384JJS4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    107232359 | PA      | $12155645.77  | 0.21%             | 2054-02-20      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-25              | GNMA_24-25                             | CUSIP: 38384JN83<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     75157385 | PA      | $9434408.79   | 0.16%             | 2051-06-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GNMA_24-30                             | CUSIP: 38384JQS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     94686204 | PA      | $7390513.88   | 0.13%             | 2054-02-20      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | GNMA_24-64                             | CUSIP: 38384MC54<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     46873384 | PA      | $5255907.83   | 0.09%             | 2054-04-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | GNMA_24-64                             | CUSIP: 38384MLX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     67156668 | PA      | $4942656.86   | 0.08%             | 2054-04-20      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79              | GNMA_24-79                             | CUSIP: 38384PCG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     28883489 | PA      | $3649630.96   | 0.06%             | 2054-05-20      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79              | GNMA_24-79                             | CUSIP: 38384PDP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     45246438 | PA      | $6857414.36   | 0.12%             | 2054-05-20      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97              | GNMA_24-97                             | CUSIP: 38384PQM5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     67289734 | PA      | $7314912.20   | 0.12%             | 2054-06-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110             | GNMA_24-110                            | CUSIP: 38384QTX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     69580444 | PA      | $8616633.47   | 0.15%             | 2054-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110             | GNMA_24-110                            | CUSIP: 38384QUW6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     54294710 | PA      | $5050298.45   | 0.09%             | 2054-07-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-128             | GNMA_24-128                            | CUSIP: 38384UNK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     56922103 | PA      | $6531714.58   | 0.11%             | 2048-09-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-25              | GNMA_25-25                             | CUSIP: 38385DDW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     39807560 | PA      | $2809928.08   | 0.05%             | 2055-02-20      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39              | GNMA_25-39                             | CUSIP: 38385EZR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     25691981 | PA      | $26282536.56  | 0.44%             | 2055-03-20      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO     | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3692000 | PA      | $3780911.79   | 0.06%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                  | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       897000 | PA      | $856725.44    | 0.01%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                      | GRANT THORNTON ADVSORS LLC TLB 3.0     | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |       517350 | PA      | $518514.30    | 0.01%             | 2031-06-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | GRAY MEDIA INC                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1517000 | PA      | $1524557.37   | 0.03%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                  | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       997000 | PA      | $918985.19    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED SHORE FINANCIAL SERVICES LL     | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      1435000 | PA      | $1433206.25   | 0.02%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | GRAY MEDIA INC                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1042000 | PA      | $1027333.68   | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SA RL                                  | GREENSAIF PIPELINES BIDCO SARL         | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     11038000 | PA      | $11658998.73  | 0.20%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                          | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6250000 | PA      | $5806640.63   | 0.10%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED WHOLESALE MORTGAGE LLC          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      3544000 | PA      | $3492820.54   | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-2                 | GSKY_24-2                              | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11345875 | PA      | $11503065.47  | 0.19%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | GRIFOLS ESCROW ISSUER SAU              | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      6892000 | PA      | $6684238.90   | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED WHOLESALE MORTGAGE LLC          | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      2863000 | PA      | $2858363.29   | 0.05%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $3959660.42   | 0.07%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                 | PEX HOLDINGS LLC TLB 2.75              | CUSIP: 000000000<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |      3445351 | PA      | $3443903.70   | 0.06%             | 2031-11-26      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| SOPHOS INTERMEDIATE II LTD                                       | SOPHOS INTERMEDIATE II LTD TLB 3.5     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2566094 | PA      | $2569301.16   | 0.04%             | 2027-03-05      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | ELLUCIAN HOLDINGS INC TLB 3.0          | CUSIP: 000000000<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      2928600 | PA      | $2930444.76   | 0.05%             | 2029-10-09      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                    | KODIAK BP LLC TLB 3.75                 | CUSIP: 000000000<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |      2304183 | PA      | $2289297.59   | 0.04%             | 2031-12-04      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC                 | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       999000 | PA      | $969244.79    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC                 | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       699000 | PA      | $718216.50    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                             | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000000 | PA      | $15085033.50  | 0.26%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                        | AG TTMT ESCROW ISSUER LLC              | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4894000 | PA      | $5015659.69   | 0.08%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDING LLC                  | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      3291000 | PA      | $3533815.54   | 0.06%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      2381000 | PA      | $2394161.79   | 0.04%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                            | AHEAD DB HOLDINGS TLB4 2.75            | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |      2984364 | PA      | $2984990.79   | 0.05%             | 2031-02-01      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                       | AIR CANADA                             | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      2199000 | PA      | $2173382.18   | 0.04%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS INVESTMENT MANAGEMENT HOLDINGS LLC           | GUGGENHEIM PRT INV MGMT TLB 2.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1741250 | PA      | $1745167.81   | 0.03%             | 2031-11-26      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| DECHRA FINANCE US LLC                                            | DECHRA FINANCE US LLC TLB1 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3732140 | PA      | $3741470.17   | 0.06%             | 2032-01-27      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      3281000 | PA      | $3145029.84   | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      2459000 | PA      | $2569659.33   | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      1313000 | PA      | $1305744.77   | 0.02%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       536000 | PA      | $527489.27    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                             | INEOS US FINANCE LLC TLB 3.0           | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |       676502 | PA      | $609413.22    | 0.01%             | 2031-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES LTD                                     | ION TRADING FINANCE LTD TLB 3.5        | CUSIP: 000000000<br>LEI: 2138009B6RP9G7VQ2W32 | Long             | LON              | CORP              | IE        |       538875 | PA      | $540109.28    | 0.01%             | 2028-04-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AF8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      2743000 | PA      | $2724263.76   | 0.05%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                       | ALCOA NEDERLAND HOLDING BV             | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      1072000 | PA      | $1129185.82   | 0.02%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                              | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      2099000 | PA      | $2149014.80   | 0.04%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                              | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1641000 | PA      | $1684569.58   | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       818000 | PA      | $801441.75    | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      2729000 | PA      | $2666996.36   | 0.05%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       718000 | PA      | $707757.11    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      1991000 | PA      | $1968401.25   | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | TRAVEL + LEISURE CO TLB 2.5            | CUSIP: 000000000<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |      1803763 | PA      | $1806865.73   | 0.03%             | 2029-12-14      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10636000 | PA      | $10774516.89  | 0.18%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      2385000 | PA      | $2243321.98   | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_25-2                          | LBZZ_25-2A                             | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11750000 | PA      | $11787736.30  | 0.20%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | LIGHT & WONDER INTERNATIONAL INC       | CUSIP: 531968AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       330000 | PA      | $344321.91    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      5567000 | PA      | $5681666.26   | 0.10%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      2647000 | PA      | $2740732.55   | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC      | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      1285000 | PA      | $1316061.46   | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC      | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      4981000 | PA      | $5139041.94   | 0.09%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LIFEPOINT HEALTH INC                   | CUSIP: 53219LAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3358000 | PA      | $3701698.33   | 0.06%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                 | LINCOLN FINANCIAL GLOBAL FUNDING       | CUSIP: 53359KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       499000 | PA      | $517479.68    | 0.01%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)                  | CUSIP: 01F030496<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19000000 | PA      | $18164222.68  | 0.31%             | 2040-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                  | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72000000 | PA      | $62366945.76  | 1.06%             | 2055-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                      | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1260692.81   | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC          | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       639000 | PA      | $639671.41    | 0.01%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                  | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58000000 | PA      | $52390385.58  | 0.89%             | 2055-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC TLB 2.25              | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |      3798174 | PA      | $3800073.57   | 0.06%             | 2030-05-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                            | LONG RIDGE ENERGY LLC                  | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      2970000 | PA      | $3075448.63   | 0.05%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL              | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      1908000 | PA      | $1949211.94   | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5587000 | PA      | $5129158.27   | 0.09%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_10-6                     | CMLTI_10-6                             | CUSIP: 17316YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        26915 | PA      | $26751.08     | 0.00%             | 2035-09-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CMLTI_14-C                                                       | CMLTI_14-C                             | CUSIP: 17323GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       318116 | PA      | $316556.17    | 0.01%             | 2054-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      3919000 | PA      | $4009995.05   | 0.07%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      2553000 | PA      | $2649156.33   | 0.04%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HLDS CORP TLB 3.0     | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      3060749 | PA      | $3046730.49   | 0.05%             | 2031-06-20      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                               | OMNIA PARTNERS LLC TLB 3.25            | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      1637625 | PA      | $1638214.55   | 0.03%             | 2030-07-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | RESTAURANT BRANDS                      | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      6399000 | PA      | $6231182.27   | 0.11%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC ULC/NEW RED FINANCE INC     | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      3320000 | PA      | $3104650.28   | 0.05%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC UNLIMITED LIABILITY CO      | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      1840000 | PA      | $1863249.05   | 0.03%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                   | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1882000 | PA      | $1740289.23   | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                   | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      2502000 | PA      | $2647863.08   | 0.04%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                   | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1847000 | PA      | $1936602.17   | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC TL 3.25                | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |       761262 | PA      | $764489.55    | 0.01%             | 2032-05-06      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      4084000 | PA      | $4038783.45   | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                   | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       817000 | PA      | $848856.59    | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                   | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      3362000 | PA      | $3461010.31   | 0.06%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_22-62A                             | MDPK_22-62A                            | CUSIP: 55817HAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     17900000 | PA      | $17954380.20  | 0.30%             | 2038-07-16      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16                                 | MDPK_16-24A                            | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     12200000 | PA      | $12209162.20  | 0.21%             | 2029-10-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1362286.40   | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                   | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      2736000 | PA      | $2848284.00   | 0.05%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW LLC                                        | MADISON SAFETY & FLOW LLC TLB 2.75     | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      1600300 | PA      | $1605101.08   | 0.03%             | 2031-09-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2237000 | PA      | $1929960.60   | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 B.C. LTD.                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8068000 | PA      | $8388594.05   | 0.14%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                   | OPAL BIDCO SAS                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2747372.68   | 0.05%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1199000 | PA      | $748628.91    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5513000 | PA      | $3715756.19   | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                           | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      2101000 | PA      | $2113881.35   | 0.04%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                       | PERFORMANCE FOOD GROUP INC             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      1143000 | PA      | $1171136.52   | 0.02%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                  | MASTERBRAND INC                        | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |       584000 | PA      | $605811.61    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                   | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      1212000 | PA      | $1239944.33   | 0.02%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      4570000 | PA      | $4734386.42   | 0.08%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      1946000 | PA      | $1987084.63   | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                   | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      3197000 | PA      | $3244783.64   | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                   | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      5757000 | PA      | $5799243.38   | 0.10%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                    | CUSIP: 71654QCG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      7689000 | PA      | $7722819.30   | 0.13%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                    | CUSIP: 71654QCK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      4594000 | PA      | $4498805.54   | 0.08%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | MATCH GROUP INC                        | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      5557000 | PA      | $5470820.17   | 0.09%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | MATCH GROUP HOLDINGS II LLC            | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      1528000 | PA      | $1379803.93   | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                    | CUSIP: 71654QCL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      8000000 | PA      | $5981638.50   | 0.10%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                    | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     14520000 | PA      | $12414543.96  | 0.21%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MCGRAW-HILL EDUCATION INC              | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      2799000 | PA      | $2855988.81   | 0.05%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LVI SERVICES INC                                                 | NORTHSTAR GROUP SERVICES TLB 4.75      | CUSIP: 000000000<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |       848138 | PA      | $850792.59    | 0.01%             | 2030-05-31      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                    | CUSIP: 71654QDE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     11183000 | PA      | $10464898.09  | 0.18%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | PETRONAS CAPITAL LTD                   | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |      5720000 | PA      | $5858984.17   | 0.10%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CENTRAL PARENT LLC TLB 3.25            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2575944 | PA      | $2149521.82   | 0.04%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP LLC                                   | BROADSTREET PARTNERS INC TLB 2.75      | CUSIP: 000000000<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      3686822 | PA      | $3684314.88   | 0.06%             | 2031-06-13      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                            | PAREXEL INTERNATIONAL INC TLB 2.5      | CUSIP: 71911KAE4<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |      3122593 | PA      | $3124216.69   | 0.05%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                 | PLANO HOLDCO INC TLB 3.5               | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |      1067259 | PA      | $1037909.77   | 0.02%             | 2031-10-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR MIDCO SARL                                              | CHRYSAOR BIDCO SARL TL DD 3.5          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |        20988 | PA      | $21085.68     | 0.00%             | 2031-10-30      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                        | FLUTTER FINANCING BV TLB 2.0           | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |      1198735 | PA      | $1194240.03   | 0.02%             | 2032-06-04      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                              | RECESS HOLDINGS INC TLB 3.75           | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1841047 | PA      | $1849110.43   | 0.03%             | 2030-02-20      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP                  | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      1953000 | PA      | $1794463.18   | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                                  | ALERA GROUP INC TLB 3.25               | CUSIP: 000000000<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |       682097 | PA      | $684498.46    | 0.01%             | 2032-05-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                    | MRP BUYER LLC TLB 3.25                 | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |      2313174 | PA      | $2274613.54   | 0.04%             | 2032-06-04      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                    | MRP BUYER LLC DDTL 3.25                | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |       294404 | PA      | $289496.28    | 0.00%             | 2032-06-04      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | ASURION LLC TLB13 4.25                 | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      1303450 | PA      | $1287808.71   | 0.02%             | 2030-09-19      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD BUILDING SOLUTIONS INC        | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       778000 | PA      | $803276.60    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD BUILDING SOLUTIONS INC        | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1786940.78   | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PLUTO ACQUISITION I INC                                          | PLUTO ACQUISITION I INC TLB 5.5        | CUSIP: 72941DAH5<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |       512904 | PA      | $509698.26    | 0.01%             | 2028-06-20      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1287000 | PA      | $1240797.89   | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION INC                                       | STUDENT TRANSPORTATION DDTL 3.25       | CUSIP: 000000000<br>LEI: 5493003YVQPIJS9TV046 | Long             | LON              | CORP              | CA        |        68786 | PA      | $69001.50     | 0.00%             | 2032-06-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION INC                                       | STUDENT TRANSPORTATION TLB 3.25        | CUSIP: 000000000<br>LEI: 5493003YVQPIJS9TV046 | Long             | LON              | CORP              | CA        |       963007 | PA      | $966021.01    | 0.02%             | 2032-06-24      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                      | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      6210000 | PA      | $5791829.74   | 0.10%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                      | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1824000 | PA      | $1874109.50   | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                                     | PRET_24-NPL7                           | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17728525 | PA      | $17733712.69  | 0.30%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                                     | PRET_24-NPL7                           | CUSIP: 74136TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10794000 | PA      | $10817954.04  | 0.18%             | 2054-10-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC           | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      5872000 | PA      | $5626590.97   | 0.10%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                                              | ALLSPRING BUYER LLC TLB 3.0            | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1711985 | PA      | $1717344.00   | 0.03%             | 2030-11-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                            | ZIGGO BOND CO BV                       | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      2487000 | PA      | $2193300.87   | 0.04%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                         | ZIGGO BV                               | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      2474000 | PA      | $2321084.65   | 0.04%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2287000 | PA      | $2370305.62   | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP        | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5779000 | PA      | $5468012.14   | 0.09%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      2844000 | PA      | $2761805.08   | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      2589000 | PA      | $2405973.88   | 0.04%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      3785000 | PA      | $3941952.53   | 0.07%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      2653000 | PA      | $2694006.08   | 0.05%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC                | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      4051000 | PA      | $4013796.54   | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | SYNEOS HEALTH INC                      | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      6682000 | PA      | $7081546.48   | 0.12%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      2699000 | PA      | $2745974.68   | 0.05%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       910000 | PA      | $899502.97    | 0.02%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      4205000 | PA      | $3867728.63   | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      3452000 | PA      | $3105129.36   | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       434000 | PA      | $432302.56    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       905000 | PA      | $918578.26    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       459000 | PA      | $457733.40    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      6872000 | PA      | $7166708.61   | 0.12%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      3978000 | PA      | $4252911.45   | 0.07%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC               | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      1153000 | PA      | $1168894.13   | 0.02%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      5482000 | PA      | $5652898.16   | 0.10%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | REWORLD HOLDING CORP TLC 2.25          | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       242938 | PA      | $243301.92    | 0.00%             | 2028-11-30      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                          | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      4245000 | PA      | $2867172.10   | 0.05%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | AG ISSUER LLC                          | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      2310000 | PA      | $2314759.86   | 0.04%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                  | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    152000000 | PA      | $155277676.32 | 2.63%             | 2055-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                     | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      1321000 | PA      | $1312825.12   | 0.02%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC                   | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1428000 | PA      | $1474041.21   | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                      | CREATIVE ARTISTS AGENCY LL TLB 2.5     | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |      3226839 | PA      | $3231453.60   | 0.05%             | 2031-10-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_25-H5                                 | CROSS_25-H5                            | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11148276 | PA      | $11225905.42  | 0.19%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                     | ASPIRE BAKERIES HOLDIN LLC TLB 3.5     | CUSIP: 02106XAJ5<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |      1456054 | PA      | $1460610.95   | 0.02%             | 2030-12-23      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      5899000 | PA      | $5040584.72   | 0.09%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CORK & SEAL CO INC                                         | CROWN CORK & SEAL COMPANY INC          | CUSIP: 228255AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5097000 | PA      | $5241745.36   | 0.09%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                             | CROWN FINANCE US INC TLB 4.5           | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |      1151322 | PA      | $1149882.83   | 0.02%             | 2031-12-02      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS IN     | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      5888000 | PA      | $6046965.19   | 0.10%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQ HOLD INC TLB 3.25       | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       362134 | PA      | $361666.60    | 0.01%             | 2032-04-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                       | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1316000 | PA      | $1128953.38   | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                         | ALTICE FRANCE HOLDING SA               | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |      3633000 | PA      | $1322491.96   | 0.02%             | 2028-02-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      6862000 | PA      | $6863293.64   | 0.12%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                 | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     14500000 | PA      | $10560625.97  | 0.18%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATIONS HOLDING INC                          | CROWN SUBSEA COMMUNICATION TLB 3.5     | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |      3048818 | PA      | $3070738.94   | 0.05%             | 2031-01-30      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HOLDINGS INC                                   | CUMULUS MEDIA EXCH TLB 5.0             | CUSIP: 23110BAB0<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | LON              | CORP              | US        |      1347546 | PA      | $341212.08    | 0.01%             | 2029-05-02      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | AMENTUM HOLDINGS INC                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      4353000 | PA      | $4542918.99   | 0.08%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     32627000 | PA      | $29114341.78  | 0.49%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                            | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |      2526000 | PA      | $2546354.91   | 0.04%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                            | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     13677000 | PA      | $12095770.18  | 0.20%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                 | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      9119000 | PA      | $6659678.88   | 0.11%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA ETF TRUST I COLUMBIA SHORT DURATION HIGH YIELD ETF      | Columbia Short Duration High Yield ETF | CUSIP: 19761L847<br>LEI: 529900WK4REQHLNVIB89 | Long             | EC               | RF                | US        |      2876000 | NS      | $58526600.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST BARC_25-NQM3                        | BARC_25-NQM3                           | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9386611 | PA      | $9465840.09   | 0.16%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD BABSN_21-2A                                       | BABSN_21-2A                            | CUSIP: 06762KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      8350000 | PA      | $8355694.70   | 0.14%             | 2034-07-15      | Variable      | 10.83%                | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND          | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    367815034 | NS      | $367704689.39 | 6.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                    | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5831000 | PA      | $5795917.73   | 0.10%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      8485000 | PA      | $8595312.85   | 0.15%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC                | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      2845000 | PA      | $2838809.93   | 0.05%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB ESCROW CORP              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      2463000 | PA      | $2570131.76   | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2831000 | PA      | $2556593.48   | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL I                                 | COMPASS MINERALS INTERNATIONAL INC     | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      2934000 | PA      | $3068973.31   | 0.05%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Compass Power Ge                                                 | COMPASS PW GENERATION LLC TL 3.25      | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |       715156 | PA      | $719403.84    | 0.01%             | 2029-04-14      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC TLB 3.25            | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      1279743 | PA      | $1234081.73   | 0.02%             | 2029-06-29      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DAVITA INC                             | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      2036000 | PA      | $2107824.56   | 0.04%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       407000 | PA      | $381963.97    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC                 | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      1278000 | PA      | $1258335.89   | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                  | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       789000 | PA      | $827206.29    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                     | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      2826000 | PA      | $2886864.63   | 0.05%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                     | CONCENTRA ESCROW ISSUER CORP           | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6249000 | PA      | $6480422.78   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-HRP1             | CAS_19-HRP1                            | CUSIP: 20754PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         9786 | PA      | $9788.72      | 0.00%             | 2039-11-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP            | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      8032000 | PA      | $8408281.02   | 0.14%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP/DELEK      | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      4474000 | PA      | $4477043.92   | 0.08%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP                    | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      5407000 | PA      | $5286927.76   | 0.09%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3490000 | PA      | $3184090.51   | 0.05%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                     | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      5294000 | PA      | $5174006.82   | 0.09%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                      | BEACH ACQUISITION BIDCO LLC            | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      5131000 | PA      | $5443973.46   | 0.09%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | CONSTELLATION BRANDS INC               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      4232000 | PA      | $4056744.19   | 0.07%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                         | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2490000 | PA      | $2479029.07   | 0.04%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP          | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      5408000 | PA      | $5671387.54   | 0.10%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      8723000 | PA      | $9226463.99   | 0.16%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY      | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3156000 | PA      | $3247503.09   | 0.05%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY      | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1558699.78   | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                        | QXO BUILDING PRODUCTS INC TLB 3.00     | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |       323810 | PA      | $326490.68    | 0.01%             | 2032-04-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                            | BELRON UK FINANCE PLC                  | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      1924000 | PA      | $1948496.29   | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                         | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      4741000 | PA      | $4496975.40   | 0.08%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                         | CUSIP: 21039CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3297000 | PA      | $3366444.96   | 0.06%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                        | CONSTRUCTION PARTNERS INC TLB 2.5      | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |      2100000 | PA      | $2104368.00   | 0.04%             | 2031-11-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE      | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      5176000 | PA      | $5462633.54   | 0.09%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BLERIOT US BIDCO INC                                             | BLERIOT US BIDCO INC TLB 2.50          | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |       744375 | PA      | $745707.43    | 0.01%             | 2030-10-31      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9400000 | PA      | $6481211.51   | 0.11%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHCROSS ENERGY PARTNERS LLC                                   | SOUTHCROSS ENERGY PARTNERS LLC         | CUSIP: 000000000<br>LEI: 549300WNMFRZ945UFD66 | Long             | EC               | CORP              | US        |        14393 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTHCROSS ENERGY PARTNERS LLC                                   | SOUTHCROSS ENERGY PARTNERS A UNITS     | CUSIP: 000000000<br>LEI: 549300WNMFRZ945UFD66 | Long             | EC               | CORP              | US        |       272263 | NS      | $0.27         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                  | CUSIP: 21H030690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32000000 | PA      | $28333642.56  | 0.48%             | 2055-09-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI HOLDINGS INC                                            | COTIVITI HOLDINGS INC TL 2.75          | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       232759 | PA      | $232370.12    | 0.00%             | 2032-03-26      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP      | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       552000 | PA      | $504970.55    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4397000 | PA      | $3818582.80   | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                      | AMERICAN AIRLINES TLB 3.5              | CUSIP: 000000000<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |      1497808 | PA      | $1491442.27   | 0.03%             | 2029-06-04      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.11.BBB-)                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |      4400000 | OU      | $523140.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | REWORLD HOLDING CORP TLB 2.25          | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      3146325 | PA      | $3151044.15   | 0.05%             | 2028-11-30      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                             | ANGOLA (REPUBLIC OF)                   | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      6791000 | PA      | $6264650.00   | 0.11%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5851000 | PA      | $5427482.40   | 0.09%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP      | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1145000 | PA      | $1187773.09   | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER                                  | HILTON GRAND VAC BOR ESC               | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |      3880000 | PA      | $3956752.12   | 0.07%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                       | HILTON GRAND VAC BORROWER ESC          | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1353000 | PA      | $1259422.54   | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC               | ELEMENT MATERIALS TLB 3.75             | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      2169917 | PA      | $2176253.46   | 0.04%             | 2029-07-06      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| MITNICK CORPORATE PURCHASER INC                                  | VERACODE TL 4.75                       | CUSIP: 000000000<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |       770299 | PA      | $537044.92    | 0.01%             | 2029-05-02      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                          | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       720000 | PA      | $651664.77    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CATAWBA NATION GAMING AUTHORITY                                  | CATAWBA NATION GMG AUT TLB 4.75        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2811756 | PA      | $2865348.57   | 0.05%             | 2032-03-29      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |     -8000000 | OU      | $-1521409.60  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |     -9500000 | OU      | $-1806673.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING TLB 2.50          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2112285 | PA      | $2113616.06   | 0.04%             | 2029-05-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| RESTORATION HARDWARE INC.                                        | RESTORATION HARDWARE TLB2 3.25         | CUSIP: 000000000<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |       974937 | PA      | $942900.86    | 0.02%             | 2028-10-20      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN LLC / FIN         | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3075000 | PA      | $3067445.36   | 0.05%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILT_16-SFP                                                      | HILT_16-SFP                            | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11500000 | PA      | $287866.85    | 0.00%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                            | CD&R SMOKEY BUYER INC                  | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6454000 | PA      | $4910978.32   | 0.08%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE                                                   | CHG HEALTHCARE SERVICES TLB1 2.75      | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      1751679 | PA      | $1753711.43   | 0.03%             | 2028-09-29      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| ANCHOR PACKAGING LLC                                             | ANCHOR PACKAGING LLC TLB 3.25          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3371665 | PA      | $3375037.08   | 0.06%             | 2029-07-18      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| USI INC                                                          | USI INC TLB 2.25                       | CUSIP: 000000000<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      1322213 | PA      | $1320349.05   | 0.02%             | 2030-09-29      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                           | BARRACUDA NETWORKS INC TLB 4.5         | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |      1450882 | PA      | $1141249.65   | 0.02%             | 2029-08-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMM TLB 4.25                | CUSIP: 000000000<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |       690164 | PA      | $689473.53    | 0.01%             | 2029-06-24      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1              | NZES_20-PLS1                           | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2974485 | PA      | $2955440.68   | 0.05%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOBBS & ASSOCIATES LLC                                           | HOBBS & ASSOCIATES LLC TLB 3.25        | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |      1499659 | PA      | $1497979.47   | 0.03%             | 2031-07-23      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2281000 | PA      | $1833323.17   | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2397000 | PA      | $2040176.22   | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LTD TLB 2.5          | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      3566191 | PA      | $3572146.86   | 0.06%             | 2030-06-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      9107000 | PA      | $9525998.50   | 0.16%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP                | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      1142000 | PA      | $1121553.97   | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP                | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      1111000 | PA      | $1178591.10   | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUDERA INC                                                     | CLOUDERA INC TLB 3.75                  | CUSIP: 000000000<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |      2622381 | PA      | $2555195.79   | 0.04%             | 2028-10-08      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                                         | CORNERSTONE ONDEMAND INC TLB 3.75      | CUSIP: 000000000<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |      2000000 | PA      | $1916660.00   | 0.03%             | 2028-10-16      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC                        | ORYX MID SER PRMIN BA LLC TLB 2.25     | CUSIP: 000000000<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      1980465 | PA      | $1978979.99   | 0.03%             | 2028-10-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                    | SMYRNA READY MIX CNCRT LLC TLB 3.0     | CUSIP: 000000000<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |      1296750 | PA      | $1299991.88   | 0.02%             | 2029-04-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL1                               | LHOME_24-RTL1                          | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14150000 | PA      | $14230346.53  | 0.24%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL2                               | LHOME_24-RTL2                          | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $8069458.40   | 0.14%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR MIDCO SARL                                              | CHRYSAOR BIDCO SARL TLB 3.0            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       282381 | PA      | $283691.27    | 0.00%             | 2031-10-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                 | GATES GLOBAL LLC TLB 2.25              | CUSIP: 000000000<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |      1465750 | PA      | $1463097.14   | 0.02%             | 2031-06-04      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4449000 | PA      | $3988183.14   | 0.07%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1005000 | PA      | $1064183.86   | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHG PPC PARENT LLC                                               | CHG PPC PARENT LLC TLB 3.0             | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |       869898 | PA      | $870985.07    | 0.01%             | 2028-12-08      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                               | CP ATLAS BUYER INC                     | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      1504000 | PA      | $1551904.72   | 0.03%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LOYALTY VENTURES INC                                             | LOYALTY VENTURES INC TLB 3.5           | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |      1604304 | PA      | $120322.83    | 0.00%             | 2027-11-03      | Variable      | 14.00%                | No            |                  3 | On Loan: No      |
| HRNI HOLDINGS LLC                                                | HARD ROCK NORTHERN IN TLB 4.25         | CUSIP: 000000000<br>LEI: 549300V1ELIRK8JURN28 | Long             | LON              | CORP              | US        |      3478377 | PA      | $3379834.78   | 0.06%             | 2028-12-11      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| GULFSIDE SUPPLY INC                                              | GULFSIDE SUPPLY INC TLB 3.0            | CUSIP: 000000000<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |      1455149 | PA      | $1457230.11   | 0.02%             | 2031-06-17      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM ACQUISITION LLC TLB 3.75           | CUSIP: 000000000<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      1833853 | PA      | $1778507.16   | 0.03%             | 2031-06-06      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1751000 | PA      | $1378922.36   | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      2329000 | PA      | $1092751.72   | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP       | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |      3261000 | PA      | $3190249.96   | 0.05%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAPITAL FIN HLDGS LLLP          | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |      1434000 | PA      | $1507664.65   | 0.03%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC               | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       893000 | PA      | $887539.83    | 0.02%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC               | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      2124000 | PA      | $2037159.25   | 0.03%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM ACQUISITION LLC                    | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      2632000 | PA      | $2758018.16   | 0.05%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                     | LEEWARD RENEWABLE ENERGY OP LLC        | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |      1411000 | PA      | $1328160.80   | 0.02%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                    | WHITE CAP SUPPLY HOGS LLC TLC 3.25     | CUSIP: 000000000<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      3822143 | PA      | $3822525.45   | 0.06%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Harbor Freight                                                   | HARBOR FREIGHT TOOLS TLB 2.5           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       897526 | PA      | $885615.84    | 0.01%             | 2031-06-11      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP TLB 2.5              | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      2120722 | PA      | $2119661.85   | 0.04%             | 2030-05-06      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                     | VIRTUSA CORP TLB2 3.25                 | CUSIP: 000000000<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |      3527523 | PA      | $3521349.69   | 0.06%             | 2029-02-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      3543000 | PA      | $2331575.22   | 0.04%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      5013000 | PA      | $2200107.07   | 0.04%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PARTNERS LP                                | GIP PILOT ACQUISITION PTRN TLB 2.0     | CUSIP: 000000000<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |      2456305 | PA      | $2450164.14   | 0.04%             | 2030-10-04      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| EMERALD X INC                                                    | EMERALD X INC TLB 3.75                 | CUSIP: 000000000<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |      1541510 | PA      | $1547290.94   | 0.03%             | 2032-01-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                           | GENESYS CLOUD SER HOLD I TLB 2.50      | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      3271648 | PA      | $3271648.35   | 0.06%             | 2032-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                         | GREAT OUTDOORS GROUP LLC TLB3 3.25     | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      3727736 | PA      | $3735191.09   | 0.06%             | 2032-01-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_24-3                          | LBZZ_24-3A                             | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11697707 | PA      | $11723215.15  | 0.20%             | 2030-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | CONDOR MERGER SUB INC                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      9459000 | PA      | $8746294.36   | 0.15%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC TLB 3.25            | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      1275856 | PA      | $1213823.90   | 0.02%             | 2031-11-01      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| TIDAL WASTE & RECYCLING HOLDINGS LLC                             | TIDAL WASTE & RECYCLING TLB 3.5        | CUSIP: 000000000<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |      1564024 | PA      | $1571453.29   | 0.03%             | 2031-10-24      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND VIII HOLDINGS LLC                                    | AL GCX FUND VIII HOLD LLC TLB 2.00     | CUSIP: 000000000<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |       149265 | PA      | $148845.88    | 0.00%             | 2032-01-30      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TLB 3.0            | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      3488293 | PA      | $3485013.81   | 0.06%             | 2028-12-11      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       757000 | PA      | $484373.88    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      5208000 | PA      | $4779743.25   | 0.08%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                          | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1152000 | PA      | $949870.22    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    242192000 | OU      | $91839.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                                           | GOLDEN STATE FOODS LLC TLB 4.25        | CUSIP: 000000000<br>LEI: 549300I0OMJY4LPAHC68 | Long             | LON              | CORP              | US        |      1824556 | PA      | $1833113.55   | 0.03%             | 2031-12-04      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                          | RIVERBED TECHNOLOGY INC                | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | EC               | CORP              | US        |        13308 | NS      | $672.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RIVERBED TECHNOLOGY INC                                          | RIVERBED TECHNOLOGY INC                | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | EP               | CORP              | US        |        14204 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                      | GRANT THORNTON ADV LLC TLB 2.50        | CUSIP: 000000000<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |      2534380 | PA      | $2527257.99   | 0.04%             | 2031-06-02      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                         | SRAM LLC TLB 2.25                      | CUSIP: 000000000<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |      1712319 | PA      | $1701617.07   | 0.03%             | 2032-02-27      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| 19TH HOLDINGS DELAWARE INC                                       | 19TH HOLDINGS GOLF LLC TLB 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1829519 | PA      | $1817315.67   | 0.03%             | 2029-02-07      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | NOVOLEX (FLEX ACQ) TLB 3.18            | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      3205621 | PA      | $3201197.27   | 0.05%             | 2029-04-13      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | MCAFEE CORP TLB1 3.0                   | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      3480854 | PA      | $3311162.06   | 0.06%             | 2029-03-01      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_24-NPL1                                          | MFRA_24-NPL1                           | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26288953 | PA      | $26382528.13  | 0.45%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLB 3.25        | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      1402182 | PA      | $1405687.28   | 0.02%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                           | TK ELEVATOR MIDCO GMBH TLB 3.0         | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |      3586762 | PA      | $3598383.57   | 0.06%             | 2030-04-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS INC                                      | ENDEAVOR GRP HLDNGS INC TLB 3.25       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       446529 | PA      | $447275.00    | 0.01%             | 2032-03-24      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSHIP                                    | SUNRISE FIN PARTNERSHIP TL 2.5         | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      2529049 | PA      | $2524319.91   | 0.04%             | 2032-02-15      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| STORABLE INC                                                     | STORABLE INC TLB 3.25                  | CUSIP: 000000000<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |      2168445 | PA      | $2174950.41   | 0.04%             | 2031-04-16      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AADVANTAGE LOYALTY IP LTD TLB 2.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      2317549 | PA      | $2309229.28   | 0.04%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MCGRAW-HILL EDUCATION INC              | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      4250000 | PA      | $4462184.27   | 0.08%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP TLB 2.0            | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      4596720 | PA      | $4596720.23   | 0.08%             | 2030-10-23      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                      | RED SPV LLC TLB 2.25                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       765230 | PA      | $763317.42    | 0.01%             | 2032-03-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE PARTNERS LP                                | ROCKPOINT GAS STRG PRTS LP TLB 3.0     | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |      2094070 | PA      | $2098865.68   | 0.04%             | 2031-09-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC                                            | JACK OHIO FINANCE LLC TLB 4.0          | CUSIP: 000000000<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |       595469 | PA      | $590633.82    | 0.01%             | 2032-02-02      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FIN PARTNERS LLC TLB8 2.75       | CUSIP: 000000000<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      2138816 | PA      | $2137105.02   | 0.04%             | 2031-09-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP                    | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      2131000 | PA      | $2190693.47   | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                         | MET TOWER GLOBAL FUNDING               | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     10572000 | PA      | $10935963.79  | 0.19%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                                | IGT HOLDING IV AB TLB5 3.5             | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |      3024298 | PA      | $3041324.86   | 0.05%             | 2031-09-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                      | OPAL US LLC TLB 3.25                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2696618 | PA      | $2710101.28   | 0.05%             | 2032-04-28      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                      | MIDWEST GAMING BORROWER LLC            | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |      2730000 | PA      | $2640957.33   | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | MINERVA MERGER SUB INC                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      6318000 | PA      | $6196188.70   | 0.10%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                  | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3828000 | PA      | $4556995.52   | 0.08%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQ HOLD INC DDTL 3.25      | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |         6331 | PA      | $6322.84      | 0.00%             | 2032-04-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| GBT GROUP SERVICES BV                                            | GBT GROUP SERVICES BV TLB-1 2.50       | CUSIP: 000000000<br>LEI: 549300MSCT1WEUFKJH29 | Long             | LON              | CORP              | NL        |      2239373 | PA      | $2242172.65   | 0.04%             | 2031-07-28      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB 2.25         | CUSIP: 000000000<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |       764588 | PA      | $764113.79    | 0.01%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                       | MITCHELL INT INC TLB 3.25              | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      3918390 | PA      | $3922857.43   | 0.07%             | 2031-06-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11675000 | PA      | $10113212.52  | 0.17%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |         1000 | PA      | $1009.62      | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2615000 | PA      | $2696242.23   | 0.05%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    232773791 | OU      | $462242.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    186043263 | OU      | $785753.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                   | MORGAN STANLEY PRIVATE BANK NA         | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     17633000 | PA      | $17883355.65  | 0.30%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      2870000 | PA      | $2757688.18   | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    533111300 | PA      | $28726828.25  | 0.49%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |    484024787 | OU      | $6593579.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    246578674 | OU      | $433879.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    465453676 | OU      | $7984904.36   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      6635000 | PA      | $6571714.39   | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPOWER EDUCATION TRUST MPOWR_25                                  | MPOWER_25-A                            | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6733013 | PA      | $6919255.72   | 0.12%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVICES INC                                   | GFL ENVNT SERVICES INC TL 2.50         | CUSIP: 000000000<br>LEI: 254900ZM5MY0A8BPJI72 | Long             | LON              | CORP              | CA        |      2250000 | PA      | $2246490.00   | 0.04%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP TLB 2.00           | CUSIP: 000000000<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |       708763 | PA      | $708762.88    | 0.01%             | 2030-02-11      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   -465453676 | OU      | $-3146001.40  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |    125231200 | OU      | $728407.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |    -10000000 | OU      | $-1264337.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                                | INVENERGY THERMAL OP I TLB 3.5         | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |       756942 | PA      | $763754.52    | 0.01%             | 2032-05-17      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                                | INVENERGY THERMAL OPERATING I TLC      | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |        50463 | PA      | $50916.97     | 0.00%             | 2032-05-17      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC TLB 4.75            | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |      2269902 | PA      | $2272308.19   | 0.04%             | 2032-07-01      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2162000 | PA      | $2247701.77   | 0.04%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2041000 | PA      | $2160574.50   | 0.04%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                        | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      3473000 | PA      | $3423535.74   | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                        | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       982000 | PA      | $970642.05    | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVICES TOPCO CORP                           | MAVIS TIRE EXPRESS SERVICE TLB 3.0     | CUSIP: 000000000<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |      2779850 | PA      | $2785659.98   | 0.05%             | 2028-05-04      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                               | TECTA AMERICA CORP TLB 3.0             | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      1159315 | PA      | $1162213.76   | 0.02%             | 2032-02-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                               | ORION US FINCO TLB 3.50                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1216030 | PA      | $1224068.03   | 0.02%             | 2032-05-20      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                                         | UNITED TALENT AGENCY TLB 3.5           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1247481 | PA      | $1253718.52   | 0.02%             | 2032-06-10      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       276000 | PA      | $276345.00    | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                    | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1143000 | PA      | $1145899.02   | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      2645000 | PA      | $2729081.32   | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      3507000 | PA      | $3423243.25   | 0.06%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                    | SINCLAIR TELEVISION GRP TLB6 3.3       | CUSIP: 000000000<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |      1206087 | PA      | $1083669.21   | 0.02%             | 2029-12-31      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                         | WINDSOR HOLDINGS III LLC TLB 2.75      | CUSIP: 000000000<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |      3018350 | PA      | $3019617.45   | 0.05%             | 2030-08-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP        | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      3572000 | PA      | $3540950.51   | 0.06%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP        | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      2185000 | PA      | $2086767.96   | 0.04%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    331596000 | OU      | $5220647.42   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                   | HAMILTON PROJECTS ACQUIROR LLC         | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |      1769348 | PA      | $1773771.63   | 0.03%             | 2031-05-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| WASSERMAN MEDIA GROUP LLC                                        | WASSERMAN MEDIA GROUP LLC TLB 3.0      | CUSIP: 000000000<br>LEI: 549300F1FIWM51N74V39 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1501875.00   | 0.03%             | 2032-06-23      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ASTORIA ENERGY LLC                                               | ASTORIA PROJECT PARTNERS TLB 2.75      | CUSIP: 000000000<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |      2199005 | PA      | $2205293.83   | 0.04%             | 2032-06-23      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP        | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       811000 | PA      | $779147.19    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAPITAL LLC/CORP        | CUSIP: 69007TAG9<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       696000 | PA      | $735554.45    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-6                         | PAID_23-6                              | CUSIP: 69547UAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5725447 | PA      | $5787519.01   | 0.10%             | 2031-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                              | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10564549 | PA      | $10679462.57  | 0.18%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                      | BEACH ACQUISITION BID LLC TLB 3.25     | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      2000000 | PA      | $2011660.00   | 0.03%             | 2032-06-25      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                             | BEACON MOBILITY CORP DDTL 3.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       342535 | PA      | $343819.03    | 0.01%             | 2030-08-06      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLC 3.25        | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |        90170 | PA      | $90395.20     | 0.00%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                              | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8005442 | PA      | $8073563.02   | 0.14%             | 2031-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                         | PAID_24-6                              | CUSIP: 69548KAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9127825 | PA      | $9249225.38   | 0.16%             | 2031-11-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                             | BEACON MOBILITY CORP TLB 3.25          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2500502 | PA      | $2509878.95   | 0.04%             | 2030-08-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    178000000 | OU      | $1751306.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                         | PAID_24-6                              | CUSIP: 69548KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6988050 | PA      | $7052401.14   | 0.12%             | 2031-11-15      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                   | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      6779000 | PA      | $5714831.15   | 0.10%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                                                   | SAZERAC CO INC TLB 2.5                 | CUSIP: 000000000<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |      3676974 | PA      | $3696683.08   | 0.06%             | 2032-07-09      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |    241500000 | OU      | $741936.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                        | PANTHER ESCROW ISSUER LLC              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3637000 | PA      | $3769695.28   | 0.06%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                 | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      2939000 | PA      | $2903037.39   | 0.05%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                              | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2518000 | PA      | $2574101.45   | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC TL 2.5     | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      3284538 | PA      | $3285654.24   | 0.06%             | 2030-12-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| WS AUDIOLOGY A/S                                                 | WS AUDIOLOGY A/S TLB 3.5               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |      2374474 | PA      | $2371505.41   | 0.04%             | 2029-02-28      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                      | FORTRESS INTERMEDIAT 3 INC TLB 3.0     | CUSIP: 000000000<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |      3381219 | PA      | $3385445.27   | 0.06%             | 2031-06-27      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS/PK DOM      | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4094859.79   | 0.07%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                    | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      3005000 | PA      | $2879556.34   | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                        | DG INVESTMENT INT HLD 2 TLB 3.75       | CUSIP: 000000000<br>LEI: 549300AE79DEGS4AGL59 | Long             | LON              | CORP              | US        |       343273 | PA      | $344131.58    | 0.01%             | 2032-07-09      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |    237669147 | OU      | $2358747.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                         | SGH2 LLC TLB 4.50                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       804729 | PA      | $804753.62    | 0.01%             | 2032-08-18      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                                      | KNOWBE4 INC TLB 3.75                   | CUSIP: 000000000<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |      1537430 | PA      | $1541273.58   | 0.03%             | 2032-07-23      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOGIES INC                                  | POINTCLICKCARE TECHNOLOGIES INC        | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |      2688246 | PA      | $2693299.51   | 0.05%             | 2031-11-03      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| FRONERI INTERNATIONAL LTD                                        | FRONERI INTERNATIONAL LTD TLB6 2.5     | CUSIP: 000000000<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | GB        |      2441178 | PA      | $2436295.60   | 0.04%             | 2032-07-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | OSAIC HOLDINGS INC TLB 3.0             | CUSIP: 000000000<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |      3003087 | PA      | $2999753.77   | 0.05%             | 2032-07-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                              | ALTERRA MOUNTAIN CO TL 2.5             | CUSIP: 000000000<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |       930269 | PA      | $930855.31    | 0.02%             | 2030-05-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| RESTORATION HARDWARE INC.                                        | RESTORATION HARDWARE TLB 2.5           | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |      1892942 | PA      | $1813968.54   | 0.03%             | 2028-10-20      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC              | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      2519000 | PA      | $2578048.63   | 0.04%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEST DEPTFORD ENERGY HOLDINGS LLC                                | WEST DEPTFORD ENERGY TLB 4.0           | CUSIP: 000000000<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |       804729 | PA      | $797688.10    | 0.01%             | 2032-07-24      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GR INC TLB1 3.5         | CUSIP: 000000000<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1937211 | PA      | $1939961.80   | 0.03%             | 2032-08-13      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GR INC TLB2  3.25       | CUSIP: 000000000<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1126447 | PA      | $1129026.13   | 0.02%             | 2031-03-21      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                            | WR GRACE HOLDINGS LLC TLB 3.0          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       757902 | PA      | $756954.70    | 0.01%             | 2027-03-16      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART LLC TLB 4.0                   | CUSIP: 000000000<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |      2144351 | PA      | $2121577.99   | 0.04%             | 2032-08-18      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |       611000 | PA      | $642041.61    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC                                   | RIVERS ENTERPRISE BORROWER LLC         | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5384000 | PA      | $5448213.29   | 0.09%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP (PRE-REINCORPORATION)                                | ROBLOX CORPORATION                     | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5315000 | PA      | $5055036.36   | 0.09%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | ROCKET COMPANIES INC                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1432000 | PA      | $1473610.24   | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | ROCKET COMPANIES INC                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1826000 | PA      | $1894885.16   | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                              | ROCKET SOFTWARE INC TLB 3.75           | CUSIP: 77313DAW1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1615838 | PA      | $1619069.55   | 0.03%             | 2028-11-28      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | ROCKET MORTGAGE LLC/ROCKET MORT        | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     11040000 | PA      | $9963278.61   | 0.17%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC           | CUSIP: 77340RAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1293000 | PA      | $1351185.89   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                  | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2246000 | PA      | $1443774.73   | 0.02%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                  | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4732000 | PA      | $5034124.83   | 0.09%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      2713000 | PA      | $2793609.39   | 0.05%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO     | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |      9301000 | PA      | $8928592.76   | 0.15%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | SCIENTIFIC GAMES INTERNATIONAL INC     | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2511939.44   | 0.04%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | LIGHT & WONDER INTL INC TLB2 2.25      | CUSIP: 80875AAW1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1305308 | PA      | $1305712.54   | 0.02%             | 2029-04-16      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE              | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      1855000 | PA      | $1705743.68   | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5006000 | PA      | $5157642.96   | 0.09%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1743000 | PA      | $1762549.70   | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5613000 | PA      | $5691154.07   | 0.10%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                          | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       738000 | PA      | $757289.28    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4               | VOLT_21-NPL4                           | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1326604 | PA      | $1326308.82   | 0.02%             | 2051-03-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      2717000 | PA      | $2867962.43   | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                             | WW INTERNATIONAL INC TL 6.80           | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |       836423 | PA      | $763236.01    | 0.01%             | 2030-06-24      | Variable      | 11.12%                | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | BOOST NEWCO BORROWER LLC TLB 2.0       | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      2370052 | PA      | $2370644.64   | 0.04%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      7752000 | PA      | $7242632.11   | 0.12%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      2542000 | PA      | $2522072.64   | 0.04%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      2144000 | PA      | $2184889.23   | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | W R GRACE HOLDINGS LLC                 | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      5789000 | PA      | $5774205.59   | 0.10%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                      | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      3201000 | PA      | $3345740.51   | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                              | WATCO COS LLC / WATCO FINANCE CORP     | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |      4443000 | PA      | $4647611.46   | 0.08%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                             | INEOS US FINANCE LLC TLB 3.25          | CUSIP: 94758PAL5<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      2295930 | PA      | $2102681.62   | 0.04%             | 2030-02-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                  | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4249000 | PA      | $4376949.45   | 0.07%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | WFCM_17-SMP                            | CUSIP: 95001CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9790000 | PA      | $3969232.15   | 0.07%             | 2034-12-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      3427000 | PA      | $3478351.94   | 0.06%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      2103000 | PA      | $2167550.28   | 0.04%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      2702000 | PA      | $2809838.57   | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      1163000 | PA      | $1205539.57   | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEST DEPTFORD ENERGY HOLDINGS LLC                                | WEST DEPTFORD ENERGY TLB 3.75          | CUSIP: 95249CAB0<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |       793340 | PA      | $786398.67    | 0.01%             | 2026-08-03      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | WESTERN MIDSTREAM OPERATING LP         | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      3871000 | PA      | $4071415.06   | 0.07%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-24

**Name of Applicant:** Columbia Funds Series Trust I

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer