# EDGAR Filing Document

**Accession Number:** 0001655589
**File Stem:** 0000940400-26-020739
**Filing Date:** 2026-5
**Character Count:** 104581
**Document Hash:** a7a3da30b5ffffc66dec4a7e05a45d35
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020739.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0000940400-26-020739

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23124
- **FILM NUMBER:** 261008674

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $817147891.78

**Total Liabilities:** $14550576.92

**Net Assets:** $802597314.86

**Cash Not Reported:** $3340068.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 42.65162000 | **1-Year:** 2912.34796000 | **5-Year:** 1651.00469000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 66.39890000 | **1-Year:** 89093.81671000 | **5-Year:** 91489.77150000 | **10-Year:** 50.65706000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200691 | -0.47%               | -1.40%               | 0.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5995100.52             | $-4048173.45                               |
| Month 2  | $-5552455.67             | $-12359321.60                              |
| Month 3  | $-2465557.64             | $3500580.98                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAUSCH LOMB 01/15/31                                               | BAUSCH LOMB 01/15/31                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4988072 | PA      | $5005231.23   | 0.62%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PRIORITY HLDG 07 07/30/32                                          | PRIORITY HLDG 07 07/30/32                              | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    953351 | PA      | $932201.38    | 0.12%             | 2032-07-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ensemble RC 01/20/33                                               | Ensemble RC 01/20/33                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4799662 | PA      | $4753657.39   | 0.59%             | 2033-01-28      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Cornerstone Bldg 04/12/28                                          | Cornerstone Bldg 04/12/28                              | CUSIP: 72431HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3311994 | PA      | $1893748.78   | 0.24%             | 2028-04-12      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNIN 1 12/11/28                                          | ASCEND LEARNIN 1 12/11/28                              | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5062002 | PA      | $4953168.88   | 0.62%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Central Parent 0 07/06/29                                          | Central Parent 0 07/06/29                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11635595 | PA      | $8335042.14   | 1.04%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                            | SEDGWICK CLAIMS 07/31/31                               | CUSIP: 81527CAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9997336 | PA      | $9829530.93   | 1.22%             | 2031-07-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Ho 03/14/30                                          | INEOS Quattro Ho 03/14/30                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1280526 | PA      | $933503.26    | 0.12%             | 2030-03-14      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISI 06/07/32                                          | GC FERRY ACQUISI 06/07/32                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    541228 | PA      | $534462.47    | 0.07%             | 2032-08-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPAC 12/11/31                                           | SIGNIA AEROSPAC 12/11/31                               | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73738 | PA      | $74014.72     | 0.01%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corpor 05/01/31                                           | Cotiviti Corpor 05/01/31                               | CUSIP: 92531HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10008088 | PA      | $9245020.91   | 1.15%             | 2031-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate 12/21/28                                          | ABG Intermediate 12/21/28                              | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3999873 | PA      | $3996253.45   | 0.50%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                       | Acrisure 11/06/3 11/06/30                              | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11057526 | PA      | $10734093.53  | 1.34%             | 2030-11-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Anesthesia Partners Inc                                       | US ANESTHESIA PA 10/01/28                              | CUSIP: 90350HAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5291295 | PA      | $5300290.35   | 0.66%             | 2028-10-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GRO 06/29/26                                          | FIRST BRANDS GRO 06/29/26                              | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3935866 | PA      | $959367.41    | 0.12%             | 2026-06-29      | Floating      | 13.69%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                              | Quikrete Holding 04/14/31                              | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   4796733 | PA      | $4795366.28   | 0.60%             | 2031-04-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation | UNSEAM 7.875 02/15/31 144A                             | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031885.00   | 0.13%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, 01/31/28                                          | RealTruck Group, 01/31/28                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6186424 | PA      | $4220316.47   | 0.53%             | 2028-01-31      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE G 03/21/31                                          | CLOUD SOFTWARE G 03/21/31                              | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9340817 | PA      | $8584211.00   | 1.07%             | 2031-03-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SKOPIMA CONSILIO 05/12/28                                          | SKOPIMA CONSILIO 05/12/28                              | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3854000 | PA      | $3033810.63   | 0.38%             | 2028-05-12      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                       | MH SUB I 04/20/28                                      | CUSIP: 45567YAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6343296 | PA      | $5471093.18   | 0.68%             | 2028-05-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                   | Mission Pet H 12 12/04/31                              | CUSIP: 84410HAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5625621 | PA      | $5584385.08   | 0.70%             | 2031-12-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OneDigital Borro 07/02/31                                          | OneDigital Borro 07/02/31                              | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2954814 | PA      | $2864322.89   | 0.36%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISI 06/06/32                                          | GC FERRY ACQUISI 06/06/32                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3170049 | PA      | $3130423.05   | 0.39%             | 2032-08-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| IDERA TL B2 SOFR 03/02/28                                          | IDERA TL B2 SOFR 03/02/28                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5586053 | PA      | $4453480.56   | 0.55%             | 2028-03-02      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Ineos US Financ 02/07/31                                           | Ineos US Financ 02/07/31                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1261766 | PA      | $1091875.30   | 0.14%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Transdig 01/19/3 01/19/32                                          | Transdig 01/19/3 01/19/32                              | CUSIP: 89364MCD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2840382 | PA      | $2843406.83   | 0.35%             | 2032-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SA RL                                              | KLEOPATRA FINCO SA RL                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    202401 | NS      | $304362.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camelot US Acquisition I Co                                        | Clarivate Rt Intellectual                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1303440.00   | 0.16%             | 2031-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                             | MAVIS TIRE EXPRE 05/04/28                              | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6229115 | PA      | $6231482.31   | 0.78%             | 2028-05-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                | LNG 4.625 10/15/28                                     | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149651.43    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GEN 12/02/30                                          | CHARTER NEXT GEN 12/02/30                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4879449 | PA      | $4856417.53   | 0.61%             | 2030-12-02      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                           | BCPE Empire Hold 12/11/30                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4419450 | PA      | $4360516.21   | 0.54%             | 2030-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corpor 03/26/32                                           | Cotiviti Corpor 03/26/32                               | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2875514 | PA      | $2654099.22   | 0.33%             | 2032-03-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                | CCO 7.875 04/01/30 144A                                | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3351065.60   | 0.42%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ENDO FIN HLDG 04 04/23/31                                          | ENDO FIN HLDG 04 04/23/31                              | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3237730 | PA      | $3225588.34   | 0.40%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Transdig 02/10/33                                                  | Transdig 02/10/33                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1046511 | PA      | $1048212.01   | 0.13%             | 2033-02-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Phoenix Guaranto 02/21/31                                          | Phoenix Guaranto 02/21/31                              | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5979088 | PA      | $5988445.77   | 0.75%             | 2031-02-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, 11/ 11/30/29                                          | Delta TopCo, 11/ 11/30/29                              | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2448468 | PA      | $2374058.66   | 0.30%             | 2029-11-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition 12/31/30                                           | MPH Acquisition 12/31/30                               | CUSIP: 55328HAQ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2539780 | PA      | $2261470.95   | 0.28%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| TTF Holdings 07/ 07/18/31                                          | TTF Holdings 07/ 07/18/31                              | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2070050 | PA      | $1552537.35   | 0.19%             | 2031-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                               | LIFEPOINT H 05/1 05/19/31                              | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2796384 | PA      | $2800410.63   | 0.35%             | 2031-05-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaseya 03/20/32 03/20/32                                           | Kaseya 03/20/32 03/20/32                               | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6303933 | PA      | $5905272.04   | 0.74%             | 2032-03-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OSAIC HLDG 07/30/32                                                | OSAIC HLDG 07/30/32                                    | CUSIP: 68773JAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5196478 | PA      | $5109125.44   | 0.64%             | 2032-07-30      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                      | Hologi 01/14/33                                        | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   4800000 | PA      | $4748712.00   | 0.59%             | 2033-01-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securiti 10/31/31                                          | Citadel Securiti 10/31/31                              | CUSIP: 17288YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2910439 | PA      | $2917118.63   | 0.36%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VERDE PURC 11/30 11/30/30                                          | VERDE PURC 11/30 11/30/30                              | CUSIP: 92338TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4234733 | PA      | $4125836.97   | 0.51%             | 2030-11-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPAC 12/11/31                                           | SIGNIA AEROSPAC 12/11/31                               | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2080523 | PA      | $2088325.22   | 0.26%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc.                                              | EAF 4.625 12/23/29 144A                                | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $223713.52    | 0.03%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                        | CLARIVATE (CAMEL 01/31/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    666250 | PA      | $578944.46    | 0.07%             | 2031-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acqui 04/01/32                                          | Clydesdale Acqui 04/01/32                              | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6272849 | PA      | $5875307.23   | 0.73%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                           | BROADSTREET PART 06/13/31                              | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    685703 | PA      | $669976.41    | 0.08%             | 2031-06-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Com 01/30/31                                          | Crown Subsea Com 01/30/31                              | CUSIP: 22860EAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1130834 | PA      | $1135781.72   | 0.14%             | 2033-02-07      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                       | PSDO 7.5 06/01/31 144A                                 | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597059.10    | 0.07%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LaserShip, 08/10 08/10/29                                          | LaserShip, 08/10 08/10/29                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1110130 | PA      | $271981.77    | 0.03%             | 2029-08-10      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Peer Holding III 07/01/31                                          | Peer Holding III 07/01/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1983124 | PA      | $1981577.64   | 0.25%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BI 08/15/30                                          | FIRST STUDENT BI 08/15/30                              | CUSIP: 33718FAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5834975 | PA      | $5823421.71   | 0.73%             | 2030-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Surf Holdings 03 03/05/27                                          | Surf Holdings 03 03/05/27                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2953032 | PA      | $2819688.06   | 0.35%             | 2027-03-05      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Nouryon F 04/03/ 04/03/28                                          | Nouryon F 04/03/ 04/03/28                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1684430 | PA      | $1655659.46   | 0.21%             | 2028-04-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas 0 01/20/32                                          | Hunter Douglas 0 01/20/32                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5462270 | PA      | $5445774.01   | 0.68%             | 2032-01-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                          | FLYNN RESTAURAN 01/28/32                               | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3798625 | PA      | $3739613.73   | 0.47%             | 2032-01-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPAC 12/11/31                                           | SIGNIA AEROSPAC 12/11/31                               | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1702246 | PA      | $1708629.74   | 0.21%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Peraton 02/01/2 02/01/28                                           | Peraton 02/01/2 02/01/28                               | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12346853 | PA      | $10566868.71  | 1.32%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                      | FRONERI INT 09/1 09/30/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1310844 | PA      | $1286882.20   | 0.16%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYE 09/ 09/08/32                                          | CHARIOT BUYE 09/ 09/08/32                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5156873 | PA      | $5115875.68   | 0.64%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cengage Learnin 03/24/31                                           | Cengage Learnin 03/24/31                               | CUSIP: 15131YAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2232808 | PA      | $2191869.35   | 0.27%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group Inc (The)                                    | KENAN ADVANTAGE 01/25/29                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4538960 | PA      | $4492435.87   | 0.56%             | 2029-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Institutional Fidu                                                 | Institutional Fidu US GOVT MNY MRKT                    | CUSIP: 457756500<br>LEI: 549300DHQLI8W1JIXY85 | Long             | STIV             | RF                | US        |  42943154 | NS      | $42943154.15  | 5.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynasty Acquisit 10/31/31                                          | Dynasty Acquisit 10/31/31                              | CUSIP: 26812CAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2849743 | PA      | $2854544.95   | 0.36%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                          | DG INVT INTER HL 07/02/32                              | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2730070 | PA      | $2731776.76   | 0.34%             | 2032-07-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HLDG 12/29/32                                          | BCPE EMPIRE HLDG 12/29/32                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1972510.00   | 0.25%             | 2032-12-29      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| INDICO 11/22/29                                                    | INDICO 11/22/29                                        | CUSIP: 77669LAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3072663 | PA      | $3076288.81   | 0.38%             | 2029-11-22      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unl 09/20/30                                          | 1011778 B.C. Unl 09/20/30                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1966807 | PA      | $1964850.41   | 0.24%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CUSHMAN WAKEFIEL 01/31/30                                          | CUSHMAN WAKEFIEL 01/31/30                              | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2680767 | PA      | $2694170.49   | 0.34%             | 2030-01-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| NIELSEN CONSUME 10/31/30                                           | NIELSEN CONSUME 10/31/30                               | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1490187 | PA      | $1473422.06   | 0.18%             | 2030-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                         | VMED 4.25 01/31/31 144A                                | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $180539.96    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUB Internationa 06/20/30                                          | HUB Internationa 06/20/30                              | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9134725 | PA      | $9124631.39   | 1.14%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DexKo Glo 10/04/ 10/04/28                                          | DexKo Glo 10/04/ 10/04/28                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4488015 | PA      | $4407813.82   | 0.55%             | 2028-10-04      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                        | AGKLN 7 05/21/30 144A                                  | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    587200 | PA      | $600574.65    | 0.07%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP / OTG Co Issuer Inc.                         | ONGAME 8 08/01/30 144A                                 | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $479587.63    | 0.06%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Ho 04/02/29                                          | INEOS Quattro Ho 04/02/29                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2636514 | PA      | $2076254.50   | 0.26%             | 2029-04-02      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                              | AAL 5.5 04/20/26 144A                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316667 | PA      | $317103.66    | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEER HLDG I 09/27/32                                               | PEER HLDG I 09/27/32                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2057479 | PA      | $2042366.85   | 0.25%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GRO 06/29/26                                          | FIRST BRANDS GRO 06/29/26                              | CUSIP: 31935HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9916330 | PA      | $37781.22     | 0.00%             | 2026-06-29      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                           | BROADSTREET PART 06/13/31                              | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7770507 | PA      | $7592290.46   | 0.95%             | 2031-06-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AqGen Island Hol 08/02/28                                          | AqGen Island Hol 08/02/28                              | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4577517 | PA      | $4511715.57   | 0.56%             | 2032-11-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROW 10/23/30                                            | MEDLINE BORROW 10/23/30                                | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6276987 | PA      | $6291675.05   | 0.78%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Primary Products Finance LLC                                       | Prim Prods Fi 04 04/01/29                              | CUSIP: 74167NAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4998238 | PA      | $4971697.33   | 0.62%             | 2029-04-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Primo Brands Cor 03/31/28                                          | Primo Brands Cor 03/31/28                              | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7777260 | PA      | $7794097.91   | 0.97%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DexKo Global 10/ 10/04/28                                          | DexKo Global 10/ 10/04/28                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    679105 | PA      | $671180.11    | 0.08%             | 2028-10-04      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                    | TDG 6 01/15/33 144A                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1700941.12   | 0.21%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great CDN Gaming Corp/Raptor Co-Issuer LLC                         | GCCN 8.75 11/15/29 144A                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $244056.63    | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO 05/17/31                                                | CPI HOLDCO 05/17/31                                    | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2977330 | PA      | $2961431.02   | 0.37%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| KEENOVA THERAPEUTICS PLC                                           | KEENOVA THERAPEUTICS PLC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3652 | NS      | $321376.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASURIO 02/23/33                                                    | ASURIO 02/23/33                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3527093 | PA      | $3414684.25   | 0.43%             | 2033-02-23      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                           | JANEST 6.125 11/01/32 144A                             | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    755000 | PA      | $747264.04    | 0.09%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE PURCH 11/17/31                                          | NEON MAPLE PURCH 11/17/31                              | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |   4215442 | PA      | $4136402.79   | 0.52%             | 2031-11-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| INVESCO EXCHANGE-TRADED FUND TRUST II                              | Invesco Exchange Traded Fund Trust II SR LN ETF        | CUSIP: 46138G508<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |    221413 | NS      | $4519039.33   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                                         | CZR 6.5 02/15/32 144A                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483737.15   | 0.18%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nouryon F 04/03/ 04/03/28                                          | Nouryon F 04/03/ 04/03/28                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1669149 | PA      | $1639939.02   | 0.20%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPAC 12/11/31                                           | SIGNIA AEROSPAC 12/11/31                               | CUSIP: 82670NAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190565 | PA      | $191279.96    | 0.02%             | 2031-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                           | Great Outdoors G 01/23/32                              | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6712510 | PA      | $6709993.14   | 0.84%             | 2032-01-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                           | JANEST 4.5 11/15/29 144A                               | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290966.37    | 0.04%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 12/09/31                                           | Clover Holdings 12/09/31                               | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6288113 | PA      | $6036588.87   | 0.75%             | 2031-12-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD                                        | BLUEM 2018-3A C                                        | CUSIP: 09630AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004586.63   | 0.13%             | 2030-10-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Raven Acquisitio 11/19/31                                          | Raven Acquisitio 11/19/31                              | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2673086 | PA      | $2625585.66   | 0.33%             | 2031-11-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ineos US Financ 02/18/30                                           | Ineos US Financ 02/18/30                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2949275 | PA      | $2586145.10   | 0.32%             | 2030-02-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LaserShip, 08/10 08/10/29                                          | LaserShip, 08/10 08/10/29                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1533036 | PA      | $1133350.70   | 0.14%             | 2029-08-10      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AlixPartner 07/3 07/30/32                                          | AlixPartner 07/3 07/30/32                              | CUSIP: 01642PBE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2493750 | PA      | $2474174.06   | 0.31%             | 2032-08-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                         | MHED 7.375 09/01/31 144A                               | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021507.00   | 0.13%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Whatabrand 08/03 08/03/28                                          | Whatabrand 08/03 08/03/28                              | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5450321 | PA      | $5447895.84   | 0.68%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYE 07/31/28                                              | OSMOSIS BUYE 07/31/28                                  | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2768445 | PA      | $2765413.87   | 0.34%             | 2028-07-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                         | ACACN 3.875 08/15/26 144A                              | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $696909.92    | 0.09%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYE 07/31 07/31/31                                          | NEXUS BUYE 07/31 07/31/31                              | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3402762 | PA      | $3304932.54   | 0.41%             | 2031-07-31      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                             | Trico Group/Firs 03/30/27                              | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3671280 | PA      | $10720.14     | 0.00%             | 2027-03-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DAWN BIDC 10/07/32                                                 | DAWN BIDC 10/07/32                                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10500000 | PA      | $9960405.00   | 1.24%             | 2033-02-04      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Clarios Gl 01/28 01/28/32                                          | Clarios Gl 01/28 01/28/32                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1967773 | PA      | $1965312.91   | 0.24%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYE 07/31/28                                              | OSMOSIS BUYE 07/31/28                                  | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2911725 | PA      | $2908536.53   | 0.36%             | 2028-07-30      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO U 01/28/33                                           | NEPTUNE BIDCO U 01/28/33                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2400000 | PA      | $2294400.00   | 0.29%             | 2033-01-28      | Fixed         | 8.76%                 | No            |                  2 | On Loan: No      |
| American Trailer 03/03/28                                          | American Trailer 03/03/28                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    644732 | PA      | $549095.79    | 0.07%             | 2028-03-03      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                            | TLN 8.625 06/01/30 144A                                | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419814.80    | 0.05%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNVL HOLD 08/06/32                                          | ALLIED UNVL HOLD 08/06/32                              | CUSIP: 01957TAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7787086 | PA      | $7796819.69   | 0.97%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Charter Communic 12/15/31                                          | Charter Communic 12/15/31                              | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3214861 | PA      | $3218284.61   | 0.40%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN G 07/20/30                                          | GREAT CANADIAN G 07/20/30                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2856606 | PA      | $2683938.61   | 0.33%             | 2030-08-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Conair Holdings 05/17/28                                           | Conair Holdings 05/17/28                               | CUSIP: 20600RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    982309 | PA      | $694983.87    | 0.09%             | 2028-05-17      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Star Parent 09/2 09/27/30                                          | Star Parent 09/2 09/27/30                              | CUSIP: 87169DAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496183 | PA      | $1481356.03   | 0.18%             | 2030-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ADMI 12/23/27 T 12/23/27                                           | ADMI 12/23/27 T 12/23/27                               | CUSIP: 00709LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    728757 | PA      | $685162.59    | 0.09%             | 2027-12-23      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                      | iShares Trust IBOXX HI YD ETF                          | CUSIP: 464288513<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     70000 | NS      | $5569200.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTM 01 01/27/29                                          | FERTITTA ENTM 01 01/27/29                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6537451 | PA      | $6423045.31   | 0.80%             | 2029-01-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MH SUB 12/11/31                                                    | MH SUB 12/11/31                                        | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3567140 | PA      | $2394442.40   | 0.30%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                        | CLARIVATE (CAMEL 01/31/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2872833 | PA      | $2496377.24   | 0.31%             | 2031-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch Plus Lomb Corp.                                             | BLCOCN 8.375 10/01/28 144A                             | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $372150.00    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Acrisure 06/21/3 06/21/32                                          | Acrisure 06/21/3 06/21/32                              | CUSIP: 00488PAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1159124 | PA      | $1125074.81   | 0.14%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                             | ATHENAHEALTH TLB 02/15/29                              | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7998945 | PA      | $7863962.44   | 0.98%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health 05/19/31                                          | LifePoint Health 05/19/31                              | CUSIP: 75915TAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1519257 | PA      | $1520069.35   | 0.19%             | 2031-05-16      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Nouryon F 04/03/ 04/03/28                                          | Nouryon F 04/03/ 04/03/28                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    454535 | PA      | $446580.23    | 0.06%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| LCM XVIII LP                                                       | LCM 18A CR                                             | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003600.49   | 0.13%             | 2031-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Worldwide Expres 07/26/28                                          | Worldwide Expres 07/26/28                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3350095 | PA      | $3356896.08   | 0.42%             | 2028-07-26      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CUSHMAN WAKEFIEL 01/31/30                                          | CUSHMAN WAKEFIEL 01/31/30                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3049258 | PA      | $3068315.36   | 0.38%             | 2030-01-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| OPAL U 04/28/32                                                    | OPAL U 04/28/32                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6268500 | PA      | $6272417.81   | 0.78%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midc 04/30/30                                          | TK Elevator Midc 04/30/30                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1877549 | PA      | $1883679.30   | 0.23%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWAR 1 11/28/28                                          | ROCKET SOFTWAR 1 11/28/28                              | CUSIP: 77313DAW1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3101608 | PA      | $2982071.89   | 0.37%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury Limited                                        | Apex Group Treas 02/27/32                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5861941 | PA      | $5358780.90   | 0.67%             | 2032-02-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Abpci Direct Lending Fd Clo V Ltd                                  | ACRISU 4.25 02/15/29 144A                              | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472332.35    | 0.06%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc   | ALIANT 7 01/15/31 144A                                 | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009022.07   | 0.13%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRONERI U 08/31/ 07/16/32                                          | FRONERI U 08/31/ 07/16/32                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    612474 | PA      | $601798.49    | 0.07%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                        | CLARIVATE (CAMEL 01/31/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60917 | PA      | $52934.30     | 0.01%             | 2031-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Edelman Financia 04/07/28                                          | Edelman Financia 04/07/28                              | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4065888 | PA      | $4066680.44   | 0.51%             | 2028-04-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare S 09/29/28                                          | CHG Healthcare S 09/29/28                              | CUSIP: 12541HAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3774844 | PA      | $3782506.87   | 0.47%             | 2028-09-29      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                        | ASURION LLC 01/2 01/20/29                              | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1883196 | PA      | $1873949.60   | 0.23%             | 2029-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Star Parent 09/2 09/27/30                                          | Star Parent 09/2 09/27/30                              | CUSIP: 87169DAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1927333 | PA      | $1908233.46   | 0.24%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                              | Jane Street Grou 12/15/31                              | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1437994 | PA      | $1413483.22   | 0.18%             | 2031-12-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE PURCH 11/17/31                                          | NEON MAPLE PURCH 11/17/31                              | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390941 | PA      | $383611.26    | 0.05%             | 2031-11-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Newly Weds Food 03/15/32                                           | Newly Weds Food 03/15/32                               | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3840810 | PA      | $3843210.91   | 0.48%             | 2032-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MADISON IA 06/21 06/21/28                                          | MADISON IA 06/21 06/21/28                              | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3502444 | PA      | $3505631.45   | 0.44%             | 2028-06-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                             | MORTON 4.875 05/01/28 144A                             | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $494591.65    | 0.06%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                    | B 6.75 02/01/32 144A                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013988.00   | 0.25%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUDSON RIV TRADI 03/18/30                                          | HUDSON RIV TRADI 03/18/30                              | CUSIP: 44413EAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2254554 | PA      | $2247981.61   | 0.28%             | 2031-12-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                         | ICECR 6 08/01/32 144a                                  | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1171167.36   | 0.15%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT WONDER INT 04/16/29                                          | LIGHT WONDER INT 04/16/29                              | CUSIP: 80875AAY7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1277127 | PA      | $1278723.79   | 0.16%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Proofpoin 08/31/28                                                 | Proofpoin 08/31/28                                     | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   8341878 | PA      | $8088159.59   | 1.01%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CAESAR 01/23/30                                                    | CAESAR 01/23/30                                        | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5888931 | PA      | $5734346.22   | 0.71%             | 2030-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ARETEC GROU 08/09/30                                               | ARETEC GROU 08/09/30                                   | CUSIP: 04009DAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4854335 | PA      | $4799991.06   | 0.60%             | 2030-08-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GLOB MED RESPONS 09/11/32                                          | GLOB MED RESPONS 09/11/32                              | CUSIP: 37956SAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1304348 | PA      | $1301902.22   | 0.16%             | 2032-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, 11/ 11/30/29                                          | Delta TopCo, 11/ 11/30/29                              | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    643450 | PA      | $623895.39    | 0.08%             | 2029-11-30      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                        | Project Boost Pu 07/16/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4683564 | PA      | $4524346.69   | 0.56%             | 2031-07-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Hldgs In 09/19/31                                          | Alliant Hldgs In 09/19/31                              | CUSIP: 01881UAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9494872 | PA      | $9432823.32   | 1.18%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORR 03/07/33                                          | PROAMPAC PG BORR 03/07/33                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4058825 | PA      | $3929957.27   | 0.49%             | 2033-03-07      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc.                                            | RADPAR 8.5 07/15/32 144A                               | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522680.00   | 0.19%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PAREXEL INT 12/12/31                                               | PAREXEL INT 12/12/31                                   | CUSIP: 71911KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4564341 | PA      | $4554824.32   | 0.57%             | 2031-12-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ADMI 12/23/27 T 12/23/27                                           | ADMI 12/23/27 T 12/23/27                               | CUSIP: 00709LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228506 | PA      | $219080.59    | 0.03%             | 2027-12-23      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC                                             | BRSL 5.25 01/15/29 144A                                | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1191034.68   | 0.15%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                       | MPH ACQUISITION 12/31/30                               | CUSIP: 55328HAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    306389 | PA      | $306312.56    | 0.04%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FORWARD AIR 9/23 09/20/30                                          | FORWARD AIR 9/23 09/20/30                              | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2072000 | PA      | $2022272.00   | 0.25%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                       | FORTRESS INTER 06/27/31                                | CUSIP: 34966LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6591217 | PA      | $6550021.81   | 0.82%             | 2031-06-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                      | FRONERI INT 09/1 09/30/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2558505 | PA      | $2511735.06   | 0.31%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SOVOS COMPLIANC 08/13/29                                           | SOVOS COMPLIANC 08/13/29                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4921367 | PA      | $4686371.54   | 0.58%             | 2029-08-14      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE PURCH 11/17/31                                          | NEON MAPLE PURCH 11/17/31                              | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1511935 | PA      | $1483586.48   | 0.18%             | 2031-11-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE 05/0 05/15/31                                          | CORNERSTONE 05/0 05/15/31                              | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3479945 | PA      | $1694733.26   | 0.21%             | 2031-05-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Raven Acquisitio 11/19/31                                          | Raven Acquisitio 11/19/31                              | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192863 | PA      | $189436.20    | 0.02%             | 2031-11-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONERI U 08/31/ 07/16/32                                          | FRONERI U 08/31/ 07/16/32                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    454570 | PA      | $446647.32    | 0.06%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                              | Jane Street Grou 12/15/31                              | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8014284 | PA      | $7877680.50   | 0.98%             | 2031-12-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                      | SMYREA 8.875 11/15/31 144A                             | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722382.50    | 0.09%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ADMI 12/23/27 T 12/23/27                                           | ADMI 12/23/27 T 12/23/27                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7012433 | PA      | $6595193.16   | 0.82%             | 2027-12-23      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                               | CEMEX 5.2 09/17/30 144A                                | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    375000 | PA      | $371473.58    | 0.05%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPAC 12/11/31                                           | SIGNIA AEROSPAC 12/11/31                               | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52670 | PA      | $52867.65     | 0.01%             | 2031-12-11      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| ORION US 06/30/ 06/30/32                                           | ORION US 06/30/ 06/30/32                               | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1851528 | PA      | $1836484.83   | 0.23%             | 2032-10-08      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| QXO Bldg Prod 04/30/32                                             | QXO Bldg Prod 04/30/32                                 | CUSIP: 07368RAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299824 | PA      | $299618.20    | 0.04%             | 2032-04-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                                | Charlotte Buyer, 02/11/28                              | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6016171 | PA      | $5968041.79   | 0.74%             | 2028-02-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| White Cap Buye 1 10/19/29                                          | White Cap Buye 1 10/19/29                              | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5104145 | PA      | $4921059.47   | 0.61%             | 2029-10-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SE 01/30/32                                          | GENESYS CLOUD SE 01/30/32                              | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9250945 | PA      | $8869343.59   | 1.11%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| IRB Hldg 12/15/30                                                  | IRB Hldg 12/15/30                                      | CUSIP: 44988LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5532499 | PA      | $5525583.61   | 0.69%             | 2030-12-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PETSMAR 08/18/32                                                   | PETSMAR 08/18/32                                       | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2300000 | PA      | $2289075.00   | 0.29%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Gen Digita 12/09/29                                                | Gen Digita 12/09/29                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2490183 | PA      | $2469278.16   | 0.31%             | 2029-12-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                       | Cloudera 08/10/2 10/08/28                              | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6407792 | PA      | $5738979.01   | 0.72%             | 2028-10-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYE 07/31/28                                              | OSMOSIS BUYE 07/31/28                                  | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143280 | PA      | $143122.66    | 0.02%             | 2028-07-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| McAfee 03/01/29 03/01/29                                           | McAfee 03/01/29 03/01/29                               | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11538505 | PA      | $10341385.23  | 1.29%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FRONERI U 08/31/ 07/16/32                                          | FRONERI U 08/31/ 07/16/32                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1052690 | PA      | $1034341.16   | 0.13%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                             | BWY 7.875 04/15/30 144A                                | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    805000 | PA      | $805575.58    | 0.10%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Peer Holding III 10/28/30                                          | Peer Holding III 10/28/30                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    394962 | PA      | $394900.98    | 0.05%             | 2030-10-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GRO 03/30/27                                          | FIRST BRANDS GRO 03/30/27                              | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    807871 | PA      | $2358.98      | 0.00%             | 2027-03-30      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| Quikrete Holding 02/10/32                                          | Quikrete Holding 02/10/32                              | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3591310 | PA      | $3589065.79   | 0.45%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA TLB L+2 03/13/28                                          | PLAYTIKA TLB L+2 03/13/28                              | CUSIP: 72814CAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6079471 | PA      | $5735585.37   | 0.71%             | 2028-03-13      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                      | FRONERI INT 09/1 09/30/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    680415 | PA      | $667977.19    | 0.08%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                           | JANEST 6.75 05/01/33 144A                              | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2639722.80   | 0.33%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS 03/17/31                                              | PRIMO BRANDS 03/17/31                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4656606 | PA      | $4669691.12   | 0.58%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midc 04/30/30                                          | TK Elevator Midc 04/30/30                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1743452 | PA      | $1749144.31   | 0.22%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Organon 05/19/31 05/19/31                                          | Organon 05/19/31 05/19/31                              | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    932331 | PA      | $890609.54    | 0.11%             | 2031-05-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BOR 09/05/31                                          | GTCR EVEREST BOR 09/05/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3308461 | PA      | $3288842.15   | 0.41%             | 2031-09-05      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Spin Holdco 03/0 03/04/28                                          | Spin Holdco 03/0 03/04/28                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465508 | PA      | $360189.09    | 0.04%             | 2028-03-04      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisit 10/31/31                                          | Dynasty Acquisit 10/31/31                              | CUSIP: 26812CAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1083951 | PA      | $1085777.83   | 0.14%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Brand Industrial 08/01/30                                          | Brand Industrial 08/01/30                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1600903 | PA      | $1382107.35   | 0.17%             | 2030-08-01      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                              | DTV 5.875 08/15/27 144A                                | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308000 | PA      | $307864.85    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                      | CORELOGIC TLB L+ 06/02/28                              | CUSIP: 21870FBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9740828 | PA      | $9339067.76   | 1.16%             | 2028-06-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 01/3 01/30/31                                           | WAND NEWCO 01/3 01/30/31                               | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2050840 | PA      | $2036852.93   | 0.25%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UFC HLDG 11/21/31                                                  | UFC HLDG 11/21/31                                      | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9204603 | PA      | $9210356.13   | 1.15%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Cengage Learnin 03/24/31                                           | Cengage Learnin 03/24/31                               | CUSIP: 15131YAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1312892 | PA      | $1288820.32   | 0.16%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BMC Software (Boxer/ Bladelogic)                                   | Boxer Parent Com 07/30/31                              | CUSIP: 05988HAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11291731 | PA      | $10500123.80  | 1.31%             | 2031-07-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AmWINS Grou 01/30/32                                               | AmWINS Grou 01/30/32                                   | CUSIP: 03234TBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10663576 | PA      | $10605033.41  | 1.32%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                              | Amern Airl 06/04 06/04/29                              | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4490202 | PA      | $4368966.97   | 0.54%             | 2029-06-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings 01/27/31                                           | WEC US Holdings 01/27/31                               | CUSIP: 92943LAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6094713 | PA      | $6090903.81   | 0.76%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BI 08/15/30                                          | FIRST STUDENT BI 08/15/30                              | CUSIP: 33718FAR1<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    795011 | PA      | $793436.65    | 0.10%             | 2030-08-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMAC 01/28/33                                          | BIOMARIN PHARMAC 01/28/33                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    880829 | PA      | $879732.43    | 0.11%             | 2033-01-28      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc   | ALIANT 6.75 04/15/28 144A                              | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3319899.00   | 0.41%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                            | UK 02/10/31 Term 02/10/31                              | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11153030 | PA      | $10672780.61  | 1.33%             | 2031-02-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PAR HEALTH INC COM                                                 | PAR HEALTH INC COM                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3652 | NS      | $23281.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Solution 11/01/28                                          | Medical Solution 11/01/28                              | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3379935 | PA      | $729491.28    | 0.09%             | 2028-11-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies                                        | POINTCLICKCARE T 11/03/31                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3761100 | PA      | $3745829.93   | 0.47%             | 2031-11-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Janus Detroit Street Trust                                         | Janus Detroit Street Trust JANUS HENDERSON AAA CLO ETF | CUSIP: 47103U845<br>LEI: 5493003MM7OCK5UJW595 | Long             | EC               | RF                | US        |    105000 | NS      | $5288850.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSOR HLDGS II 08/01/30                                          | WINDSOR HLDGS II 08/01/30                              | CUSIP: 97360BAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4933750 | PA      | $4870548.79   | 0.61%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Epicor Software 05/30/31                                           | Epicor Software 05/30/31                               | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10076084 | PA      | $9897888.62   | 1.23%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NIELSEN CONSUME 10/31/30                                           | NIELSEN CONSUME 10/31/30                               | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1499636 | PA      | $1482765.24   | 0.18%             | 2030-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings 03/15/30                                           | Hexion Holdings 03/15/30                               | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    388235 | PA      | $363485.29    | 0.05%             | 2030-03-15      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| Franklin Templeton ETF Trust                                       | Franklin High Yield Corporate ETF                      | CUSIP: 35473P629<br>LEI: 5493002F67QK4VNO5Q54 | Long             | EC               | RF                | US        |    255966 | NS      | $6179019.24   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Paradigm Parent, LLC                                               | PARADIGM PAREN 04/16/32                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3291154 | PA      | $2731657.62   | 0.34%             | 2032-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Project Alpha In 10/26/30                                          | Project Alpha In 10/26/30                              | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8508452 | PA      | $6485780.16   | 0.81%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                             | GFLCN 3.5 09/01/28 144A                                | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $583817.59    | 0.07%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                              | QUIKHO 6.375 03/01/32 144A                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014753.00   | 0.13%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                         | EMECLI 6.625 12/15/30 144A                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1425632.60   | 0.18%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GR 08/ 08/19/32                                          | TRANSDIGM GR 08/ 08/19/32                              | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2391210 | PA      | $2393851.88   | 0.30%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                               | NOVHOL 6.75 04/15/32 144A                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151573.38    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

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