# EDGAR Filing Document

**Accession Number:** 0001233681
**File Stem:** 0001410368-26-017012
**Filing Date:** 2026-2
**Character Count:** 889187
**Document Hash:** 024e5a30cd309702268745ce3e6be601
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-017012.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001410368-26-017012

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK Ltd DURATION INCOME TRUST
- **CENTRAL INDEX KEY:** 0001233681

**ORGANIZATION NAME:**
- **EIN:** 200096695
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21349
- **FILM NUMBER:** 26668905

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 888-825-227

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK LTD DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20041103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK LIMITED DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20030611

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK MANAGED DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20030529

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Ltd Duration Income Trust

- **b. Investment Company Act file number:** 811-21349

- **c. CIK number of Registrant:** 0001233681

- **d. LEI of Registrant:** 4VIZ12RURKQTKPDDB492

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Ltd Duration Income Trust

- **c. LEI of Series:** 4VIZ12RURKQTKPDDB492

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $851961822.02

**Total Liabilities:** $308611203.15

**Net Assets:** $543350618.87

**Delayed Delivery Securities:** $7475228.39

**Cash Not Reported:** $5359608.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14334.71000000 | **1-Year:** 2364.23000000 | **5-Year:** 17504.56000000 | **10-Year:** 10723.97000000 | **30-Year:** 10065.17000000

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

- **3-Month:** 66525.91000000 | **1-Year:** 10860.53000000 | **5-Year:** 85362.96000000 | **10-Year:** 5327.54000000 | **30-Year:** 1007.96000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.45%                | 0.53%                | 0.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $497891.16               | $-1709648.06                               |
| Month 2  | $367237.80               | $-858855.63                                |
| Month 3  | $-522893.87              | $1489448.57                                |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209438.85    | 0.04%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AAL Delaware Holdco Inc                                 | AAL Delaware Holdco Inc 2025 Term Loan                                           | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    211930 | PA      | $212775.24    | 0.04%             | 2031-07-30      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                         | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    702654 | PA      | $703096.75    | 0.13%             | 2028-12-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                         | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                      | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    351940 | PA      | $351939.50    | 0.06%             | 2032-02-13      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    453000 | PA      | $458614.26    | 0.08%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                               | AHP Health Partners Inc 2025 Term Loan B                                         | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |     99423 | PA      | $99423.39     | 0.02%             | 2032-09-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                  | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1240218 | PA      | $1242487.73   | 0.23%             | 2028-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                        | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341988.32    | 0.06%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Learfield Communications, LLC                           | Learfield Communications LLC 2024 Term Loan B                                    | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    355887 | PA      | $356079.03    | 0.07%             | 2028-06-30      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97975.02     | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                        | APi Group DE Inc 2025 Term Loan                                                  | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   1475877 | PA      | $1480791.40   | 0.27%             | 2029-01-03      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128338.72    | 0.02%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                  | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $265625.84    | 0.05%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                          | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |         1 | PA      | $0.00         | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                | ATS Corp                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $105346.74    | 0.02%             | 2028-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                      | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $201084.58    | 0.04%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1351705.40   | 0.25%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                | Trident TPI Holdings Inc 2024 Term Loan B7                                       | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    516369 | PA      | $495069.10    | 0.09%             | 2028-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| AZZ Inc                                                 | AZZ Inc Term Loan B                                                              | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     51267 | PA      | $51395.43     | 0.01%             | 2029-05-13      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                   | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $313556.52    | 0.06%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     47500 | PA      | $48371.10     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011080.53   | 0.19%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124230.49    | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                      | The Action Environmental Group Inc 2023 Term Loan B                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    446998 | PA      | $447279.34    | 0.08%             | 2030-10-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106179.77    | 0.02%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    168000 | PA      | $168889.56    | 0.03%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    605000 | PA      | $620040.30    | 0.11%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245417.04    | 0.05%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    127000 | PA      | $132666.72    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    212000 | PA      | $220415.58    | 0.04%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $411736.67    | 0.08%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAU9<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502408.60    | 0.09%             | 2037-04-16      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                            | Aimbridge Acquisition Co Inc 2025 First Out Term Loan                            | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    117431 | PA      | $117137.25    | 0.02%             | 2030-03-11      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                            | Aimbridge Acquisition Co Inc 2025 1st Lien Second Out Term Loan                  | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    109167 | PA      | $108211.81    | 0.02%             | 2030-03-11      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142889.36    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164718.58    | 0.03%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    282000 | PA      | $283140.69    | 0.05%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    476000 | PA      | $496806.29    | 0.09%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                 | Albion Financing 3 SARL 2025 USD Term Loan                                       | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |   1003624 | PA      | $1008642.55   | 0.19%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    450000 | PA      | $335633.31    | 0.06%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                        | AlixPartners LLP 2025 USD Term Loan                                              | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   1506683 | PA      | $1508279.92   | 0.28%             | 2032-08-12      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127148.84    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100834.44    | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215144.27    | 0.04%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    535000 | PA      | $565215.20    | 0.10%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42387.40     | 0.01%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                      | Alliant Holdings Intermediate LLC 2025 Term Loan B                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   3454602 | PA      | $3461442.41   | 0.64%             | 2031-09-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $196145.41    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    627000 | PA      | $623014.54    | 0.11%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    799000 | PA      | $798297.04    | 0.15%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $287125.48    | 0.05%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866000 | PA      | $898453.71    | 0.17%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    816000 | PA      | $846085.10    | 0.16%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1144038.29   | 0.21%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2466076.25   | 0.45%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $931852.73    | 0.17%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    749000 | PA      | $738755.70    | 0.14%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2025 USD Term Loan B                                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   2706782 | PA      | $2719097.85   | 0.50%             | 2032-08-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160300.83    | 0.03%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | ALLISON TRANSMISSION INC 2025 INCREMENTAL TERM LOAN B                            | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    507000 | PA      | $509114.19    | 0.09%             | 2032-11-05      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1994375.00   | 0.37%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979674.44   | 0.36%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    299000 | PA      | $309521.71    | 0.06%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    357458 | PA      | $346659.86    | 0.06%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    245520 | PA      | $233136.16    | 0.04%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1121807 | PA      | $1075456.07   | 0.20%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    335020 | PA      | $321263.87    | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2007-19                                                   | CUSIP: 02151AAA8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    527799 | PA      | $238899.52    | 0.04%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC 2024 Term Loan B                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    698610 | PA      | $699699.83    | 0.13%             | 2031-09-29      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91705.31     | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                   | American Airlines Inc 2017 1st Lien Term Loan                                    | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    414174 | PA      | $413635.10    | 0.08%             | 2027-01-29      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                   | American Airlines Inc 2023 1st Lien Term Loan                                    | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    337120 | PA      | $337332.39    | 0.06%             | 2029-06-04      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                   | American Airlines Inc 2024 1st Lien Term Loan B                                  | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    649998 | PA      | $651486.48    | 0.12%             | 2028-02-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    485690 | PA      | $486540.08    | 0.09%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines Inc 2025 Term Loan B                                           | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    361185 | PA      | $362766.99    | 0.07%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    306000 | PA      | $320042.95    | 0.06%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153787.25    | 0.03%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160935.43    | 0.03%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc           | American Builders & Contractors Supply Co Inc 2024 Term Loan B                   | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    841146 | PA      | $843997.19    | 0.16%             | 2031-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900489.15    | 0.17%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $233911.19    | 0.04%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $131030.80    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                    | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77567.76     | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                              | Amneal Pharmaceuticals LLC 2025 Term Loan B                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   1172062 | PA      | $1180852.97   | 0.22%             | 2032-08-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184854.25    | 0.03%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    138000 | PA      | $141920.86    | 0.03%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128748.25    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                        | AmWINS Group Inc 2025 Term Loan B                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1776060 | PA      | $1780500.15   | 0.33%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                  | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $340941.89    | 0.06%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 7 Ltd                                                      | CUSIP: 03328TBY0<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002389.80   | 0.18%             | 2037-04-28      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $685343.08    | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995217.71    | 0.18%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $206005.30    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $238069.35    | 0.04%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX INTERNATIONAL AB                              | Anticimex International AB 2025 USD Term Loan                                    | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    260191 | PA      | $261166.36    | 0.05%             | 2031-11-17      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    396371 | PA      | $396767.80    | 0.07%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2025 Incremental Term Loan B                | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   1476496 | PA      | $1471786.12   | 0.27%             | 2032-03-07      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XVIII-R                                                               | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2255000 | PA      | $2262385.13   | 0.42%             | 2038-01-22      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XVIII-R                                                               | CUSIP: 03767NBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1353000 | PA      | $1358179.69   | 0.25%             | 2038-01-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73863.27     | 0.01%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46433.00     | 0.01%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164867.17    | 0.03%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                     | Applied Systems Inc 2024 1st Lien Term Loan                                      | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1995562 | PA      | $2005959.28   | 0.37%             | 2031-02-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    240000 | PA      | $194573.74    | 0.04%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc.                            | Ascensus Group Holdings Inc 2024 Term Loan B                                     | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    715000 | PA      | $713748.76    | 0.13%             | 2032-11-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $174360.00    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    194000 | PA      | $193971.35    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc 2025 Repriced Term Loan                                     | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    383187 | PA      | $383474.17    | 0.07%             | 2028-04-06      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | ARAMARK SERVICES INC 2025 TERM LOAN                                              | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1025881 | PA      | $1028034.99   | 0.19%             | 2030-06-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                     | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    144000 | PA      | $137589.88    | 0.03%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                     | Arbor Realty SR Inc                                                              | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |     82000 | PA      | $81672.30     | 0.02%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $292670.05    | 0.05%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $516708.86    | 0.10%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                 | Arcline FM Holdings LLC 2025 1st Lien Term Loan                                  | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    541433 | PA      | $542954.64    | 0.10%             | 2030-06-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    232000 | PA      | $228050.32    | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32678.02     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    802000 | PA      | $732827.50    | 0.13%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $192296.62    | 0.04%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1600000 | PA      | $1506217.12   | 0.28%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    315000 | PA      | $322174.13    | 0.06%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1395000 | PA      | $1462454.93   | 0.27%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                  | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   1487000 | PA      | $1545446.54   | 0.28%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    546563 | PA      | $592811.98    | 0.11%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                        | Aretec Group Inc 2024 1st Lien Term Loan B                                       | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2030-08-09      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc 2025 Repriced Term Loan                                         | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    330313 | PA      | $331346.62    | 0.06%             | 2030-08-09      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     27200 | PA      | $23174.40     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                  | Argent Securities Trust 2006-W5                                                  | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3509389 | PA      | $2347972.46   | 0.43%             | 2036-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                       | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222130.19    | 0.04%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                | Ares Strategic Income Fund                                                       | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171731.65    | 0.03%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $197375.91    | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    939000 | PA      | $1033419.27   | 0.19%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 USD Term Loan                                | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    324875 | PA      | $296042.28    | 0.05%             | 2027-11-24      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    146000 | PA      | $145580.69    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAK9<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |    165000 | PA      | $209753.78    | 0.04%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35091.81     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175957.48    | 0.03%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95339.23     | 0.02%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $138473.36    | 0.03%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $138109.74    | 0.03%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                | Asplundh Tree Expert LLC 2021 Term Loan B                                        | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    982535 | PA      | $985610.76    | 0.18%             | 2027-09-07      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $791697.51    | 0.15%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 2nd Lien Term Loan B3                                           | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    364000 | PA      | $362238.24    | 0.07%             | 2028-01-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    538000 | PA      | $527240.00    | 0.10%             | 2029-01-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    775698 | PA      | $776668.11    | 0.14%             | 2028-08-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2024 Term Loan B12                                                   | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    249121 | PA      | $249003.51    | 0.05%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2025 Term Loan B13                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1414041 | PA      | $1412937.65   | 0.26%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                  | Athenahealth Group Inc 2022 Term Loan B                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1429660 | PA      | $1431146.42   | 0.26%             | 2029-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                               | Atlas CC Acquisition Corp 2025 Second Out Term Loan B                            | CUSIP: 04921TAR5<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   1865906 | PA      | $944409.56    | 0.17%             | 2029-05-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                               | Atlas CC Acquisition Corp 2025 Second Out Term Loan C                            | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    262382 | PA      | $132802.17    | 0.02%             | 2029-05-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    794000 | PA      | $781225.48    | 0.14%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Avalara Inc                                             | Avalara Inc 2025 Term Loan                                                       | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |    535695 | PA      | $537629.24    | 0.10%             | 2032-03-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    417000 | PA      | $414734.24    | 0.08%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    209000 | PA      | $199857.36    | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    158000 | PA      | $162401.41    | 0.03%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                              | AVIS BUDGET CAR RENTAL LLC 2020 TERM LOAN B                                      | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-08-06      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                  | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    297000 | PA      | $285495.82    | 0.05%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    273000 | PA      | $287910.14    | 0.05%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109234.35    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    174000 | PA      | $183787.50    | 0.03%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    114000 | PA      | $119452.89    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $561608.83    | 0.10%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87564.42     | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Commercial Mortgage Trust 2024-PARK                                          | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $208064.32    | 0.04%             | 2039-11-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120327 | PA      | $120252.25    | 0.02%             | 2038-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1199270.88   | 0.22%             | 2039-01-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92804 | PA      | $93032.86     | 0.02%             | 2039-02-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $237603.17    | 0.04%             | 2041-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451582 | PA      | $452138.94    | 0.08%             | 2039-02-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-PAT                                                                | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170690.08    | 0.03%             | 2041-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576969 | PA      | $578395.52    | 0.11%             | 2041-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                   | BCPE Pequod Buyer Inc USD Term Loan B                                            | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |    832214 | PA      | $833512.50    | 0.15%             | 2031-11-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342662 | PA      | $342661.72    | 0.06%             | 2041-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-3 Ltd                                               | CUSIP: 05683NAG7<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244751.45    | 0.05%             | 2034-07-24      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69729.80     | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                    | Baldwin Insurance Group Holdings LLC 2025 Term Loan B2                           | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |    510002 | PA      | $508303.38    | 0.09%             | 2031-05-26      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152908.89    | 0.03%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                     | Bally's Corporation 2021 Term Loan B                                             | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    258409 | PA      | $254504.62    | 0.05%             | 2028-10-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 28 Ltd                                                             | CUSIP: 05876HAE2<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752822.63    | 0.14%             | 2038-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1835620 | PA      | $1829397.25   | 0.34%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4438711.26   | 0.82%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      9000 | PA      | $9486.54      | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2455000 | PA      | $2375086.31   | 0.44%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2347336.20   | 0.43%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $911900.78    | 0.17%             | 2029-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                  | Barracuda Networks Inc 2022 Term Loan                                            | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    636479 | PA      | $513759.57    | 0.09%             | 2029-08-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   1333000 | PA      | $1391318.75   | 0.26%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $125300.00    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    641000 | PA      | $663973.38    | 0.12%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                             | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    179000 | PA      | $180231.52    | 0.03%             | 2032-09-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    759000 | PA      | $837771.30    | 0.15%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| QXO INC                                                 | QXO Inc 2025 Term Loan B                                                         | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    244800 | PA      | $245385.07    | 0.05%             | 2032-04-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54128.30     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                    | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7177000 | PA      | $7582465.48   | 1.40%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    796000 | PA      | $812867.24    | 0.15%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                 | Belron Finance 2019 LLC 2025 Repriced Term Loan B                                | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1906023 | PA      | $1915553.56   | 0.35%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $632341.40    | 0.12%             | 2041-11-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381000 | PA      | $382432.10    | 0.07%             | 2042-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                 | Big River Steel LLC / BRS Finance Corp                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    806000 | PA      | $811846.72    | 0.15%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                   | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    254000 | PA      | $254210.82    | 0.05%             | 2032-09-29      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    284000 | PA      | $281072.81    | 0.05%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc                                    | Bleriot US Bidco Inc 2023 Term Loan B                                            | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    655755 | PA      | $658758.29    | 0.12%             | 2030-10-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $233612.51    | 0.04%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $191029.06    | 0.04%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    542000 | PA      | $543619.50    | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    251000 | PA      | $271182.41    | 0.05%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $36232.03     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $268386.81    | 0.05%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    337000 | PA      | $356204.28    | 0.07%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                    | Bombardier Recreational Products Inc 2024 Term Loan B4                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    303240 | PA      | $304089.07    | 0.06%             | 2031-01-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                   | Boots Group Bidco Ltd USD Term Loan                                              | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    659000 | PA      | $662018.22    | 0.12%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $163729.99    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1465079.72   | 0.27%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                           | Brand Industrial Services Inc 2024 Term Loan B                                   | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1356110 | PA      | $1232826.16   | 0.23%             | 2030-08-01      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                         | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    227000 | PA      | $225373.52    | 0.04%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions LLC                    | Bright Horizons Family Solutions LLC 2025 Term Loan B                            | CUSIP: 10919RAR0<br>LEI: 254900BHOU40CFNXWQ75 | Long             | LON              | CORP              | US        |    702098 | PA      | $705390.78    | 0.13%             | 2032-08-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                          | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    157000 | PA      | $162557.02    | 0.03%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                          | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70858.45     | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1598380.46   | 0.29%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $569439.49    | 0.10%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    286000 | PA      | $266395.84    | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    208000 | PA      | $201201.56    | 0.04%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    327000 | PA      | $323178.09    | 0.06%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                 | Brown Group Holding LLC Term Loan B                                              | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    708212 | PA      | $711433.96    | 0.13%             | 2031-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                 | Brown Group Holding LLC 2022 Incremental Term Loan B2                            | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    738508 | PA      | $741816.60    | 0.14%             | 2031-07-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAG9<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $804240.48    | 0.15%             | 2037-04-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135977.65    | 0.03%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $77946.41     | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20804.24     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91328.34     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP 2025 Term Loan B7                                            | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    236865 | PA      | $238021.37    | 0.04%             | 2032-11-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150954.06    | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    172000 | PA      | $179828.48    | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    879645 | PA      | $879770.34    | 0.16%             | 2038-12-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $56357.03     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $170953.68    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $845342.09    | 0.16%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486000 | PA      | $425424.26    | 0.08%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $408379.47    | 0.08%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    996000 | PA      | $846873.23    | 0.16%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $437778.30    | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1299622.13   | 0.24%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                           | CCC Intelligent Solutions Inc Term Loan                                          | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   1486748 | PA      | $1490465.33   | 0.27%             | 2032-01-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    699000 | PA      | $705807.56    | 0.13%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                             | CHG Healthcare Services Inc 2025 Term Loan B1                                    | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    450218 | PA      | $452109.27    | 0.08%             | 2028-09-29      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    458000 | PA      | $457869.52    | 0.08%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    540000 | PA      | $481078.12    | 0.09%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    828000 | PA      | $777651.56    | 0.14%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    358000 | PA      | $390735.52    | 0.07%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    923000 | PA      | $969453.32    | 0.18%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2007-HY5                                         | CUSIP: 12544BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136978 | PA      | $127610.20    | 0.02%             | 2037-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-I Ltd                                                          | CUSIP: 12553DBA4<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498524.85    | 0.09%             | 2037-10-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2022-VII Ltd                                                        | CUSIP: 12569GAG7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500467.80    | 0.09%             | 2038-01-22      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                   | CMG Media Corp                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $197583.80    | 0.04%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                        | CPI HOLDCO B LLC 2025 FUNGIBLE Add-On TERM LOAN                                  | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1857328 | PA      | $1860689.68   | 0.34%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $514451.40    | 0.09%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $435315.48    | 0.08%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $477399.18    | 0.09%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $297178.96    | 0.05%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    114000 | PA      | $119004.59    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                   | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $93066.93     | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                      | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $225854.33    | 0.04%             | 2039-11-13      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                     | CNT Holdings I Corp 2025 Term Loan                                               | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    682434 | PA      | $683750.90    | 0.13%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1599728.18   | 0.29%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                    | CP Atlas Buyer Inc 2025 Term Loan                                                | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    565582 | PA      | $545787.11    | 0.10%             | 2030-07-08      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976457.38    | 0.18%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $663174.95    | 0.12%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2732770.25   | 0.50%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2005-54CB                                                 | CUSIP: 12668APP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    922158 | PA      | $481353.63    | 0.09%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                   | CWABS Asset-Backed Certificates Trust 2006-25                                    | CUSIP: 12668HAA8<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |    402696 | PA      | $377152.83    | 0.07%             | 2037-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2005-17                                          | CUSIP: 12669G5S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65317 | PA      | $64976.77     | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86680.00     | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    777000 | PA      | $632322.60    | 0.12%             | 2028-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                   | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195201.28    | 0.04%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                   | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390940.24    | 0.07%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    296000 | PA      | $306264.89    | 0.06%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    481665 | PA      | $477330.02    | 0.09%             | 2030-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1892698 | PA      | $1873770.79   | 0.34%             | 2031-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1382602.05   | 0.25%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    579000 | PA      | $593141.59    | 0.11%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    225000 | PA      | $225371.03    | 0.04%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7004.63      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    865000 | PA      | $865969.67    | 0.16%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105603.16    | 0.02%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68045.07     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                     | Calpine Corporation 2024 Term Loan B10                                           | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    410355 | PA      | $410309.86    | 0.08%             | 2031-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company, L.P.              | Calpine Construction Finance Company LP 2025 Repriced Term Loan B                | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |   1201941 | PA      | $1202505.52   | 0.22%             | 2030-07-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                      | Camelot Finance SA                                                               | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     79000 | PA      | $78462.18     | 0.01%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $460516.45    | 0.08%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Cvent, Inc.                                             | Cvent Inc 2025 Term Loan B                                                       | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |    622309 | PA      | $621325.75    | 0.11%             | 2030-06-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                   | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    686000 | PA      | $706562.03    | 0.13%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    649000 | PA      | $670150.86    | 0.12%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    227000 | PA      | $234469.21    | 0.04%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    180000 | PA      | $184730.58    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                    | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    279000 | PA      | $283387.28    | 0.05%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1557595 | PA      | $1757635.17   | 0.32%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    692643 | PA      | $725983.37    | 0.13%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO II Ltd                                                                | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1491247 | PA      | $1491048.97   | 0.27%             | 2032-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                     | Six Flags Entertainment Corporation 2024 Term Loan B                             | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    210492 | PA      | $207771.97    | 0.04%             | 2031-05-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding XV CLO Ltd                                                         | CUSIP: 15032QAC6<br>LEI: 5493002XZZZCKFWQIL45 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450983.88    | 0.08%             | 2035-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501573.15    | 0.09%             | 2037-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180050.35    | 0.03%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26620.46     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    213000 | PA      | $216401.70    | 0.04%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                      | Central Parent Inc 2024 Term Loan B                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1563176 | PA      | $1320227.46   | 0.24%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    296000 | PA      | $250952.03    | 0.05%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                 | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $191207.15    | 0.04%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                     | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    173000 | PA      | $174937.39    | 0.03%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                   | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   2029760 | PA      | $2032723.89   | 0.37%             | 2032-09-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39794.97     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                    | Chart Industries Inc 2024 Term Loan B                                            | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    238674 | PA      | $239361.26    | 0.04%             | 2030-03-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    436000 | PA      | $454418.93    | 0.08%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     79000 | PA      | $83853.29     | 0.02%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $350091.46    | 0.06%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                    | Charter Communications Operating LLC 2023 Term Loan B4                           | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    632742 | PA      | $631950.84    | 0.12%             | 2030-12-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                   | Charter Communications Operating LLC 2024 Term Loan B5                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    482066 | PA      | $482335.91    | 0.09%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                                    | Charter NEX US Inc 2024 Term Loan B1                                             | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   1865938 | PA      | $1868587.17   | 0.34%             | 2030-11-29      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                  | Chemours Company (The) 2025 Term Loan B                                          | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   1277098 | PA      | $1259538.18   | 0.23%             | 2032-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    282000 | PA      | $282684.70    | 0.05%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    670000 | PA      | $651581.87    | 0.12%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145216.91    | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                 | Chicago US Midco III LP Term Loan                                                | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    920724 | PA      | $921875.23    | 0.17%             | 2032-11-01      | Floating      | 6.22%                 | No            |                  3 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $178600.00    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                   | Chobani Holdco II LLC                                                            | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1427617 | PA      | $1523833.17   | 0.28%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611362 | PA      | $266077.02    | 0.05%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                            | Chobani LLC 2025 Term Loan B                                                     | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |   2427000 | PA      | $2436708.00   | 0.45%             | 2032-10-28      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $457084.09    | 0.08%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1380050.41   | 0.25%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136490.70    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    392000 | PA      | $406475.38    | 0.07%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                       | Ciena Corporation 2025 Repriced Term Loan B                                      | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    820764 | PA      | $822307.24    | 0.15%             | 2030-10-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1804000 | PA      | $1809610.80   | 0.33%             | 2038-01-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-I Ltd                                                          | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   2255000 | PA      | $2264452.96   | 0.42%             | 2038-01-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAG4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $552888.05    | 0.10%             | 2037-04-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77827.65     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678000 | PA      | $690531.41    | 0.13%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP 2024 First Lien Term Loan                                  | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    882186 | PA      | $886491.26    | 0.16%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                    | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    778000 | PA      | $808983.07    | 0.15%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2006-FX1                                           | CUSIP: 17309YAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287884 | PA      | $165028.28    | 0.03%             | 2036-10-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                           | Citrin Cooperman Advisors LLC 2025 Term Loan B                                   | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    786008 | PA      | $787973.28    | 0.15%             | 2032-04-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                             | City Football Group Limited 2024 Term Loan                                       | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    696617 | PA      | $695091.08    | 0.13%             | 2030-07-22      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    232000 | PA      | $239051.18    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    179000 | PA      | $185694.83    | 0.03%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    839000 | PA      | $860289.63    | 0.16%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    359000 | PA      | $374727.79    | 0.07%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    684000 | PA      | $709302.87    | 0.13%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $708686.69    | 0.13%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    883000 | PA      | $834886.12    | 0.15%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                       | Clean Harbors Inc 2025 Term Loan                                                 | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    391000 | PA      | $394257.03    | 0.07%             | 2032-10-08      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                      | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    347410 | PA      | $347597.40    | 0.06%             | 2028-08-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470346.86    | 0.09%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    797000 | PA      | $791382.19    | 0.15%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    636000 | PA      | $669830.75    | 0.12%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    826000 | PA      | $864940.61    | 0.16%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1070022.96   | 0.20%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                | Clearwater Analytics LLC 2025 Term Loan B                                        | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    515708 | PA      | $514743.13    | 0.09%             | 2032-04-21      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    279000 | PA      | $278392.11    | 0.05%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140883.59    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    437000 | PA      | $452605.99    | 0.08%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $3149527.42   | 0.58%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    674000 | PA      | $704357.12    | 0.13%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                   | Clover Holdings 2 LLC Term Loan B                                                | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    715581 | PA      | $714908.11    | 0.13%             | 2031-12-09      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                   | Clover Holdings 2 LLC Fixed Term Loan B                                          | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1017885 | PA      | $1012795.58   | 0.19%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386630.62    | 0.07%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    427000 | PA      | $437675.00    | 0.08%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    785000 | PA      | $807195.43    | 0.15%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc Term Loan B                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    105000 | PA      | $105017.85    | 0.02%             | 2029-04-13      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    927738 | PA      | $926494.65    | 0.17%             | 2032-04-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc 2025 Delayed Draw Term Loan                  | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     13056 | PA      | $13038.81     | 0.00%             | 2032-04-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    411000 | PA      | $413408.98    | 0.08%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $215000.00    | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                  | Colossus Acquireco LLC Term Loan B                                               | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1075780 | PA      | $1074435.28   | 0.20%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-INV4 Mortgage Loan Trust                                               | CUSIP: 19688QAA9<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |   1079687 | PA      | $1089801.82   | 0.20%             | 2069-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | Colt 2024-7 Mortgage Loan Trust                                                  | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |   1244279 | PA      | $1253742.91   | 0.23%             | 2069-12-26      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corporation                           | Columbus McKinnon Corporation 2024 Term Loan                                     | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    119249 | PA      | $119248.88    | 0.02%             | 2028-05-14      | Floating      | 6.17%                 | No            |                  3 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    321000 | PA      | $328232.79    | 0.06%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    331000 | PA      | $339326.59    | 0.06%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    780000 | PA      | $778900.20    | 0.14%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    220285 | PA      | $204321.42    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    362000 | PA      | $362804.00    | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    443000 | PA      | $430886.25    | 0.08%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136724.88    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    340000 | PA      | $355573.36    | 0.07%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc                           | Concentra Health Services Inc 2025 Repriced Term Loan B                          | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    342894 | PA      | $345036.96    | 0.06%             | 2031-07-26      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                            | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272000 | PA      | $274436.41    | 0.05%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $659530.48    | 0.12%             | 2041-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    420000 | PA      | $445510.47    | 0.08%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $499928.25    | 0.09%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    735000 | PA      | $709721.81    | 0.13%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    317000 | PA      | $327150.66    | 0.06%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                               | Construction Partners Inc Term Loan B                                            | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    162360 | PA      | $163374.75    | 0.03%             | 2031-11-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $412444.00    | 0.08%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COORSTEK INC                                            | CoorsTek Inc Term Loan B                                                         | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |    286000 | PA      | $287967.68    | 0.05%             | 2032-10-28      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1050703 | PA      | $1050324.43   | 0.19%             | 2028-06-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                           | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1286300.37   | 0.24%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    339000 | PA      | $315192.91    | 0.06%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2024 Term Loan                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1633543 | PA      | $1566845.68   | 0.29%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2024 Fixed Term Loan B                                      | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    595000 | PA      | $575293.60    | 0.11%             | 2031-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $213814.20    | 0.04%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                    | Reworld Holding Corp Term Loan B                                                 | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    377662 | PA      | $377930.49    | 0.07%             | 2028-11-30      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                    | Reworld Holding Corp 2025 1st Lien Term Loan B                                   | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    210000 | PA      | $210000.00    | 0.04%             | 2031-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | REWORLD HOLDING CORP 2025 1st LIEN TERM LOAN C                                   | CUSIP: 22282GAT4<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     79886 | PA      | $79886.17     | 0.01%             | 2031-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    142000 | PA      | $136487.50    | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Covia Holdings Corporation                              | Covia Holdings Corporation 2025 Repriced Term Loan B                             | CUSIP: 22305CAF6<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |    711664 | PA      | $705437.34    | 0.13%             | 2032-02-26      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                             | Creative Artists Agency LLC 2025 Repriced Term Loan B                            | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |   1784120 | PA      | $1790061.05   | 0.33%             | 2031-10-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                      | UBS AG/Stamford CT                                                               | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1223479.48   | 0.23%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO Ltd                       | Creeksource 2024-1 Dunes Creek Clo Ltd                                           | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501884.80    | 0.09%             | 2038-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                               | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24194.26     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $232559.09    | 0.04%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $119914.79    | 0.02%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                      | Crown Americas LLC                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    545000 | PA      | $557425.46    | 0.10%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                    | Crown Finance US Inc 2025 Term Loan B                                            | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    520472 | PA      | $512404.28    | 0.09%             | 2031-12-02      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    181000 | PA      | $193325.01    | 0.04%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-J8                                                   | CUSIP: 23245LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1730799 | PA      | $639928.79    | 0.12%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                         | DK Trust 2025-LXP                                                                | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $274509.50    | 0.05%             | 2037-08-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                         | DK Trust 2025-LXP                                                                | CUSIP: 23292LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $293635.72    | 0.05%             | 2037-08-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                             | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1239998.14   | 0.23%             | 2042-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                  | Cushman & Wakefield US Borrower LLC 2025 Term Loan B3                            | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    254250 | PA      | $255556.85    | 0.05%             | 2030-01-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Drake Software LLC                                      | Drake Software LLC 2024 Term Loan B                                              | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |    338986 | PA      | $332206.52    | 0.06%             | 2031-06-26      | Floating      | 7.92%                 | No            |                  3 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84237.30     | 0.02%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    134000 | PA      | $128627.66    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253066.42    | 0.05%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96809.84     | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59102.90     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                            | DAYFORCE INC 2025 TERM LOAN                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1610000 | PA      | $1604252.30   | 0.30%             | 2032-08-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                            | Dayforce Inc 2025 Term Loan B                                                    | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1315400 | PA      | $1313755.70   | 0.24%             | 2031-03-01      | Floating      | 5.84%                 | No            |                  3 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $220460.11    | 0.04%             | 2040-04-13      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                   | DBR Land Holdings LLC                                                            | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $176958.24    | 0.03%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial LLC                               | Dealer Tire Financial LLC 2024 Term Loan B4                                      | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |    686069 | PA      | $685211.44    | 0.13%             | 2031-07-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                               | Deep Blue Operating I LLC Term Loan                                              | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164000 | PA      | $164375.56    | 0.03%             | 2032-10-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $296950.66    | 0.05%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    132000 | PA      | $139059.20    | 0.03%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                         | Derby Buyer LLC 2024 Repriced Term Loan B                                        | CUSIP: 24968CAE3<br>LEI: 2549003XRO7JUBUWQX87 | Long             | LON              | CORP              | US        |    929190 | PA      | $931411.18    | 0.17%             | 2030-11-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1151633.48   | 0.21%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    125000 | PA      | $132417.88    | 0.02%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    945000 | PA      | $981032.85    | 0.18%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                 | Digital Realty Trust LP                                                          | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     85000 | PA      | $86190.00     | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                   | DirecTV Financing LLC Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53325 | PA      | $53340.22     | 0.01%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $368148.42    | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1113014.39   | 0.20%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1354054.78   | 0.25%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1175333.84   | 0.22%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934000 | PA      | $916956.78    | 0.17%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                         | Discovery Purchaser Corporation Term Loan                                        | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    253541 | PA      | $243219.32    | 0.04%             | 2029-10-04      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $489708.31    | 0.09%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |    133000 | PA      | $135990.90    | 0.03%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $195618.76    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $161091.00    | 0.03%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    595000 | PA      | $613147.50    | 0.11%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |         1 | NC      | $-740.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |         1 | NC      | $-1455.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |         1 | NC      | $-294.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |         1 | NC      | $78.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |         1 | NC      | $643.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $27420.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9511.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $350.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $417.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $2587.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $383.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118353.75    | 0.02%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250179.18    | 0.05%             | 2031-04-18      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                    | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117548.11    | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                              | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                            | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1282103 | PA      | $1286333.53   | 0.24%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                              | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                            | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    487894 | PA      | $489503.75    | 0.09%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                   | ECL Entertainment LLC 2025 Term Loan B                                           | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    376010 | PA      | $374599.98    | 0.07%             | 2030-08-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP Term Loan B                                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1475329 | PA      | $1478206.32   | 0.27%             | 2030-05-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    913109 | PA      | $914450.81    | 0.17%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    212000 | PA      | $223450.54    | 0.04%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                        | EOC Borrower LLC Term Loan B                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1872590 | PA      | $1880904.30   | 0.35%             | 2032-03-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20047.18     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    272000 | PA      | $275552.37    | 0.05%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1902636 | PA      | $1949190.82   | 0.36%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1327763 | PA      | $1468241.91   | 0.27%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     61000 | PA      | $64904.00     | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECO Services Operations Corp                            | ECO Services Operations Corp 2024 Term Loan B                                    | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    832267 | PA      | $832716.27    | 0.15%             | 2031-06-12      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center LLC                            | Edelman Financial Center LLC 2024 Term Loan                                      | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    757109 | PA      | $760356.87    | 0.14%             | 2028-04-07      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                 | Efesto Bidco SpA Efesto US LLC                                                   | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    952000 | PA      | $961624.72    | 0.18%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                   | EG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    298000 | PA      | $323890.84    | 0.06%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                       | Elanco Animal Health Inc 2025 Term Loan B                                        | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    310135 | PA      | $310457.38    | 0.06%             | 2032-10-31      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                              | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    226000 | PA      | $218873.50    | 0.04%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Electron BidCo Inc                                      | Electron BidCo Inc 2021 Term Loan                                                | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    989236 | PA      | $993786.55    | 0.18%             | 2028-11-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                     | Electronic Arts Inc                                                              | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    156000 | PA      | $143895.76    | 0.03%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                   | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1233539.25   | 0.23%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                   | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    367000 | PA      | $374211.92    | 0.07%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                  | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1737395 | PA      | $1746081.67   | 0.32%             | 2029-10-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                 | Ellucian Holdings Inc 2024 2nd Lien Term Loan                                    | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    284000 | PA      | $285863.04    | 0.05%             | 2032-11-22      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1851808.48   | 0.34%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $52604.73     | 0.01%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2019002.00   | 0.37%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4409000 | PA      | $4428417.24   | 0.82%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    469000 | PA      | $500636.40    | 0.09%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                    | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $894220.61    | 0.16%             | 2027-05-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.              | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                  | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    283388 | PA      | $280908.70    | 0.05%             | 2031-04-23      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                            | Enerflex Inc                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98154.42     | 0.02%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                               | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    161000 | PA      | $166135.26    | 0.03%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC 2024 Term Loan B                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    816899 | PA      | $820436.17    | 0.15%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                            | Entegris Inc 2023 Term Loan B                                                    | CUSIP: 29362LAM6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |    235602 | PA      | $236692.91    | 0.04%             | 2029-07-06      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                             | Epicor Software Corporation 2024 Term Loan F                                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1693689 | PA      | $1698245.26   | 0.31%             | 2031-05-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                         | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70218.75     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    266000 | PA      | $273505.72    | 0.05%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    362000 | PA      | $358451.19    | 0.07%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables, LLC                           | Constellation Renewables LLC 2020 Term Loan                                      | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    533161 | PA      | $534717.54    | 0.10%             | 2027-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                    | EyeCare Partners LLC 2024 Third Out Term Loan C                                  | CUSIP: 30233PAR1<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     15687 | PA      | $2719.03      | 0.00%             | 2028-11-30      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                               | Fluid-Flow Products Inc 2025 Term Loan B                                         | CUSIP: 30260UAK1<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |    246009 | PA      | $246815.91    | 0.05%             | 2028-03-31      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    354000 | PA      | $349132.85    | 0.06%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1143214.61   | 0.21%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8H20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730092 | PA      | $718666.80    | 0.13%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTZH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5709205 | PA      | $5453880.82   | 1.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KY4C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2457087 | PA      | $2503632.22   | 0.46%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KYXJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2091589 | PA      | $2014415.26   | 0.37%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J9V73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1428098 | PA      | $1431937.92   | 0.26%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423524 | PA      | $434452.19    | 0.08%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $175089.40    | 0.03%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   2617730 | PA      | $2616395.31   | 0.48%             | 2029-01-27      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $423457.63    | 0.08%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $129305.39    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2021-2                                        | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163095 | PA      | $138832.30    | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19815.14     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $95369.46     | 0.02%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                            | Filtration Group Corporation 2025 USD Term Loan                                  | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1499875 | PA      | $1506744.15   | 0.28%             | 2028-10-21      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                        | Finastra USA Inc 2025 USD Term Loan                                              | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   2131000 | PA      | $2083052.50   | 0.38%             | 2032-09-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                       | GIP Pilot Acquisition Partners LP 2025 Term Loan B                               | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    130375 | PA      | $130516.04    | 0.02%             | 2030-10-04      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $213106.00    | 0.04%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210190.00    | 0.04%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                 | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $87761.52     | 0.02%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                       | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    563000 | PA      | $557799.48    | 0.10%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Limited                                   | Fleet Midco I Limited 2024 1st Lien Term Loan B                                  | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352088 | PA      | $353407.91    | 0.07%             | 2031-02-21      | Floating      | 6.79%                 | No            |                  3 | On Loan: No      |
| Corpay Technologies Operating Company LLC               | Corpay Technologies Operating Company LLC Term Loan B5                           | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1242765 | PA      | $1243436.14   | 0.23%             | 2028-04-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                            | Focus Financial Partners LLC 2025 Incremental Term Loan B                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   1241839 | PA      | $1243602.07   | 0.23%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    259000 | PA      | $266282.72    | 0.05%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fortis 333 Inc                                          | Fortis 333 Inc USD Term Loan B                                                   | CUSIP: 34958SAB5<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |    304470 | PA      | $300968.60    | 0.06%             | 2032-03-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    740000 | PA      | $740647.50    | 0.14%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    671000 | PA      | $713544.08    | 0.13%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    838000 | PA      | $882487.74    | 0.16%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    427000 | PA      | $448885.03    | 0.08%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    367000 | PA      | $372938.79    | 0.07%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77680.06     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                            | Fortress Intermediate 3 Inc 2025 Term Loan B                                     | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    308886 | PA      | $308598.59    | 0.06%             | 2031-06-27      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                   | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    453000 | PA      | $472678.32    | 0.09%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACKERS HOLDINGS LLC                                    | PACKERS HOLDINGS LLC 2025 TAKEBACK TERM LOAN                                     | CUSIP: 34967RAB6<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |     81227 | PA      | $78181.30     | 0.01%             | 2031-03-10      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                             | Four Seasons Hotels Limited 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |   1293903 | PA      | $1300553.91   | 0.24%             | 2032-09-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    186000 | PA      | $195085.73    | 0.04%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    293000 | PA      | $314698.70    | 0.06%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205269.64    | 0.04%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124074.53    | 0.02%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                           | Freeport LNG Investments LLLP 2025 Term Loan B                                   | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   1127896 | PA      | $1131189.18   | 0.21%             | 2028-12-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    314000 | PA      | $315014.01    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    753000 | PA      | $754294.90    | 0.14%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111840.56    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    179552 | PA      | $181729.35    | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    244000 | PA      | $248137.75    | 0.05%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1370069.70   | 0.25%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    371000 | PA      | $390359.89    | 0.07%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2022-NQM3 Trust                                                             | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1199987 | PA      | $1196102.21   | 0.22%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $119354.31    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $236518.13    | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $398247.48    | 0.07%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $266489.69    | 0.05%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $158845.35    | 0.03%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $212623.13    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    117000 | PA      | $118608.75    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                 | GSR Mortgage Loan Trust 2005-AR5                                                 | CUSIP: 362341MC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290145 | PA      | $142416.52    | 0.03%             | 2035-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                   | GFL Environmental Inc 2025 Term Loan B                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   1301738 | PA      | $1305642.71   | 0.24%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    800000 | PA      | $850280.00    | 0.16%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower LLC                               | GTCR Everest Borrower LLC Add on Term Loan B                                     | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    257705 | PA      | $258563.16    | 0.05%             | 2031-09-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $195260.68    | 0.04%             | 2041-11-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAJ0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $899898.84    | 0.17%             | 2041-11-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc                                      | Galaxy US Opco Inc Term Loan                                                     | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335825 | PA      | $321791.22    | 0.06%             | 2030-07-31      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $63744.98     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    532000 | PA      | $544021.60    | 0.10%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    599000 | PA      | $608778.08    | 0.11%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1057000 | PA      | $1076673.94   | 0.20%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                   | Neogen Food Safety Corp                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $196238.26    | 0.04%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                                       | Garrett LX I SARL 2025 USD Term Loan B                                           | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |     48904 | PA      | $48996.15     | 0.01%             | 2032-01-30      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                 | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $119041.30    | 0.02%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    196000 | PA      | $203542.09    | 0.04%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                        | Gates Global LLC 2022 Term Loan B4                                               | CUSIP: 36740UAX0<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    174450 | PA      | $174747.01    | 0.03%             | 2029-11-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                        | Gates Global LLC 2024 Term Loan B5                                               | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   1275549 | PA      | $1278201.98   | 0.24%             | 2031-06-04      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2024-INV4 Trust                                                             | CUSIP: 367919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801550 | PA      | $806653.45    | 0.15%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Generac Power Systems Inc                               | Generac Power Systems Inc 2024 Term Loan B                                       | CUSIP: 36874VAQ1<br>LEI: 549300JQWLGGW8KC1X38 | Long             | LON              | CORP              | US        |    153062 | PA      | $153445.16    | 0.03%             | 2031-07-03      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033220.63   | 0.19%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                   | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299063.39    | 0.06%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                             | Genesee & Wyoming Inc (New) 2024 Term Loan                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   2377403 | PA      | $2376808.19   | 0.44%             | 2031-04-10      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $182749.17    | 0.03%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9342.92      | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    200000 | PA      | $204969.31    | 0.04%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    435000 | PA      | $456929.16    | 0.08%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215665.20    | 0.04%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118975.03    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20964.46     | 0.00%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515970.90    | 0.09%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $127280.38    | 0.02%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    359000 | PA      | $370821.87    | 0.07%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                          | Go Daddy Operating Company LLC 2024 Term Loan B7                                 | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    537441 | PA      | $538214.49    | 0.10%             | 2031-05-30      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                          | Go Daddy Operating Company LLC 2024 Term Loan B8                                 | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    651215 | PA      | $651983.01    | 0.12%             | 2029-11-09      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                        | Barnes Group Inc 2025 Term Loan B                                                | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |    250419 | PA      | $250837.09    | 0.05%             | 2032-01-27      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                         | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $302984.18    | 0.06%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                 | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $279840.74    | 0.05%             | 2034-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust               | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248311 | PA      | $251861.23    | 0.05%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12480.97     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    109000 | PA      | $103244.60    | 0.02%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121860.17    | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $126150.00    | 0.02%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60051.18     | 0.01%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                             | Grant Thornton Advisors LLC 2025 Term Loan B                                     | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    536173 | PA      | $536602.43    | 0.10%             | 2031-06-02      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    226000 | PA      | $243027.07    | 0.04%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    572000 | PA      | $593603.51    | 0.11%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    545000 | PA      | $556896.71    | 0.10%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      3500 | PA      | $3496.89      | 0.00%             | 2029-06-04      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                 | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    408000 | PA      | $412140.97    | 0.08%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                  | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                      | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |   2493404 | PA      | $2485624.59   | 0.46%             | 2032-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96644 | PA      | $97640.19     | 0.02%             | 2059-10-27      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                              | Gryphon Acquire Newco LLC Term Loan B                                            | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    414000 | PA      | $416633.04    | 0.08%             | 2032-09-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Intrado Corporation                                     | Intrado Corporation 2023 Term Loan B                                             | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |    178108 | PA      | $178255.34    | 0.03%             | 2030-01-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $219300.00    | 0.04%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    189000 | PA      | $195176.72    | 0.04%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply Inc                                     | Gulfside Supply Inc Term Loan B                                                  | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |    256000 | PA      | $252001.28    | 0.05%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| H.B. Fuller Company                                     | HB Fuller Company 2025 Term Loan B                                               | CUSIP: 40409VAW4<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |    310939 | PA      | $311327.37    | 0.06%             | 2030-02-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $614255.39    | 0.11%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                          | Core & Main LP 2024 Term Loan D                                                  | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1511142 | PA      | $1513982.70   | 0.28%             | 2028-07-27      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                          | Core & Main LP 2024 Term Loan E                                                  | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    373378 | PA      | $373378.48    | 0.07%             | 2031-02-09      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    154000 | PA      | $144814.51    | 0.03%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    112000 | PA      | $116747.01    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                        | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    615000 | PA      | $604172.74    | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   1000000 | PA      | $926470.34    | 0.17%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37371.55     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    388000 | PA      | $408342.23    | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    197000 | PA      | $208895.67    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    147000 | PA      | $149182.03    | 0.03%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    152000 | PA      | $154025.66    | 0.03%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                      | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    212000 | PA      | $184074.83    | 0.03%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                    | Herschend Entertainment Company LLC 2025 Term Loan B                             | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    485560 | PA      | $488594.75    | 0.09%             | 2032-05-27      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    152000 | PA      | $153317.08    | 0.03%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan B                                         | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    596882 | PA      | $500073.72    | 0.09%             | 2028-06-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                                | Hertz Corporation (The) 2021 Term Loan C                                         | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    117790 | PA      | $98685.22     | 0.02%             | 2028-06-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                               | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50211.51     | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $109545.61    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $229259.40    | 0.04%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145823.02    | 0.03%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $153352.52    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20405.79     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15062.11     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $307337.56    | 0.06%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $197709.28    | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $78880.88     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                     | Hilcorp Energy I LP Term Loan B                                                  | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    439678 | PA      | $439954.50    | 0.08%             | 2030-02-11      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    226000 | PA      | $234024.81    | 0.04%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    152000 | PA      | $156375.47    | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50147.34     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    242000 | PA      | $243662.01    | 0.04%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                   | Hilton Domestic Operating Company Inc 2023 Term Loan B4                          | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1350363 | PA      | $1357979.03   | 0.25%             | 2030-11-08      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13797.99     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited         | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |    482998 | PA      | $487114.15    | 0.09%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $144792.43    | 0.03%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51413.02     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $117124.37    | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $313337.03    | 0.06%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    748000 | PA      | $772184.34    | 0.14%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1647686.51   | 0.30%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                               | HUB International Limited 2025 Term Loan B                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   2146617 | PA      | $2156791.53   | 0.40%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2901992.98   | 0.53%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4560312.13   | 0.84%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                | Hudson River Trading LLC 2024 Term Loan B                                        | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    428914 | PA      | $430492.54    | 0.08%             | 2030-03-18      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    741000 | PA      | $777108.70    | 0.14%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    343000 | PA      | $347264.86    | 0.06%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    479000 | PA      | $515523.27    | 0.09%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    211000 | PA      | $217467.78    | 0.04%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                        | IRB Holding Corp 2025 Term Loan B                                                | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    945372 | PA      | $947187.62    | 0.17%             | 2030-12-16      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    502000 | PA      | $481745.05    | 0.09%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    611000 | PA      | $602601.93    | 0.11%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $106986.06    | 0.02%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169479.80    | 0.03%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $192863.88    | 0.04%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Coherent Corp                                           | Coherent Corp 2025 Term Loan B2                                                  | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    454627 | PA      | $454913.32    | 0.08%             | 2029-07-02      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                   | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6008.11      | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                   | Incora Top Holdco LLC                                                            | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9432 | NS      | $53668.08     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    273000 | PA      | $264679.53    | 0.05%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    206000 | PA      | $195484.07    | 0.04%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163901.10    | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                            | MH Sub I LLC 2023 Term Loan                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    354798 | PA      | $329074.69    | 0.06%             | 2028-05-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                            | MH Sub I LLC 2024 Term Loan B4                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    320134 | PA      | $273064.33    | 0.05%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1699118.75   | 0.31%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                           | Ingevity Corp                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81791.99     | 0.02%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    148000 | PA      | $152143.41    | 0.03%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    192000 | PA      | $200138.30    | 0.04%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $200096.33    | 0.04%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                | Alterra Mountain Company 2025 Term Loan B8                                       | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    654016 | PA      | $656468.93    | 0.12%             | 2030-05-31      | Floating      | 6.22%                 | No            |                  3 | On Loan: No      |
| Invesco Senior Loan ETF                                 | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    335000 | NS      | $7035000.00   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INVERSION ESCROW ISSUER                                 | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    590000 | PA      | $587720.54    | 0.11%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                 | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1072208.77   | 0.20%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202539.64    | 0.04%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185043.58    | 0.03%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $219845.14    | 0.04%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $374087.21    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                    | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196908.08    | 0.04%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                             | ION Platform Finance US Inc USD Term Loan                                        | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |   1848000 | PA      | $1729857.36   | 0.32%             | 2032-10-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    556000 | PA      | $580974.49    | 0.11%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    254351 | PA      | $254033.20    | 0.05%             | 2031-01-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     23000 | PA      | $22721.81     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     19000 | PA      | $18701.18     | 0.00%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     78000 | PA      | $78652.60     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    179000 | PA      | $170885.03    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Heritage-Crystal Clean Inc                              | Heritage-Crystal Clean Inc Term Loan B                                           | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |    345434 | PA      | $345720.66    | 0.06%             | 2030-10-17      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2669254.54   | 0.49%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2022-DSC1                                             | CUSIP: 46656AAA5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    291674 | PA      | $288100.08    | 0.05%             | 2063-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $801978.88    | 0.15%             | 2039-06-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                   | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1894489 | PA      | $1884164.29   | 0.35%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $79369.68     | 0.01%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $353846.96    | 0.07%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                            | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    257000 | PA      | $224312.66    | 0.04%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                            | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    193000 | PA      | $132606.40    | 0.02%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    323000 | PA      | $325409.97    | 0.06%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    747000 | PA      | $782936.68    | 0.14%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    351000 | PA      | $338922.86    | 0.06%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 48123KAE6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $301944.57    | 0.06%             | 2037-02-02      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4009940.00   | 0.74%             | 2026-04-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                 | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    296000 | PA      | $302087.83    | 0.06%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                 | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    323000 | PA      | $328261.51    | 0.06%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                     | KKR Apple Bidco LLC 2025 Term Loan                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   1724448 | PA      | $1732829.23   | 0.32%             | 2031-09-23      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $743915.54    | 0.14%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $419311.27    | 0.08%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                       | Kaman Corporation 2025 Term Loan B                                               | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    350911 | PA      | $352089.68    | 0.06%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 1st Lien Term Loan B                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1887826 | PA      | $1888090.53   | 0.35%             | 2032-03-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $171100.92    | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                      | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    623000 | PA      | $648819.61    | 0.12%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53474.86     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59721.27     | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                    | Kioxia Holdings Corp                                                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    272000 | PA      | $282846.17    | 0.05%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ADVANCION SCIENCES INC                                  | Advancion Sciences Inc                                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330555 | PA      | $288409.24    | 0.05%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    566000 | PA      | $588839.23    | 0.11%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    318000 | PA      | $324745.69    | 0.06%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                 | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246770.22    | 0.05%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                | LABL Inc 2021 USD 1st Lien Term Loan                                             | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    926170 | PA      | $583320.43    | 0.11%             | 2028-10-30      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    233000 | PA      | $146005.58    | 0.03%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    551000 | PA      | $347664.93    | 0.06%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                | LABL Inc                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    327000 | PA      | $173917.44    | 0.03%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92833.05     | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    161000 | PA      | $153895.41    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180293.69    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    266000 | PA      | $281346.46    | 0.05%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                 | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    560000 | PA      | $391412.00    | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                 | Les Schwab Tire Centers 2025 Term Loan B                                         | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    510801 | PA      | $510800.99    | 0.09%             | 2031-04-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                     | LSF12 Crown US Commercial Bidco LLC 2025 Term Loan B                             | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    378895 | PA      | $380907.00    | 0.07%             | 2031-12-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38638.63     | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $207630.49    | 0.04%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    257000 | PA      | $256345.40    | 0.05%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    312000 | PA      | $301802.50    | 0.06%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190535.40    | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114782.17    | 0.02%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    138000 | PA      | $144820.63    | 0.03%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300511.61    | 0.06%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Learning Care Group (US) No 2 Inc                       | Learning Care Group (US) No 2 Inc 2024 Term Loan B                               | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |    108512 | PA      | $89793.87     | 0.02%             | 2028-08-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                           | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213701 | PA      | $214350.65    | 0.04%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56297.51     | 0.01%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    964500 | PA      | $937976.25    | 0.17%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1916778 | PA      | $1961396.76   | 0.36%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1909649.84   | 0.35%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1359848.95   | 0.25%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                   | Level 3 Financing Inc 2025 Repriced Term Loan B4                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1890000 | PA      | $1894252.50   | 0.35%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14899.57     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90769.71     | 0.02%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    242000 | PA      | $245000.28    | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    129000 | PA      | $138893.40    | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    582000 | PA      | $638241.52    | 0.12%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    282000 | PA      | $299507.69    | 0.06%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    228000 | PA      | $247485.79    | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                     | Ligado Networks LLC                                                              | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236480 | PA      | $59120.00     | 0.01%             | 2049-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     92000 | PA      | $97828.29     | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |   1143615 | PA      | $1183664.28   | 0.22%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    321000 | PA      | $334860.78    | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                                | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $221560.00    | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    174000 | PA      | $174691.00    | 0.03%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    157000 | PA      | $157319.81    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc 2025 Term Loan B                                   | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    899000 | PA      | $899000.00    | 0.17%             | 2032-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $453744.90    | 0.08%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    200166 | PA      | $198164.34    | 0.04%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    200186 | PA      | $198770.68    | 0.04%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    221443 | PA      | $222550.22    | 0.04%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc 2024 Term Loan A                                          | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     44504 | PA      | $44663.16     | 0.01%             | 2028-06-01      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc 2024 Extended Term Loan B1                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    534207 | PA      | $530868.47    | 0.10%             | 2029-04-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc 2024 Extended Term Loan B2                                | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    712756 | PA      | $707901.82    | 0.13%             | 2030-04-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                         | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    271366 | PA      | $273627.33    | 0.05%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                            | M6 ETX Holdings II Midco LLC 2025 1st Lien Term Loan B                           | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    306533 | PA      | $307955.27    | 0.06%             | 2032-04-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267194.24    | 0.05%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                     | MKS Instruments Inc 2025 USD Repriced Term Loan                                  | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |   1187674 | PA      | $1191878.78   | 0.22%             | 2029-08-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185488.58    | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    819000 | PA      | $874637.48    | 0.16%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                         | Madison IAQ LLC Term Loan                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1784441 | PA      | $1792078.88   | 0.33%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235825.22    | 0.04%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    554000 | PA      | $550634.34    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $877491.91    | 0.16%             | 2037-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                               | Madison Safety & Flow LLC 2025 1st Lien Term Loan B                              | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    284661 | PA      | $286379.90    | 0.05%             | 2031-09-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1204820.00   | 0.22%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    142000 | PA      | $139395.72    | 0.03%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $152110.40    | 0.03%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    267000 | PA      | $191645.10    | 0.04%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    137000 | PA      | $147151.70    | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497000 | PA      | $513326.30    | 0.09%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    276000 | PA      | $282040.54    | 0.05%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    303000 | PA      | $307291.96    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    198000 | PA      | $187409.22    | 0.03%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155595.35    | 0.03%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183518.26    | 0.03%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263113.53    | 0.05%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $67395.84     | 0.01%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3672000 | PA      | $3643029.21   | 0.67%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    249000 | PA      | $239040.00    | 0.04%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company              | Mauser Packaging Solutions Holding Company 2025 Term Loan B                      | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    550000 | PA      | $537971.50    | 0.10%             | 2030-04-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                       | Mavis Tire Express Services Corp 2025 Repriced Term Loan                         | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   1725879 | PA      | $1731402.19   | 0.32%             | 2028-05-04      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc                              | Amynta Agency Borrower Inc 2025 Term Loan B                                      | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |   1191854 | PA      | $1193713.63   | 0.22%             | 2031-12-29      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    305000 | PA      | $265983.66    | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    932528 | PA      | $857636.22    | 0.16%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $800852.86    | 0.15%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline CO LLC                                   | Meade Pipeline CO LLC Term Loan B                                                | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |    148000 | PA      | $148740.00    | 0.03%             | 2032-09-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                          | Medical Solutions Holdings Inc 2021 1st Lien Term Loan                           | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    385514 | PA      | $81385.90     | 0.01%             | 2028-11-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                          | Medical Solutions Holdings Inc 2021 2nd Lien Term Loan                           | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    247000 | PA      | $50141.00     | 0.01%             | 2029-11-01      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                     | Medline Borrower LP 2025 Term Loan B                                             | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    785126 | PA      | $787238.42    | 0.14%             | 2028-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                     | Medline Borrower LP 2025 Incremental Term Loan B                                 | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1151452 | PA      | $1155171.06   | 0.21%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637000 | PA      | $658505.94    | 0.12%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    461000 | PA      | $484050.00    | 0.09%             | 2032-04-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    390000 | PA      | $383563.37    | 0.07%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356310.44    | 0.07%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                  | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $151361.58    | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    101000 | PA      | $98489.94     | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163780.00    | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199649.88    | 0.04%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                        | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $374663.66    | 0.07%             | 2030-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $70821.56     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    323885 | PA      | $317650.21    | 0.06%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                 | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    493000 | PA      | $504449.43    | 0.09%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                 | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    277000 | PA      | $279488.40    | 0.05%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                                | Minerals Technologies Inc                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    169000 | PA      | $167310.00    | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc                               | Minerals Technologies Inc 2024 Term Loan B                                       | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    425176 | PA      | $426239.26    | 0.08%             | 2031-11-26      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $3056772.84   | 0.56%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                            | Mitchell International Inc 2024 1st Lien Term Loan                               | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   1169050 | PA      | $1172136.67   | 0.22%             | 2031-06-17      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc                              | Mitchell International Inc 2024 2nd Lien Term Loan                               | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    191000 | PA      | $188899.00    | 0.03%             | 2032-06-17      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                        | Modena Buyer LLC Term Loan                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    285725 | PA      | $283939.63    | 0.05%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                 | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $260600.50    | 0.05%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59128.96     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    324000 | PA      | $332757.71    | 0.06%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2708746.90   | 0.50%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                   | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     55000 | NS      | $1381050.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                            | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $192000.00    | 0.04%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    435000 | PA      | $424694.44    | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1286919.68   | 0.24%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                         | Murphy Oil Corp                                                                  | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24933.38     | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                          | Murphy USA Inc Term Loan B                                                       | CUSIP: 62675KAB5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | LON              | CORP              | US        |    173000 | PA      | $174390.92    | 0.03%             | 2032-04-07      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     92000 | PA      | $94200.86     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     56000 | PA      | $55788.12     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    762000 | PA      | $761679.12    | 0.14%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                           | NEP Group Inc 2025 Term Loan B                                                   | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    760000 | PA      | $693735.60    | 0.13%             | 2031-10-17      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    233000 | PA      | $241845.67    | 0.04%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    687000 | PA      | $711433.16    | 0.13%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    475000 | PA      | $518624.48    | 0.10%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    808000 | PA      | $823997.59    | 0.15%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    268000 | PA      | $275240.02    | 0.05%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    209000 | PA      | $207976.89    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    604000 | PA      | $610142.68    | 0.11%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1630308.57   | 0.30%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc 2024 Term Loan                                                    | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   1849171 | PA      | $1853479.56   | 0.34%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    127000 | PA      | $124825.31    | 0.02%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                         | Naked Juice LLC 2025 FLFO Term Loan                                              | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   1002475 | PA      | $995267.53    | 0.18%             | 2029-01-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                         | Naked Juice LLC 2025 FLSO Term Loan                                              | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    447791 | PA      | $294422.32    | 0.05%             | 2029-01-24      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                         | Naked Juice LLC 2025 FLTO Term Loan                                              | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    329332 | PA      | $83706.30     | 0.02%             | 2030-01-24      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $826978.64    | 0.15%             | 2033-11-10      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8890.52      | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    133000 | PA      | $139143.40    | 0.03%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                              | Waystar Technologies Inc 2025 Term Loan B                                        | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    353410 | PA      | $355177.05    | 0.07%             | 2029-10-22      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAE3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    801000 | PA      | $799579.43    | 0.15%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    414000 | PA      | $414707.42    | 0.08%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    222000 | PA      | $227625.70    | 0.04%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1789024 | PA      | $1560279.26   | 0.29%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302250.00    | 0.06%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80932.18     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $323678.81    | 0.06%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                     | New Home Co Inc/The                                                              | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    224000 | PA      | $233781.11    | 0.04%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                     | New Home Co Inc/The                                                              | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58701.62     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    172000 | PA      | $180351.12    | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3786603.75   | 0.70%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                  | XPLR Infrastructure LP                                                           | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    632000 | PA      | $620181.60    | 0.11%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    446000 | PA      | $446062.27    | 0.08%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    204000 | PA      | $216690.91    | 0.04%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    607000 | PA      | $645011.77    | 0.12%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $49867.86     | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                         | Nordea Bank Abp                                                                  | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    560000 | PA      | $530949.38    | 0.10%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    358000 | PA      | $348568.31    | 0.06%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $175277.21    | 0.03%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                            | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $479774.12    | 0.09%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                         | Gen Digital Inc 2024 Term Loan B                                                 | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1741762 | PA      | $1743695.13   | 0.32%             | 2029-09-12      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                         | Gen Digital Inc 2025 Term Loan B                                                 | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    271635 | PA      | $271770.82    | 0.05%             | 2032-04-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    630000 | PA      | $607735.80    | 0.11%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    860000 | PA      | $783858.18    | 0.14%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    348000 | PA      | $361346.15    | 0.07%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    678000 | PA      | $687336.81    | 0.13%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                     | Novelis Corporation 2025 Term Loan B                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   1366672 | PA      | $1371223.52   | 0.25%             | 2032-03-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XXI Ltd                                                                     | CUSIP: 67112EAA1<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230387.23    | 0.04%             | 2031-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    623702 | PA      | $626665.21    | 0.12%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003790.00   | 0.18%             | 2038-01-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM17 Trust                                                             | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |    945644 | PA      | $954252.50    | 0.18%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113752.87    | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                    | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71797.05     | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2019-16 Ltd                                                              | CUSIP: 67570QAR2<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250001.18    | 0.05%             | 2033-04-10      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 54 Ltd                      | Octagon 54 Ltd                                                                   | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246447.85    | 0.05%             | 2034-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC                                         | Odeon Finco PLC                                                                  | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206212.80    | 0.04%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                    | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    176835 | PA      | $176857.35    | 0.03%             | 2031-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    596000 | PA      | $609712.67    | 0.11%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1337577.22   | 0.25%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                    | Olympus Water US Holding Corporation 2024 USD Term Loan                          | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   1395198 | PA      | $1381719.99   | 0.25%             | 2031-06-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                    | Olympus Water US Holding Corporation 2025 USD Term Loan B                        | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    836000 | PA      | $830256.68    | 0.15%             | 2032-11-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                       | Omnicom Group Inc                                                                | CUSIP: 681919BN5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185187.13    | 0.03%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON Semiconductor Corp                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    258000 | PA      | $244068.00    | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                      | OMNIA Partners LLC 2024 Term Loan B                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    335758 | PA      | $336779.21    | 0.06%             | 2032-12-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    108000 | PA      | $106461.19    | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    134000 | PA      | $133155.12    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    351000 | PA      | $334293.86    | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    129000 | PA      | $131345.99    | 0.02%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    179000 | PA      | $167787.47    | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $391205.44    | 0.07%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86276.25     | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115865.99    | 0.02%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    119000 | PA      | $123253.54    | 0.02%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338881.95    | 0.06%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    197000 | PA      | $204667.32    | 0.04%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    327000 | PA      | $333404.95    | 0.06%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    429000 | PA      | $432711.28    | 0.08%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    411000 | PA      | $416190.35    | 0.08%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                 | OneDigital Borrower LLC 2025 Repriced Term Loan                                  | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    251030 | PA      | $251348.35    | 0.05%             | 2031-07-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                       | OneSky Flight LLC                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267533.79    | 0.05%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4154000 | PA      | $4320230.16   | 0.80%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                              | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    317000 | PA      | $324677.35    | 0.06%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    242000 | PA      | $229257.34    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $199050.00    | 0.04%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    785000 | PA      | $488984.95    | 0.09%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442796.45    | 0.08%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239372.40    | 0.04%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                  | Option Care Health Inc 2025 Term Loan B                                          | CUSIP: 68404YAD6<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    873355 | PA      | $877450.60    | 0.16%             | 2032-09-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Orbcomm Inc                                             | Orbcomm Inc Term Loan B                                                          | CUSIP: 68558RAB9<br>LEI: 529900PSC8WVCY267I23 | Long             | LON              | CORP              | US        |    304722 | PA      | $289232.60    | 0.05%             | 2028-09-01      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                            | Organon & Co 2024 USD Term Loan                                                  | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    197653 | PA      | $189944.75    | 0.03%             | 2031-05-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389773.87    | 0.07%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc.                                     | Orion US Finco Inc 1st Lien Term Loan                                            | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    521000 | PA      | $523115.26    | 0.10%             | 2032-10-08      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC               | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                       | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1441961 | PA      | $1447512.61   | 0.27%             | 2028-10-05      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                       | Advisor Group Inc 2025 Term Loan                                                 | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1112000 | PA      | $1115958.72   | 0.21%             | 2032-07-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $88127.20     | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $104447.80    | 0.02%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $216203.07    | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $268848.84    | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39138.49     | 0.01%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                                | Blue Owl Capital Corp II                                                         | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86371.65     | 0.02%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    223000 | PA      | $225801.59    | 0.04%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PAI Holdco Inc                                          | PAI Holdco Inc 2020 Term Loan B                                                  | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |    253626 | PA      | $220527.70    | 0.04%             | 2027-10-28      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                      | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $154086.13    | 0.03%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2164218.30   | 0.40%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    619000 | PA      | $639046.93    | 0.12%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                           | PYE BARKER FIRE + SAFETY LLC 2025 TERM LOAN                                      | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    610740 | PA      | $614300.61    | 0.11%             | 2032-12-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                              | Paint Intermediate III LLC 2024 Term Loan B                                      | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    275615 | PA      | $276648.56    | 0.05%             | 2031-10-09      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1520000 | PA      | $1524722.64   | 0.28%             | 2038-01-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $221700.00    | 0.04%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2595801.29   | 0.48%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    224000 | PA      | $229911.36    | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $82847.83     | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    123000 | PA      | $125896.28    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                  | PENN Entertainment Inc 2022 Term Loan B                                          | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    533404 | PA      | $536071.34    | 0.10%             | 2029-05-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    258000 | PA      | $274524.31    | 0.05%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    148000 | PA      | $155581.89    | 0.03%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    277000 | PA      | $289989.88    | 0.05%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    163000 | PA      | $168497.50    | 0.03%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                            | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    960288 | PA      | $889812.61    | 0.16%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167183.72    | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    277000 | PA      | $285561.52    | 0.05%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                                           | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $523537.00    | 0.10%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    221000 | PA      | $230356.35    | 0.04%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188740.94    | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     95000 | PA      | $92536.36     | 0.02%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments, LLC                                | Perrigo Investments LLC 2024 Term Loan B                                         | CUSIP: 71429TAF7<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |    328858 | PA      | $330091.46    | 0.06%             | 2029-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     52000 | PA      | $52509.08     | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    158000 | PA      | $152928.20    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    129782 | PA      | $139140.58    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    487000 | PA      | $518807.92    | 0.10%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                       | PAREXEL INTERNATIONAL CORP 2025 REPRICED TERM LOAN B                             | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |   1710324 | PA      | $1714958.48   | 0.32%             | 2031-12-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ping Identity Corporation                               | Ping Identity Corporation 2025 Term Loan                                         | CUSIP: 72342MAB3<br>LEI: 254900DJEBSADAC6R313 | Long             | LON              | CORP              | US        |    296000 | PA      | $296370.00    | 0.05%             | 2032-11-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                      | Pinnacle Buyer LLC Term Loan                                                     | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    480500 | PA      | $482004.15    | 0.09%             | 2032-10-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                     | Planet US Buyer LLC 2024 Term Loan B                                             | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |    235439 | PA      | $236783.78    | 0.04%             | 2031-02-07      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                     | Planview Parent Inc 2024 1st Lien Term Loan                                      | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    162334 | PA      | $155281.83    | 0.03%             | 2027-12-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                   | Element Solutions Inc 2023 Term Loan B                                           | CUSIP: 72766TAH2<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    809176 | PA      | $812882.05    | 0.15%             | 2030-12-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                   | ELEMENT SOLUTIONS INC 2025 FUNGIBLE Add-On Term Loan B                           | CUSIP: 72766TAK5<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    243000 | PA      | $244112.94    | 0.04%             | 2030-12-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     50000 | PA      | $52992.50     | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    944300 | PA      | $909247.87    | 0.17%             | 2028-06-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    118000 | PA      | $114904.19    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30337.50     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104802.44    | 0.02%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71709.99     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107593.92    | 0.02%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    363000 | PA      | $363490.59    | 0.07%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    192000 | PA      | $199569.22    | 0.04%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                | Pregis TopCo Corporation 2025 Refinancing Term Loan                              | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    422474 | PA      | $425718.24    | 0.08%             | 2029-02-01      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $87870.00     | 0.02%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $109975.00    | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $123900.07    | 0.02%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103637.73    | 0.02%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                | Proampac PG Borrower LLC 2024 Term Loan                                          | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    101484 | PA      | $101539.36    | 0.02%             | 2028-09-15      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                             | Project Boost Purchaser LLC 2025 Refinancing Term Loan                           | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |   1198173 | PA      | $1200665.64   | 0.22%             | 2031-07-16      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    262900 | PA      | $250412.68    | 0.05%             | 2028-10-08      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                          | Proofpoint Inc 2025 Repriced Term Loan                                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1877400 | PA      | $1885341.56   | 0.35%             | 2028-08-31      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                   | Unique Pub Finance Co PLC/The                                                    | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | ABS-O            | CORP              | GB        |     18845 | PA      | $26594.08     | 0.00%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                 | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   1079815 | PA      | $1068562.97   | 0.20%             | 2030-03-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc Term Loan B                                                | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |   1357000 | PA      | $1362088.75   | 0.25%             | 2032-11-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    277000 | PA      | $283217.54    | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    214000 | PA      | $221822.03    | 0.04%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $503774.93    | 0.09%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                    | Quartz Acquireco LLC 2025 Term Loan B                                            | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    530289 | PA      | $528962.99    | 0.10%             | 2030-06-28      | Floating      | 5.92%                 | No            |                  3 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    893000 | PA      | $932665.88    | 0.17%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2024 Term Loan B1                                          | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    693670 | PA      | $695979.88    | 0.13%             | 2029-03-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    378142 | PA      | $379223.99    | 0.07%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2025 Term Loan B1                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    785063 | PA      | $787064.49    | 0.14%             | 2031-04-14      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                        | QuidelOrtho Corp Term Loan                                                       | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    539835 | PA      | $539160.21    | 0.10%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $46530.15     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1251137.76   | 0.23%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    318000 | PA      | $332084.59    | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    302000 | PA      | $298992.32    | 0.06%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    342000 | PA      | $354683.21    | 0.07%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    272000 | PA      | $282754.06    | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                 | RHP Hotel Properties LP 2024 1st Lien Term Loan B                                | CUSIP: 74958NAL0<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              |  | US        |    245218 | PA      | $244835.57    | 0.05%             | 2030-05-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 24 Ltd                                                                        | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $250940.25    | 0.05%             | 2037-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                      | Radiate Holdco LLC 2025 FLFO Term Loan                                           | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |   2067050 | PA      | $1581293.07   | 0.29%             | 2029-09-25      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                      | RADIATE HOLDCO LLC 2025 TERM LOAN                                                | CUSIP: 75025KAQ1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |     38516 | PA      | $38227.03     | 0.01%             | 2029-06-26      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    214000 | PA      | $228808.89    | 0.04%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    361000 | PA      | $403764.20    | 0.07%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $164750.00    | 0.03%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Rand Parent, LLC                                        | Rand Parent LLC 2025 Term Loan B                                                 | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    757713 | PA      | $759183.26    | 0.14%             | 2030-03-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                         | Rand Parent LLC                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $243793.61    | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                          | Raven Acquisition Holdings LLC Term Loan B                                       | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298367 | PA      | $299205.20    | 0.06%             | 2031-11-19      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $312193.32    | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                            | RealPage Inc 1st Lien Term Loan                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    922206 | PA      | $920988.75    | 0.17%             | 2028-04-24      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38914 | PA      | $38746.43     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271200 | PA      | $270032.16    | 0.05%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $144341.18    | 0.03%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                    | Legence Holdings LLC 2025 Repriced Term Loan B                                   | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    383821 | PA      | $386058.46    | 0.07%             | 2031-12-16      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                               | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300778.11    | 0.06%             | 2038-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                               | Regatta XXIV Funding Ltd                                                         | CUSIP: 75889HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250607.43    | 0.05%             | 2038-01-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                 | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1605009.60   | 0.30%             | 2038-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                  | REGIONAL MGMT ISSUANCE                                                           | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $957950.00    | 0.18%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| LifePoint Health Inc                                    | LifePoint Health Inc 2024 1st Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    595838 | PA      | $597482.35    | 0.11%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744218.99    | 0.14%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                     | Resideo Funding Inc 2025 Incremental Term Loan                                   | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    561000 | PA      | $561701.25    | 0.10%             | 2032-08-13      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56864.18     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235412.59    | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                                | Restoration Hardware Inc Term Loan B                                             | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    304949 | PA      | $300375.03    | 0.06%             | 2028-10-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                                | Restoration Hardware Inc 2022 Incremental Term Loan                              | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    140028 | PA      | $138861.39    | 0.03%             | 2028-10-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Zurn Holdings Inc                                       | Zurn Holdings Inc 2021 Term Loan B                                               | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |    389461 | PA      | $391245.19    | 0.07%             | 2028-10-04      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                          | Reynolds Consumer Products LLC 2025 Term Loan B                                  | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |    201126 | PA      | $202081.65    | 0.04%             | 2032-03-04      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group, LLC                  | Ring Container Technologies Group LLC 2025 Term Loan B                           | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |    279300 | PA      | $279934.01    | 0.05%             | 2032-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                       | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $169709.27    | 0.03%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                       | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142902.06    | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIVIAN HLD/AUTO LLC                                     | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                             | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $228069.71    | 0.04%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    347000 | PA      | $343610.37    | 0.06%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1154619.60   | 0.21%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    906000 | PA      | $944612.81    | 0.17%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $421837.60    | 0.08%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $689059.21    | 0.13%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $464129.76    | 0.09%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $26014.69     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50888.52     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2021-3 Ltd                                                    | CUSIP: 77341NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2976600 | PA      | $2987950.67   | 0.55%             | 2038-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     62000 | PA      | $62988.13     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC        | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B   | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    412664 | PA      | $414867.35    | 0.08%             | 2029-11-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                | Ryan Specialty Group LLC 2024 USD Term Loan B                                    | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1200702 | PA      | $1201458.62   | 0.22%             | 2031-09-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    232000 | PA      | $237050.15    | 0.04%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                    | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122679.53    | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                               | SBA Senior Finance II LLC 2024 Term Loan B                                       | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   1017079 | PA      | $1020781.34   | 0.19%             | 2031-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    586000 | PA      | $560535.43    | 0.10%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    363000 | PA      | $377670.24    | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   2085950 | PA      | $2097318.15   | 0.39%             | 2031-05-09      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SPX Flow Inc                                            | SPX Flow Inc 2025 Term Loan                                                      | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1494188 | PA      | $1497131.15   | 0.28%             | 2029-04-05      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                      | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                             | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    237086 | PA      | $235207.98    | 0.04%             | 2031-12-04      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Springs Windows Fashions LLC                            | Springs Windows Fashions LLC 2024 FLFO A1 Term Loan                              | CUSIP: 78489HAG3<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | LON              | CORP              | US        |    128626 | PA      | $127248.37    | 0.02%             | 2029-12-19      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                     | SWF Holdings I Corp                                                              | CUSIP: 78500CAA2<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |    209600 | PA      | $85936.00     | 0.02%             | 2029-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                  | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    493000 | PA      | $499778.75    | 0.09%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2021 Term Loan B1                                                 | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-12-17      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    297259 | PA      | $261587.99    | 0.05%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2024 Term Loan B2                                                 | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    158239 | PA      | $140832.75    | 0.03%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| SABRE GLBL INC                                          | SABRE GLBL INC 2025 TERM LOAN B1                                                 | CUSIP: 78571YBM1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     53220 | PA      | $47365.97     | 0.01%             | 2029-07-30      | Floating      | 10.05%                | No            |                  3 | On Loan: No      |
| SABRE GLBL INC                                          | SABRE GLBL INC 2025 11TH Amendment TERM LOAN B2                                  | CUSIP: 78571YBN9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    113852 | PA      | $101328.30    | 0.02%             | 2029-07-30      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    129000 | PA      | $109692.28    | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    354000 | PA      | $291104.93    | 0.05%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                                | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $477282.03    | 0.09%             | 2029-06-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      5587 | PA      | $5683.03      | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SANMINA CORP                                            | Sanmina Corp Term Loan B                                                         | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |    531000 | PA      | $531663.75    | 0.10%             | 2032-10-27      | Floating      | 5.92%                 | No            |                  3 | On Loan: No      |
| Savor Acquisition, Inc.                                 | Savor Acquisition Inc Term Loan B                                                | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     34000 | PA      | $34113.22     | 0.01%             | 2032-02-19      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Sazerac Company Inc                                     | Sazerac Company Inc Term Loan B                                                  | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    600000 | PA      | $600582.00    | 0.11%             | 2032-07-09      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                      | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154533.82    | 0.03%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112700.17    | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238228.85    | 0.04%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $168864.52    | 0.03%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52380.38     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                    | Light and Wonder International Inc 2024 Term Loan B2                             | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    654158 | PA      | $655590.55    | 0.12%             | 2029-04-14      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                            | Scientific Games Holdings LP 2024 USD Term Loan B                                | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    391759 | PA      | $384366.43    | 0.07%             | 2029-04-04      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    151000 | PA      | $155660.77    | 0.03%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    449000 | PA      | $476136.21    | 0.09%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                 | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    557000 | PA      | $592181.20    | 0.11%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71626.76     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59387.98     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                 | Sedgwick Claims Management Services Inc 2023 Term Loan B                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   2069162 | PA      | $2075203.76   | 0.38%             | 2031-07-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                          | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $270674.33    | 0.05%             | 2034-11-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2024-INV1                                                 | CUSIP: 816939AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741230 | PA      | $745949.35    | 0.14%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    168000 | PA      | $163916.42    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    387000 | PA      | $377982.86    | 0.07%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50677.70     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    227000 | PA      | $237685.38    | 0.04%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                               | Serta Simmons Bedding LLC 2023 New Term Loan                                     | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    192326 | PA      | $180305.67    | 0.03%             | 2028-06-29      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    238000 | PA      | $239571.04    | 0.04%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    273000 | PA      | $255281.95    | 0.05%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    370000 | PA      | $353648.85    | 0.07%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    556000 | PA      | $565863.34    | 0.10%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                  | Service Experts Issuer 2024-1 LLC                                                | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158626 | PA      | $162551.13    | 0.03%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1418000 | PA      | $1489418.99   | 0.27%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    496000 | PA      | $489280.61    | 0.09%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    261000 | PA      | $235854.27    | 0.04%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    823000 | PA      | $849740.92    | 0.16%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $124283.80    | 0.02%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    655000 | PA      | $684101.65    | 0.13%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    477000 | PA      | $478161.56    | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94823.91     | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    397000 | PA      | $393509.58    | 0.07%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40646.05     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    456000 | PA      | $472527.82    | 0.09%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241961.17    | 0.04%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                         | Solstice Advanced Materials Inc Term Loan B                                      | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    467000 | PA      | $469045.46    | 0.09%             | 2032-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    413000 | PA      | $416631.96    | 0.08%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                               | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    691000 | PA      | $686955.99    | 0.13%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                   | Sotheby's/Bidfair Holdings Inc                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $421468.24    | 0.08%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                              | Sotera Health Holdings LLC 2025 Term Loan B                                      | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |   1119115 | PA      | $1124016.88   | 0.21%             | 2031-05-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    196000 | PA      | $205569.01    | 0.04%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    230000 | PA      | $180207.30    | 0.03%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                    | Sparta US HoldCo LLC 2024 Term Loan B                                            | CUSIP: 84673EAE9<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |   1114012 | PA      | $1103796.62   | 0.20%             | 2030-08-02      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189127.76    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                         | Spruce Hill Mortgage Loan Trust 2022-SH1                                         | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465298 | PA      | $462606.27    | 0.09%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    406000 | PA      | $403575.90    | 0.07%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1267589.34   | 0.23%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    341000 | PA      | $347929.80    | 0.06%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461974.05    | 0.09%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56258.83     | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    494000 | PA      | $508585.84    | 0.09%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    625000 | PA      | $638460.58    | 0.12%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    279000 | PA      | $279815.60    | 0.05%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1994.61      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    519000 | PA      | $500682.08    | 0.09%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    353000 | PA      | $323409.78    | 0.06%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                 | Standard Industries Inc 2021 Term Loan B                                         | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    213066 | PA      | $213769.12    | 0.04%             | 2028-09-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                             | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183923.43    | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                        | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    256000 | PA      | $246492.13    | 0.05%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    858000 | PA      | $915664.56    | 0.17%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    171000 | PA      | $180593.44    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     90000 | PA      | $92376.18     | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     87000 | PA      | $90750.40     | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    238000 | PA      | $248137.37    | 0.05%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    194000 | PA      | $173331.61    | 0.03%             | 2047-06-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    172000 | PA      | $163065.58    | 0.03%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101342.64    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                     | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   1388272 | PA      | $1391923.66   | 0.26%             | 2031-03-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| STERLING COOFS TR                                       | STERLING COOFS TR                                                                | CUSIP: 859245AA0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    606848 | PA      | $0.06         | 0.00%             | 2029-04-15      | Variable      | 2.36%                 | No            |                  3 | On Loan: No      |
| Sterling Bank Trust                                     | Sterling COOFS Trust 2004-2                                                      | CUSIP: 859245AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357331 | PA      | $0.04         | 0.00%             | 2030-03-30      | Fixed         | 2.08%                 | No            |                  3 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188500.00    | 0.03%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                      | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126044.40    | 0.02%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                               | Stonepeak Nile Parent LLC 2025 Term Loan B                                       | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    285000 | PA      | $284846.10    | 0.05%             | 2032-04-09      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                   | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    114000 | PA      | $120645.74    | 0.02%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                      | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292050 | PA      | $296063.73    | 0.05%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $87362.48     | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition Inc                                  | Summit Acquisition Inc 2025 Add-on Term Loan                                     | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80798 | PA      | $81302.48     | 0.01%             | 2031-10-16      | Floating      | 7.22%                 | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234796.90    | 0.04%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    208000 | PA      | $213058.05    | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124908.55    | 0.02%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124988.94    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    201000 | PA      | $206591.13    | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                             | Surgery Center Holdings Inc 2025 Term Loan B                                     | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    855421 | PA      | $858243.45    | 0.16%             | 2030-12-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    878000 | PA      | $888069.17    | 0.16%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                         | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    461493 | PA      | $461853.07    | 0.09%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $501858.50    | 0.09%             | 2038-01-05      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                      | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $254298.24    | 0.05%             | 2038-12-05      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| TMK Hawk Parent Corp                                    | TMK Hawk Parent Corp 2024 Term Loan B                                            | CUSIP: 87258WAV7<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |    787914 | PA      | $321075.12    | 0.06%             | 2029-07-02      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TMK Hawk Parent Corp                                    | TMK Hawk Parent Corp 2024 PIK Term Loan                                          | CUSIP: 87258WAW5<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |     26806 | PA      | $0.00         | 0.00%             | 2031-12-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                 | Talen Energy Supply LLC 2024-1 Incremental Term Loan                             | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    334620 | PA      | $335804.55    | 0.06%             | 2031-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | TALEN ENERGY SUPPLY LLC 2025 TERM LOAN B                                         | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    605000 | PA      | $604624.90    | 0.11%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $148079.77    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99532.37     | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $517815.06    | 0.10%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105975.88    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                | Team Health Holdings Inc 2025 Term Loan B                                        | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    248750 | PA      | $249371.88    | 0.05%             | 2028-06-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      4699 | PA      | $4909.99      | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    381000 | PA      | $422040.09    | 0.08%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    204000 | PA      | $198753.90    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44865.14     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                            | Somnigroup International Inc Term Loan B                                         | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    284218 | PA      | $285874.98    | 0.05%             | 2031-10-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255823.35    | 0.05%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    451000 | PA      | $469269.56    | 0.09%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463317.30    | 0.09%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    453000 | PA      | $454449.54    | 0.08%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                             | Tenneco Inc 2022 Term Loan B                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    829000 | PA      | $813754.69    | 0.15%             | 2028-11-17      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64778.90     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176463.57    | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    302000 | PA      | $298036.25    | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                           | Vistra Operations Company LLC 1st Lien Term Loan B3                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    884821 | PA      | $888917.93    | 0.16%             | 2030-12-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Associated Materials Inc                                | Associated Materials Inc 2022 Term Loan B                                        | CUSIP: 88607CAB1<br>LEI: 254900KM84WNG9539P42 | Long             | LON              | CORP              | US        |    192969 | PA      | $170536.21    | 0.03%             | 2029-03-08      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                | Cloud Software Group Inc 2025 Term Loan B (2031)                                 | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   1475763 | PA      | $1476913.90   | 0.27%             | 2031-03-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                | Cloud Software Group Inc 2025 Term Loan B (2032)                                 | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   2529768 | PA      | $2531361.50   | 0.47%             | 2032-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1694896.09   | 0.31%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                           | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    206000 | PA      | $221025.45    | 0.04%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                         | Trans Union LLC 2024 Term Loan B8                                                | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1009409 | PA      | $1011053.92   | 0.19%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                         | Trans Union LLC 2024 Term Loan B9                                                | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    533992 | PA      | $534605.64    | 0.10%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                          | TransAlta Corp                                                                   | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    209000 | PA      | $210444.19    | 0.04%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $279767.17    | 0.05%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1172293.55   | 0.22%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1523184.24   | 0.28%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1442020.73   | 0.27%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    944000 | PA      | $966155.68    | 0.18%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1355513.77   | 0.25%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    192000 | PA      | $199234.75    | 0.04%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1411482.10   | 0.26%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2696112 | PA      | $2705279.24   | 0.50%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2024 Term Loan L                                                   | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    485850 | PA      | $487652.50    | 0.09%             | 2032-01-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2025 Term Loan M                                                   | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1678792 | PA      | $1685440.52   | 0.31%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2025 Term Loan K                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    842851 | PA      | $845134.96    | 0.16%             | 2030-03-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56536.82     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    183000 | PA      | $191125.38    | 0.04%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     36750 | PA      | $38400.37     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    111000 | PA      | $111871.79    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    248000 | PA      | $245650.42    | 0.05%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     59095 | PA      | $60352.90     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                                | Trimaran Cavu 2021-1 Ltd                                                         | CUSIP: 89624NAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250514.35    | 0.05%             | 2037-07-23      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                                | Trimaran Cavu 2021-2 Ltd                                                         | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500589.25    | 0.09%             | 2034-10-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                | Primo Brands Corporation 2025 Term Loan B                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    500002 | PA      | $501212.45    | 0.09%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $217007.26    | 0.04%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| RealTruck Group Inc                                     | RealTruck Group Inc 2021 Term Loan B                                             | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    106502 | PA      | $81392.38     | 0.01%             | 2028-01-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| RealTruck Group Inc                                     | RealTruck Group Inc 2023 Incremental Term Loan                                   | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    311642 | PA      | $240431.53    | 0.04%             | 2028-01-31      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                            | TruGreen Limited Partnership 2020 Term Loan                                      | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    183348 | PA      | $179268.50    | 0.03%             | 2027-11-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2nd Lien Term Loan                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226842 | PA      | $229298.81    | 0.04%             | 2032-05-06      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2024 Term Loan B                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1955637 | PA      | $1956458.47   | 0.36%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                 | UKG Inc 2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   2125179 | PA      | $2126028.62   | 0.39%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108189.20    | 0.02%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    251000 | PA      | $239886.52    | 0.04%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp Term Loan                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2007385 | PA      | $1970107.47   | 0.36%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp 2025 Fixed Term Loan                                                      | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91000 | PA      | $90609.61     | 0.02%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                           | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298984.95    | 0.06%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4400000 | PA      | $5160130.80   | 0.95%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $219449.80    | 0.04%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                              | TKO Worldwide Holdings LLC 2025 Term Loan                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   1929466 | PA      | $1937222.30   | 0.36%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1806867.67   | 0.33%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    184000 | PA      | $193406.85    | 0.04%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT                                              | TRAVELPORT                                                                       | CUSIP: 000000000<br>LEI: IO4AG7EXK7ETMHT8ZR57 | Long             | EC               | CORP              | US        |        90 | NS      | $264481.20    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| LEARFIELD COMMUNICATIONS LLC                            | LEARFIELD COMMUNICATIONS LLC                                                     | CUSIP: 000000000<br>LEI: 549300177GK4LMS8T214 | Long             | EC               | CORP              | US        |      1788 | NS      | $200256.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    249000 | PA      | $237172.50    | 0.04%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                              | USI Inc/NY                                                                       | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    536000 | PA      | $561770.34    | 0.10%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.              | Axalta Coating Systems US Holdings Inc 2024 Term Loan B7                         | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    623773 | PA      | $625051.63    | 0.12%             | 2029-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                            | US Foods Inc 2024 1st Lien Term Loan B                                           | CUSIP: 90351HAG3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    643500 | PA      | $647927.28    | 0.12%             | 2031-10-03      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan C                                                         | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1020963 | PA      | $1022382.37   | 0.19%             | 2030-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan D                                                         | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   1500714 | PA      | $1503655.00   | 0.28%             | 2029-11-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $259220.22    | 0.05%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $267572.75    | 0.05%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $286105.81    | 0.05%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $470320.59    | 0.09%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                     | United Airlines Inc 2024 1st Lien Term Loan B                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    703007 | PA      | $705207.81    | 0.13%             | 2031-02-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $198146.00    | 0.04%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    253000 | PA      | $253237.82    | 0.05%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    538000 | PA      | $537619.13    | 0.10%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    592000 | PA      | $613119.60    | 0.11%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    347000 | PA      | $362486.26    | 0.07%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    370000 | PA      | $397680.81    | 0.07%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234238 | PA      | $235475.52    | 0.04%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                             | UPX HIL 2025-1 Issuer Trust                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407987 | PA      | $411138.15    | 0.08%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| PG INVESTMENT COMPANY 59 SA RL                          | PG Investment Company 59 Sa rl 2025 Repriced Term Loan B                         | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    198963 | PA      | $199367.02    | 0.04%             | 2031-03-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $301217.40    | 0.06%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    557000 | PA      | $563678.43    | 0.10%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods LLC                                   | UTZ Quality Foods LLC 2025 Term Loan B                                           | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |    534487 | PA      | $536491.29    | 0.10%             | 2032-01-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                            | VS Buyer LLC 2025 Term Loan B                                                    | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   1529770 | PA      | $1533594.77   | 0.28%             | 2031-04-12      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                              | VRTX Trust 2025-HQ                                                               | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895000 | PA      | $904563.97    | 0.17%             | 2042-08-05      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    329000 | PA      | $341418.76    | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192073.14    | 0.04%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    237000 | PA      | $246589.97    | 0.05%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                          | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    517000 | PA      | $548941.62    | 0.10%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210812.50    | 0.04%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VEGAS Trust                                             | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $643340.10    | 0.12%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649927.68    | 0.12%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $313345.29    | 0.06%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    318000 | PA      | $348195.21    | 0.06%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    864000 | PA      | $884943.39    | 0.16%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    927000 | PA      | $949517.15    | 0.17%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    693000 | PA      | $705712.69    | 0.13%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1033208.51   | 0.19%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1550569.59   | 0.29%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1292373.61   | 0.24%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30797.74     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    172000 | PA      | $184936.64    | 0.03%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $674775.46    | 0.12%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    196000 | PA      | $202211.11    | 0.04%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    730000 | PA      | $721028.23    | 0.13%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                | Vertiv Group Corporation 2025 Term Loan                                          | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   2034837 | PA      | $2043627.98   | 0.38%             | 2032-08-12      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1729406.32   | 0.32%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1095443 | PA      | $1054628.78   | 0.19%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                     | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    116000 | PA      | $111026.48    | 0.02%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $51295.55     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    549000 | PA      | $587891.16    | 0.11%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    536000 | PA      | $544288.17    | 0.10%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    162000 | PA      | $162257.09    | 0.03%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    554000 | PA      | $543538.15    | 0.10%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                             | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185550.74    | 0.03%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                             | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    209000 | PA      | $212649.91    | 0.04%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    172000 | PA      | $182178.47    | 0.03%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    396000 | PA      | $417154.42    | 0.08%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      8000 | PA      | $8180.00      | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vizient Inc                                             | Vizient Inc 2024 Term Loan B                                                     | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |    599412 | PA      | $600539.18    | 0.11%             | 2031-08-01      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $547205.76    | 0.10%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184642.70    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    254000 | PA      | $251722.94    | 0.05%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     22000 | PA      | $22574.86     | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                           | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1338497.49   | 0.25%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAG9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500245.50    | 0.09%             | 2032-10-17      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    304000 | PA      | $322580.78    | 0.06%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                      | Voyager Parent LLC Term Loan B                                                   | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    637402 | PA      | $637071.05    | 0.12%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp                                    | WMG Acquisition Corp 2024 Term Loan J                                            | CUSIP: 92929LBA5<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |   1621711 | PA      | $1625262.55   | 0.30%             | 2031-01-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B2                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   2182039 | PA      | $2183413.22   | 0.40%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1133695.87   | 0.21%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118632.79    | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240647.76    | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    487000 | PA      | $493218.82    | 0.09%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                                      | WR Grace & Co-Conn 2025 Term Loan B                                              | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    438900 | PA      | $438487.43    | 0.08%             | 2032-08-19      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                     | WEC US Holdings Ltd 2024 Term Loan                                               | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   1236663 | PA      | $1238295.18   | 0.23%             | 2031-01-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                           | LUXCO3 SHARES                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     15143 | NS      | $266691.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLENNIUM LENDER CLAIM T                               | MILLENNIUM LENDER CLAIM T 12/49 ZCP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    917752 | PA      | $0.09         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TEXAS COMPETITIVE ELECTRIC HOL                          | Texas Competitive Electric HOL Corp Bond                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780000 | PA      | $0.08         | 0.00%             | 2021-11-10      | Floating      | 5.03%                 | No            |                  3 | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $146707.13    | 0.03%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                               | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   4079242 | NS      | $4079241.51   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIFORGE GROUP INC COMMON STOCK                       | AMERIFORGE GROUP INC COMMON STOCK                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banco Espirito Santo SA                                 | BANCO ESPIRITO SANTO SA SR UNSECURED REGS 01/18 4.75                             | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $25854.40     | 0.00%             | 2022-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                        | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   1051594 | PA      | $1052151.35   | 0.19%             | 2031-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    618000 | PA      | $654044.85    | 0.12%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Berkline Benchcraft Sub No                              | Berkline Benchcraft Sub No                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $0.02         | 0.00%             | 2022-06-01      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Banco Espirito Santo SA                                 | BANCO ESPIRITO SANTO SA                                                          | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $25854.40     | 0.00%             | 2022-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                       | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    941000 | PA      | $968586.01    | 0.18%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $226218.31    | 0.04%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| OLA Netherlands B.V.                                    | OLA Netherlands BV Term Loan                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    612495 | PA      | $607901.38    | 0.11%             | 2026-12-15      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc      | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan            | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    334164 | PA      | $336252.90    | 0.06%             | 2029-07-06      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    556000 | PA      | $569406.27    | 0.10%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $169092.43    | 0.03%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                    | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $122107.45    | 0.02%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAJ2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251968.93    | 0.05%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| WOOF Holdings Inc                                       | WOOF Holdings Inc 2025 First Out Exchange Term Loan                              | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107372 | PA      | $64959.87     | 0.01%             | 2029-12-31      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| WOOF Holdings Inc                                       | WOOF Holdings Inc 2025 Second Out Exchange Term Loan                             | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59889 | PA      | $6587.82      | 0.00%             | 2029-12-31      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    149000 | PA      | $155580.49    | 0.03%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97099.81     | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SERVICE KING (CARNELIAN POINT)                          | SERVICE KING (CARNELIAN POINT)                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1315 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CSC HOLDING                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -297660 | PA      | $-297660.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRVA BGRS HOLDINGS INC                                 | SIRVA BGRS HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $386.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRVA BGRS HOLDINGS PREFERRED                           | SIRVA BGRS HOLDINGS PREFERRED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       107 | NS      | $18660.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP HERENS HOLD                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -162975 | PA      | $-162975.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP CABLEVISION                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -322000 | PA      | $-322000.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP APTIV PLC 4                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -178500 | PA      | $-178500.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP CHARTER COM                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -342656 | PA      | $-342656.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP VERIZON COM                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -662500 | PA      | $-662500.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP BROOKFIELD                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -243815 | PA      | $-243815.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP ATLAS LUXCO                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -623290 | PA      | $-623290.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| SVP SINGER                                              | SVP SINGER                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4245 | NS      | $16449.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                           | RRP MPT OPERATI                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Short            | RA               | CORP              | US        |   -756551 | PA      | $-756551.25   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                           | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Short            | RA               | CORP              | US        |   -784350 | PA      | $-784350.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP TEVA PHARMA                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -103598 | PA      | $-103597.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HEARTHSIDE EQUITY                                       | HEARTHSIDE EQUITY                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4335 | NS      | $65384.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC 6 31JA                            | INCORA TOP HOLDCO LLC 6 31JA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198065 | PA      | $45099.33     | 0.01%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| AIMBRIDGE                                               | AIMBRIDGE                                                                        | CUSIP: 000000000<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | EC               | CORP              | US        |      2749 | NS      | $184897.15    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                   | WOM NEW HOLDCO COMMON                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       549 | NS      | $12627.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                       | RRP CVS HEALTH                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -892500 | PA      | $-892500.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ATHENAHEALT                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -394312 | PA      | $-394312.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -354469 | PA      | $-354468.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP MATADOR RES                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -223215 | PA      | $-223215.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP ADVANCED DR                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -198300 | PA      | $-198300.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -333856 | PA      | $-333856.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                            | VERITAS SERIES G 1 PREFERRED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1576 | NS      | $36248.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WEX INC                                                 | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    339000 | PA      | $347021.08    | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                 | WEX Inc 2024 Term Loan B2                                                        | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    168296 | PA      | $168637.36    | 0.03%             | 2028-03-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                 | WEX Inc 2025 Incremental Term Loan B                                             | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    307675 | PA      | $307419.63    | 0.06%             | 2032-03-05      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                         | Whatabrands LLC 2024 1st Lien Term Loan B                                        | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    423957 | PA      | $424957.53    | 0.08%             | 2028-08-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM CORP CLAIM                                   | MILLENNIUM CORP CLAIM CORPORATE TRUST CLAIMS                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    861100 | PA      | $0.09         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| White Cap Buyer LLC                                     | White Cap Buyer LLC 2024 Term Loan B                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   2144096 | PA      | $2152308.21   | 0.40%             | 2029-10-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| IMPULSORA PIPELINE                                      | Impulsora Pipeline                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240546 | PA      | $1093493.14   | 0.20%             | 2043-01-01      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox Clo II Ltd                                                              | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498805.85    | 0.09%             | 2037-10-24      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   1526000 | PA      | $1578530.03   | 0.29%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251243.23    | 0.05%             | 2035-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    324000 | PA      | $327053.05    | 0.06%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                          | VERITAS SERIES G PREFERRED STO                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2283 | NS      | $53650.50     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    378000 | PA      | $394893.83    | 0.07%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33051.94     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    213000 | PA      | $220154.46    | 0.04%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                           | Wilsonart LLC 2024 Term Loan B                                                   | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |   1672994 | PA      | $1618621.83   | 0.30%             | 2031-08-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| WILSONART LLC                                           | Wilsonart LLC                                                                    | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    305000 | PA      | $272542.57    | 0.05%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1060267.27   | 0.20%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                 | Windstream Services LLC 2025 Term Loan B                                         | CUSIP: 97381JAK9<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |    709000 | PA      | $710772.50    | 0.13%             | 2032-10-06      | Floating      | 7.72%                 | No            |                  3 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                 | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    351000 | PA      | $359812.87    | 0.07%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                             | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $833561.01    | 0.15%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                    | WOM Chile Holdco SpA                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    179060 | PA      | $163839.90    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WOM MOBILE SA                                           | WOM Mobile SA                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |     12329 | PA      | $12148.75     | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $875711.17    | 0.16%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                            | Wyndham Hotels & Resorts Inc 2024 Term Loan                                      | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    676417 | PA      | $677593.93    | 0.12%             | 2030-05-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    513000 | PA      | $516039.23    | 0.09%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $501006.73    | 0.09%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $194270.40    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $406301.80    | 0.07%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $998020.00    | 0.18%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    121000 | PA      | $124882.29    | 0.02%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    576000 | PA      | $585384.45    | 0.11%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    547000 | PA      | $574148.16    | 0.11%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| X.AI Corp                                               | XAI Corp Term Loan                                                               | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1203612 | PA      | $1186208.26   | 0.22%             | 2030-06-28      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2356072 | PA      | $2238268.40   | 0.41%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    250101 | PA      | $229467.67    | 0.04%             | 2030-09-09      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                 | Zayo Group Holdings Inc 2025 USD Term Loan                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2161920 | PA      | $2045933.39   | 0.38%             | 2030-03-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120945.71    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                                     | AllSpring Buyer LLC 2024 Term Loan B                                             | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319391 | PA      | $320888.92    | 0.06%             | 2030-11-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                | Zelis Payments Buyer Inc Term Loan B                                             | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    636760 | PA      | $629863.39    | 0.12%             | 2029-09-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                | Zelis Payments Buyer Inc 5th Amendment Term Loan                                 | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |   1182060 | PA      | $1171716.98   | 0.22%             | 2031-11-26      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $200871.20    | 0.04%             | 2030-02-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $189046.26    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $366155.02    | 0.07%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -841252 | PA      | $-841252.50   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CARVANA CO                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -690046 | PA      | $-690045.59   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -593667 | PA      | $-593667.04   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1623000 | PA      | $-1623000.00  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CLARIVATE S                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -625975 | PA      | $-625975.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP SOTHEBYS 5.                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -350509 | PA      | $-350508.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP SERVICE PRO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -154000 | PA      | $-154000.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -634432 | PA      | $-634432.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -247180 | PA      | $-247180.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP JPMORGAN CH                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -3760000 | PA      | $-3760000.00  | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP SOTHEBYS 7.                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -618445 | PA      | $-618445.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP AT+T INC 4.                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1297688 | PA      | $-1297687.50  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CAESARS ENT                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1045791 | PA      | $-1045791.25  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -936424 | PA      | $-936423.75   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP BANK OF AME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -4126875 | PA      | $-4126875.00  | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CENTRAL PAR                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -62562 | PA      | $-62562.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP MADISON IAQ                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -462590 | PA      | $-462590.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -777225 | PA      | $-777225.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ATI INC 5.8                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -115094 | PA      | $-115093.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP SCIENTIFIC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -167200 | PA      | $-167200.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -791798 | PA      | $-791798.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP US ACUTE CA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -224910 | PA      | $-224910.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CALPINE COR                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -95798 | PA      | $-95797.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -184092 | PA      | $-184092.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ORGANON + C                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -173250 | PA      | $-173250.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP OUTFRONT ME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -243840 | PA      | $-243840.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ATI INC 7.2                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -461092 | PA      | $-461092.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CALPINE COR                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -789312 | PA      | $-789312.50   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ORACLE CORP                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -509269 | PA      | $-509268.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP BARCLAYS PL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1862080 | PA      | $-1862080.00  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP PNC FINANCI                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -474375 | PA      | $-474375.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP POST HOLDIN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -100595 | PA      | $-100595.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CAPITAL ONE                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -437250 | PA      | $-437250.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP BOOST NEWCO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -746000 | PA      | $-746000.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CENTRAL PAR                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -209050 | PA      | $-209050.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP BIG RIVER S                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -748572 | PA      | $-748572.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP HUSKY IMS C                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -714139 | PA      | $-714138.75   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -447942 | PA      | $-447942.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP RAVEN ACQUI                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -273458 | PA      | $-273457.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP DARLING ING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -221921 | PA      | $-221921.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP INTESA SANP                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -160862 | PA      | $-160862.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP FERTITTA EN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -332995 | PA      | $-332995.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP CONSTELLIUM                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -400000 | PA      | $-400000.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ROCKCLIFF E                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -263145 | PA      | $-263145.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ENERGY TRAN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -406858 | PA      | $-406857.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP VIAVI SOLUT                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -87290 | PA      | $-87290.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP TENET HEALT                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -204688 | PA      | $-204687.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP GARDA WORLD                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -761880 | PA      | $-761880.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP LAMB WESTON                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -206242 | PA      | $-206242.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP TALLGRASS E                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -401528 | PA      | $-401527.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP WYNN RESORT                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -408598 | PA      | $-408597.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -914232 | PA      | $-914232.50   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP DIGICEL INT                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -808498 | PA      | $-808497.67   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP VERTIV GROU                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -329175 | PA      | $-329175.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP BEACH ACQUI                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -719152 | PA      | $-719152.50   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP NISSAN MOTO                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -582902 | PA      | $-582902.10   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -647100 | PA      | $-647100.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP HOWDEN UK R                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -725440 | PA      | $-725440.32   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -934895 | PA      | $-934895.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP CELANESE US                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -138465 | PA      | $-138465.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP GRAY MEDIA                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -439580 | PA      | $-439580.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP GRAFTECH GL                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |    -94250 | PA      | $-94250.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1258456 | PA      | $-1258456.25  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP GARDA WORLD                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -564558 | PA      | $-564557.50   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP HEALTHPEAK                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -875000 | PA      | $-875000.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP ELEVANCE HE                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -950000 | PA      | $-950000.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP STANDARD BU                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -580469 | PA      | $-580468.75   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP NOVELIS COR                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -624608 | PA      | $-624607.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CROWN AMERI                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -506850 | PA      | $-506850.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP NCL CORPORA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -615897 | PA      | $-615896.66   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP GARDA WORLD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -485450 | PA      | $-485450.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP ACADIA HEAL                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |    -96094 | PA      | $-96093.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CVS HEALTH                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -603250 | PA      | $-603250.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ALLY FINANC                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1772500 | PA      | $-1772500.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP QUIKRETE HO                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1125372 | PA      | $-1125372.50  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP NOVELIS COR                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -327990 | PA      | $-327990.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP HERC HOLDIN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -33975 | PA      | $-33975.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ROCKET COMP                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -654089 | PA      | $-654089.35   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ROCKET COMP                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -398688 | PA      | $-398688.20   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP CAMELOT FIN                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -51920 | PA      | $-51920.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP FAIR ISAAC                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1047611 | PA      | $-1047611.25  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP STANDARD BU                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -307110 | PA      | $-307110.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NOVELIS COR                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -750350 | PA      | $-750350.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CLYDESDALE                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -376675 | PA      | $-376675.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP FERTITTA EN                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -112370 | PA      | $-112370.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CIVITAS RES                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -179224 | PA      | $-179223.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP WYNN MACAU                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -376084 | PA      | $-376084.19   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ENERGY TRAN                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -3545000 | PA      | $-3545000.00  | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CONSTELLIUM                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -310685 | PA      | $-310685.36   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP COLOMBIA (R                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -214561 | PA      | $-214561.09   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP STAGWELL GL                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -94056 | PA      | $-94056.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP RHP HOTEL P                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -131075 | PA      | $-131075.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP FIBERCOP SP                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -218828 | PA      | $-218828.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TRANSOCEAN                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -232234 | PA      | $-232233.61   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ARDAGH META                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1439680 | PA      | $-1439680.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP AMERICAN AI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -312885 | PA      | $-312885.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SERVICE COR                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -326988 | PA      | $-326987.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MEDLINE BOR                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1173619 | PA      | $-1173618.75  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -95290 | PA      | $-95290.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP BOMBARDIER                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -258445 | PA      | $-258445.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NRG ENERGY                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -762550 | PA      | $-762550.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TRANSOCEAN                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -37159 | PA      | $-37159.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -76800 | PA      | $-76800.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CHILE (REPU                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -163272 | PA      | $-163271.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP COMMSCOPE L                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -510351 | PA      | $-510351.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP BELRON UK F                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -761852 | PA      | $-761851.60   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -775030 | PA      | $-775030.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MATCH GROUP                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -131771 | PA      | $-131771.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP LAMB WESTON                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -288210 | PA      | $-288210.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP LEVEL 3 FIN                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1440200 | PA      | $-1440200.00  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -390816 | PA      | $-390815.70   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CLEARWAY EN                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -263306 | PA      | $-263306.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SCIENCE APP                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -106502 | PA      | $-106502.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1266509 | PA      | $-1266508.75  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -358531 | PA      | $-358531.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP LCM INVESTM                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -270322 | PA      | $-270322.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -773342 | PA      | $-773342.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1369918 | PA      | $-1369917.50  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP SS+C TECHNO                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -344850 | PA      | $-344850.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ROCKET COMP                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -853905 | PA      | $-853905.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NRG ENERGY                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -259290 | PA      | $-259290.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SERVICE COR                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -530980 | PA      | $-530980.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP BLOCK INC 6                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1226619 | PA      | $-1226618.75  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MGM RESORTS                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -252200 | PA      | $-252200.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP 1011778 BC                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -320288 | PA      | $-320287.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP USA COMPRES                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -276814 | PA      | $-276813.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP VAIL RESORT                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -321598 | PA      | $-321597.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -818370 | PA      | $-818370.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1124955 | PA      | $-1124955.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP IQVIA INC 6                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -516385 | PA      | $-516385.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP LEVEL 3 FIN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1770624 | PA      | $-1770623.68  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP MILLROSE PR                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -446781 | PA      | $-446781.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP RHP HOTEL P                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -309082 | PA      | $-309082.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP OUTFRONT ME                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -193972 | PA      | $-193972.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ROCKET COMP                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1047188 | PA      | $-1047187.50  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP US FOODS IN                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -172500 | PA      | $-172500.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -209444 | PA      | $-209443.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA        | RRP SENSATA TEC                                                                  | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -349751 | PA      | $-349751.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                            | RRP NRG ENERGY                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Short            | RA               | CORP              | US        |  -1287200 | PA      | $-1287200.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1275920 | PA      | $-1275920.00  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HILTON DOME                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -143260 | PA      | $-143260.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BOMBARDIER                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -256648 | PA      | $-256647.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ELEMENT SOL                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1127912 | PA      | $-1127912.50  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CHOBANI LLC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -422725 | PA      | $-422725.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP COMSTOCK RE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -398700 | PA      | $-398700.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SIRIUS XM R                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -441225 | PA      | $-441225.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP INVERSION E                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -532475 | PA      | $-532475.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP EG GLOBAL F                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -313171 | PA      | $-313171.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP RAKUTEN GRO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -389216 | PA      | $-389215.76   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1092960 | PA      | $-1092960.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ARCOSA INC                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -211990 | PA      | $-211990.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ATI INC 5.1                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -195381 | PA      | $-195381.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VALLOUREC S                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -320569 | PA      | $-320569.42   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP DIRECTV FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -660880 | PA      | $-660880.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -129806 | PA      | $-129806.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP STAR HOLDIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -236160 | PA      | $-236160.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BROOKFIELD                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -178942 | PA      | $-178942.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -672016 | PA      | $-672016.40   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MAYA SAS 8.                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -489782 | PA      | $-489782.29   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PERFORMANCE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -154114 | PA      | $-154113.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HUB INTERNA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -4220081 | PA      | $-4220081.25  | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP AHP HEALTH                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -317831 | PA      | $-317831.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -54186 | PA      | $-54186.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ELLUCIAN HO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -350026 | PA      | $-350026.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SEAGATE DAT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -552947 | PA      | $-552947.02   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GFL ENVIRON                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -109656 | PA      | $-109656.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SERVICE COR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -224536 | PA      | $-224536.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UNIVISION C                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -333554 | PA      | $-333553.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP AECOM 6.0 0                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -577019 | PA      | $-577018.75   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP AXALTA COAT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -269118 | PA      | $-269117.94   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ARCHROCK PA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -475324 | PA      | $-475323.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UBS AG (STA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1173000 | PA      | $-1173000.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ANYWHERE RE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -259335 | PA      | $-259335.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CHURCHILL D                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -642206 | PA      | $-642206.25   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PENNYMAC FI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -145225 | PA      | $-145225.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1459575 | PA      | $-1459575.08  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VISTRA OPER                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -382622 | PA      | $-382622.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MPLX LP                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -178756 | PA      | $-178756.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -349363 | PA      | $-349363.48   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CHOBANI LLC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1293232 | PA      | $-1293232.50  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VISTRA OPER                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -173075 | PA      | $-173075.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP QXO BUILDIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -878489 | PA      | $-878488.75   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -829347 | PA      | $-829347.28   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WINDSTREAM                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -959500 | PA      | $-959500.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BRAND INDUS                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1329660 | PA      | $-1329660.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SENSATA TEC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -214515 | PA      | $-214515.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HOWARD MIDS                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -107809 | PA      | $-107808.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -706879 | PA      | $-706878.75   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PERFORMANCE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -261765 | PA      | $-261765.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MATADOR RES                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -291259 | PA      | $-291258.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CARNIVAL CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -619944 | PA      | $-619944.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MAYA SAS 7.                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -204438 | PA      | $-204437.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP EMRLD BORRO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1713548 | PA      | $-1713547.50  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NGL ENERGY                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -203835 | PA      | $-203835.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ABBVIE INC                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -975000 | PA      | $-975000.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CARNIVAL CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -171350 | PA      | $-171350.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WILLIAMS SC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -361430 | PA      | $-361430.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP RHP HOTEL P                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -146610 | PA      | $-146610.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP EFESTO BIDC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -893909 | PA      | $-893908.96   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CLARIOS GLO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -642105 | PA      | $-642105.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PANTHER ESC                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2442375 | PA      | $-2442375.00  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FIBERCOP SP                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -183792 | PA      | $-183792.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CAPSTONE BO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -479460 | PA      | $-479460.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP KIMMERIDGE                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -488588 | PA      | $-488587.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CAESARS ENT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -207372 | PA      | $-207372.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP STANDARD BU                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -470535 | PA      | $-470535.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP AXALTA COAT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -259875 | PA      | $-259875.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SERVICE PRO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -265050 | PA      | $-265050.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -303412 | PA      | $-303412.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ONEMAIN FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -359825 | PA      | $-359825.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MELCO RESOR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -252787 | PA      | $-252787.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UNION PACIF                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -453750 | PA      | $-453750.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP 1011778 BC                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -123112 | PA      | $-123112.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MEDLINE BOR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -552825 | PA      | $-552825.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FOCUS FINAN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -245079 | PA      | $-245078.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CLEARWAY EN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -129231 | PA      | $-129231.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP TRANSCONTIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -266000 | PA      | $-266000.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WASTE PRO U                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -906889 | PA      | $-906888.75   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP UWM HOLDING                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -228992 | PA      | $-228992.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -297122 | PA      | $-297122.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VIKING CRUI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -552325 | PA      | $-552325.01   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ING GROEP N                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1561455 | PA      | $-1561455.00  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ONEMAIN FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -175061 | PA      | $-175061.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP GFL ENVIRON                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -247650 | PA      | $-247650.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP BOMBARDIER                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -504738 | PA      | $-504737.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP RR DONNELLE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -554641 | PA      | $-554641.25   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ECHOSTAR CO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -697810 | PA      | $-697809.93   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CABLE ONE I                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -537795 | PA      | $-537795.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP REPUBLIC SE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -714375 | PA      | $-714375.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP OLYMPUS WAT                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -555770 | PA      | $-555770.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -261515 | PA      | $-261515.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CHART INDUS                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -413110 | PA      | $-413110.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HOWDEN UK R                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1525552 | PA      | $-1525552.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP WARNERMEDIA                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1150220 | PA      | $-1150220.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP BROADCOM IN                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -528033 | PA      | $-528033.33   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP LCM INVESTM                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -164471 | PA      | $-164471.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP NCL CORPORA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -49512 | PA      | $-49512.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NCL CORPORA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -88425 | PA      | $-88424.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO LLC                                  | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |    -23415 | PA      | $-23415.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP BLOCK INC 6                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -419062 | PA      | $-419062.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP OLYMPUS WAT                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1017900 | PA      | $-1017900.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CLYDESDALE                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -714350 | PA      | $-714350.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NEPTUNE BID                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -377775 | PA      | $-377775.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -607712 | PA      | $-607712.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP NGL ENERGY                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -657802 | PA      | $-657802.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP UBS GROUP A                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -422764 | PA      | $-422764.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HILCORP ENE                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -285950 | PA      | $-285950.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP USA COMPRES                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -504781 | PA      | $-504781.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CHEMOURS CO                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -483120 | PA      | $-483120.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1518248 | PA      | $-1518247.50  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP WHITE CAP S                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1390568 | PA      | $-1390567.50  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ARES STRATE                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -164062 | PA      | $-164062.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP ARES STRATE                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -212300 | PA      | $-212300.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP NRG ENERGY                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -547375 | PA      | $-547375.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -776220 | PA      | $-776220.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ION PLATFOR                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -991213 | PA      | $-991213.40   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP VITAL ENERG                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -136965 | PA      | $-136965.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP WULF COMPUT                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -790500 | PA      | $-790500.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CIPHER COMP                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -547976 | PA      | $-547976.25   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -424284 | PA      | $-424283.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP LIFEPOINT H                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -611100 | PA      | $-611100.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP LEVEL 3 FIN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -434768 | PA      | $-434767.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1235362 | PA      | $-1235362.50  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ADT SECURIT                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -411098 | PA      | $-411097.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP WEATHERFORD                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -473235 | PA      | $-473235.09   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP VITAL ENERG                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -222269 | PA      | $-222268.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP PANAMA REPU                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -211207 | PA      | $-211207.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MEXICO (UNI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -189546 | PA      | $-189545.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP GRAY MEDIA                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -397425 | PA      | $-397425.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ONEMAIN FIN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -386100 | PA      | $-386100.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CLEVELAND C                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -403132 | PA      | $-403132.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP DIRECTV FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -434995 | PA      | $-434995.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CENTURY COM                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -160674 | PA      | $-160673.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP COREWEAVE I                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -250860 | PA      | $-250860.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                 | RRP BLUE OWL CA                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -82425 | PA      | $-82425.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HARVEST MID                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -107240 | PA      | $-107240.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MAUSER PACK                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3230677 | PA      | $-3230676.61  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -872760 | PA      | $-872760.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP OMNICOM GRO                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -125715 | PA      | $-125714.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -634402 | PA      | $-634402.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTREX EQUITY                                          | FORTREX EQUITY                                                                   | CUSIP: 000000000<br>LEI: 549300P2EZ5HE2FQC398 | Long             | EC               | CORP              | US        |      3500 | NS      | $94500.00     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VALARIS LTD                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -229001 | PA      | $-229001.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -402360 | PA      | $-402360.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -383332 | PA      | $-383332.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CLARIOS US                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -793904 | PA      | $-793903.75   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP SNAP INC 6.                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -430920 | PA      | $-430920.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP TENET HEALT                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -407812 | PA      | $-407812.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -361725 | PA      | $-361725.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP W R GRACE H                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -435256 | PA      | $-435256.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP XPLR INFRAS                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -514800 | PA      | $-514800.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP KAISER ALUM                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -385082 | PA      | $-385082.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP NISSAN MOTO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -411435 | PA      | $-411435.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CCO HOLDING                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -381031 | PA      | $-381031.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP EXCHANGE IO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -357852 | PA      | $-357851.91   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SOLSTICE AD                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -384606 | PA      | $-384606.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP PHOENIX AVI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -495743 | PA      | $-495743.19   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ALBION FINA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -460739 | PA      | $-460739.44   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP HOWARD MIDS                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -293562 | PA      | $-293562.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FGOLD 20YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -695347 | PA      | $-695346.62   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 30YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -5237048 | PA      | $-5237047.92  | -0.96%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 20YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2414626 | PA      | $-2414625.95  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FHLMC 20YR                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1933454 | PA      | $-1933453.86  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR F                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1380586 | PA      | $-1380585.76  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                               | RRP FNMA 30YR U                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -419554 | PA      | $-419554.27   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VIKING CRUI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -504631 | PA      | $-504631.12   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -68529 | PA      | $-68528.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ASCENT RESO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -165325 | PA      | $-165325.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP ONEMAIN FIN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -313500 | PA      | $-313500.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                             | RRP WYNN MACAU                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | Short            | RA               | CORP              | US        |   -698447 | PA      | $-698446.67   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP NOVELIS COR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -460688 | PA      | $-460687.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP AVANTOR FUN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -316399 | PA      | $-316398.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP JONES DESLA                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -547942 | PA      | $-547942.50   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -855440 | PA      | $-855440.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP VIRGIN MEDI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -415755 | PA      | $-415754.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP DIRECTV FIN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -222938 | PA      | $-222937.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP BLOCK INC                                                                    | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -302470 | PA      | $-302470.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP NOBLE FINAN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -37860 | PA      | $-37860.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP HEALTHEQUIT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -455100 | PA      | $-455100.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP ENBRIDGE IN                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1552500 | PA      | $-1552500.00  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP VMED O2 UK                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -279824 | PA      | $-279824.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP CONNECT FIN                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -341590 | PA      | $-341590.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP SUNRISE FIN                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -182455 | PA      | $-182454.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP ITT HOLDING                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -252534 | PA      | $-252533.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP OPTION CARE                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -180381 | PA      | $-180381.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP KAISER ALUM                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -554400 | PA      | $-554400.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP PERMIAN RES                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -177352 | PA      | $-177352.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP SERVICE PRO                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1118448 | PA      | $-1118447.50  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP SURGERY CEN                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -478906 | PA      | $-478906.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -187931 | PA      | $-187931.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP VOLTAGRID L                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -1220966 | PA      | $-1220966.25  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -776520 | PA      | $-776520.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ROCKET MORT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -349129 | PA      | $-349128.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SERVICE COR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -179392 | PA      | $-179392.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CONSTELLIUM                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -533176 | PA      | $-533176.35   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP FRONTIER CO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -298191 | PA      | $-298191.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CIVITAS RES                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -186470 | PA      | $-186470.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP DEUTSCHE BA                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1062534 | PA      | $-1062534.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SURGERY CEN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -77391 | PA      | $-77391.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP GENERAL MOT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1006250 | PA      | $-1006250.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ICAHN ENTER                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -82305 | PA      | $-82305.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SHIFT4 PAYM                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -655314 | PA      | $-655313.75   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP LIGHT AND W                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -69709 | PA      | $-69708.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP MAJORDRIVE                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -133166 | PA      | $-133166.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP HCA INC                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -601250 | PA      | $-601250.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP LEVEL 3 FIN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -335160 | PA      | $-335160.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP LAMB WESTON                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -145750 | PA      | $-145750.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP MEDLINE BOR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -319725 | PA      | $-319725.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP TK ELEVATOR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1171489 | PA      | $-1171489.22  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -509595 | PA      | $-509595.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP LIVE NATION                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -98905 | PA      | $-98905.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLEAR CHANN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -250800 | PA      | $-250800.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP RESIDEO FUN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -180550 | PA      | $-180550.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP STANDARD BU                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -380816 | PA      | $-380816.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP COHERENT CO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -228750 | PA      | $-228750.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP AMENTUM HOL                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -70361 | PA      | $-70361.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CHS/COMMUNI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -586845 | PA      | $-586845.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ALBERTSONS                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -108768 | PA      | $-108767.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP GARRETT MOT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -88840 | PA      | $-88839.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP BALL CORPOR                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -116438 | PA      | $-116437.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ILIAD HOLDI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -263956 | PA      | $-263955.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SINCLAIR TE                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -526456 | PA      | $-526456.25   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ENERGY TRAN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -309306 | PA      | $-309306.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP USI INC                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -357722 | PA      | $-357722.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP PERMIAN RES                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -302820 | PA      | $-302820.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ALPHA GENER                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -233594 | PA      | $-233593.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CAESARS ENT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -452344 | PA      | $-452343.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP PENNYMAC FI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -213495 | PA      | $-213495.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP KODIAK GAS                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -398750 | PA      | $-398750.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP COMMSCOPE L                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -168922 | PA      | $-168922.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP WAND NEWCO                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -494862 | PA      | $-494862.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SBA COMMUNI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -424118 | PA      | $-424117.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLARIVATE S                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -636864 | PA      | $-636863.75   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ATHENAHEALT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1940715 | PA      | $-1940715.00  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLYDESDALE                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -334661 | PA      | $-334661.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP FTAI AVIATI                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -546620 | PA      | $-546620.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP OUTFRONT ME                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -79180 | PA      | $-79180.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ALLIANT HOL                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -468682 | PA      | $-468682.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CELESTIAL S                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -965055 | PA      | $-965055.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CLOUD SOFTW                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1684855 | PA      | $-1684855.00  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ICAHN ENTER                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -452904 | PA      | $-452903.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP TEREX CORPO                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -133300 | PA      | $-133300.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP HUB INTERNA                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2245750 | PA      | $-2245750.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP KODIAK GAS                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -187500 | PA      | $-187500.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP FORTRESS IN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -355039 | PA      | $-355038.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP XPLR INFRAS                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -443754 | PA      | $-443753.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CRESCENT EN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -203726 | PA      | $-203726.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP MCAFEE CORP                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -206256 | PA      | $-206256.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CARVANA CO                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -775097 | PA      | $-775097.30   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP CARVANA CO                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -54256 | PA      | $-54256.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP TENET HEALT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -352908 | PA      | $-352907.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP WYNN RESORT                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -389880 | PA      | $-389880.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP SABRE GLBL                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -19724 | PA      | $-19723.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP SABRE GLBL                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -207394 | PA      | $-207393.62   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP CRESCENT EN                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -182825 | PA      | $-182825.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP TRANSOCEAN                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -92825 | PA      | $-92824.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP BAUSCH + LO                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1189702 | PA      | $-1189702.50  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP GFL ENVIRON                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -341719 | PA      | $-341718.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP UBS GROUP A                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -4202240 | PA      | $-4202240.00  | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP UBS GROUP A                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -188082 | PA      | $-188082.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP NORDEA BANK                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -479522 | PA      | $-479522.40   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP LLOYDS BANK                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -392067 | PA      | $-392067.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ARDONAGH FI                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1096185 | PA      | $-1096185.45  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP SABLE INTER                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -466817 | PA      | $-466817.45   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ARDONAGH GR                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1212007 | PA      | $-1212006.51  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP LIMA METRO                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2338312 | PA      | $-2338312.42  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ARDAGH GROU                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -544959 | PA      | $-544959.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP PNC FINANCI                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -112752 | PA      | $-112752.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP NRG ENERGY                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -418100 | PA      | $-418100.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ARCHROCK PA                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -245168 | PA      | $-245167.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP UNIVISION C                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -565360 | PA      | $-565360.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP TENNECO LLC                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -396375 | PA      | $-396375.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP COMSTOCK RE                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -301818 | PA      | $-301817.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP CHOBANI HOL                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1231704 | PA      | $-1231703.70  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ZAYO GROUP                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1390359 | PA      | $-1390358.97  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP BLUE OWL CA                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -220212 | PA      | $-220212.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP STAR PARENT                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -874088 | PA      | $-874087.50   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -590782 | PA      | $-590782.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ARSENAL AIC                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -775678 | PA      | $-775677.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP AMERICAN WA                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -830250 | PA      | $-830250.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP TRANSDIGM I                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -868480 | PA      | $-868480.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP UNITED RENT                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -456628 | PA      | $-456627.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP NORTHROP GR                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -447000 | PA      | $-447000.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP BEIGNET INV                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -7177000 | PA      | $-7177000.00  | -1.32%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP ELECTRONIC                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -148590 | PA      | $-148590.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP CVS HEALTH                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2357525 | PA      | $-2357525.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP PG+E CORPOR                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1870200 | PA      | $-1870200.00  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP NEXTERA ENE                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2864062 | PA      | $-2864062.50  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP VENTURE GLO                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1447380 | PA      | $-1447380.00  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP UKG INC 6.8                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1649062 | PA      | $-1649062.50  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP SABRE GLBL                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |    -68850 | PA      | $-68850.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP BROADCOM IN                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1534225 | PA      | $-1534225.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP JPMORGAN CH                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -2590250 | PA      | $-2590250.00  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP VENTAS REAL                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -628062 | PA      | $-628062.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP JPMORGAN CH                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -288844 | PA      | $-288843.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP MORGAN STAN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |  -2603250 | PA      | $-2603250.00  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ENERGY TRAN                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -226775 | PA      | $-226775.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP ALEXANDRIA                                                                   | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -326250 | PA      | $-326250.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP INVESTMENTS INC                              | RRP GLENCORE FU                                                                  | CUSIP: 000000000<br>LEI: H85Z6XZP8B10ES0M2G89 | Short            | RA               | CORP              | US        |   -496830 | PA      | $-496830.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP ENEL FINANC                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -842733 | PA      | $-842733.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP GUATEMALA R                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -210855 | PA      | $-210854.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP DOMINICAN R                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -188385 | PA      | $-188385.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MGM CHINA H                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -238481 | PA      | $-238480.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP EGYPT (ARAB                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -169506 | PA      | $-169506.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SOUTH AFRIC                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -172683 | PA      | $-172682.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP MELCO RESOR                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -195594 | PA      | $-195594.40   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MOROCCO (KI                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -182499 | PA      | $-182498.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP MONG DUONG                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -136743 | PA      | $-136743.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP GCAT 22 NQM                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1078773 | PA      | $-1078773.25  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP ROCKT 21 3A                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2710467 | PA      | $-2710466.66  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                     | RRP VERUS 22 3                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -956954 | PA      | $-956953.54   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                                 | RRP JELD WEN HO                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -105668 | PA      | $-105667.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP SMYRNA READ                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -37572 | PA      | $-37572.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | RRP GRAY MEDIA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -227695 | PA      | $-227695.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP BAT CAPITAL                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -540700 | PA      | $-540700.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP STATE STREE                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -155928 | PA      | $-155927.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP ORACLE CORP                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -431875 | PA      | $-431875.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP QUALCOMM IN                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -477750 | PA      | $-477750.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP NATWEST GRO                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -628910 | PA      | $-628910.10   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | RRP ANHEUSER BU                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -651665 | PA      | $-651665.04   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                    | RRP CHOBANI HOL                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |      -566 | PA      | $-566.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                 | RRP APOLLO DEBT                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -160351 | PA      | $-160351.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SABRE GLBL                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -63960 | PA      | $-63960.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                     | RRP SABRE GLBL                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -104608 | PA      | $-104608.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                   | RRP IRON MOUNTA                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -74392 | PA      | $-74392.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                | RRP ALLIED UNIV                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1034344 | PA      | $-1034343.75  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                                | INNIO Group Holding GmbH 2025 Term Loan B2                                       | CUSIP: 000000000<br>LEI: 2549000WCDQX6ZM7AW92 | Long             | LON              | CORP              | AT        |    439000 | PA      | $440097.50    | 0.08%             | 2028-11-02      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BERKLINE BENCHCRAFT EQ LLC                              | BERKLINE BENCHCRAFT EQ LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3155 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TMK HAWK MIDCO CORP 1                                   | TMK HAWK MIDCO CORP 1                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10062 | NS      | $70435.61     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $4000.00      | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    156000 | PA      | $160816.29    | 0.03%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      2400 | PA      | $2747.14      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    100000 | PA      | $118401.40    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    163000 | PA      | $190622.80    | 0.04%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $126549.73    | 0.02%             | 2029-09-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                        | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121487.17    | 0.02%             | 2028-11-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231827.51    | 0.04%             | 2027-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2000.00      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    311000 | PA      | $366771.19    | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2000.00      | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     22545 | PA      | $22297.01     | 0.00%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $127589.49    | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2000.00      | 0.00%             | 2023-10-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                | Novelis Sheet Ingot GmbH                                                         | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $229544.16    | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $118947.80    | 0.02%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                  | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117518.35    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $126275.44    | 0.02%             | 2030-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $122445.19    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    115000 | PA      | $139036.08    | 0.03%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     13970 | PA      | $16428.23     | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     90000 | PA      | $109438.81    | 0.02%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                       | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $125229.57    | 0.02%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $121399.96    | 0.02%             | 2029-08-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109098.19    | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    330000 | PA      | $399711.23    | 0.07%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                  | TUI AG                                                                           | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $121575.97    | 0.02%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $122702.41    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                      | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $135553.60    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                 | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $125561.28    | 0.02%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118871.93    | 0.02%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121514.81    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122196.66    | 0.02%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $125369.94    | 0.02%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $114528.34    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $123135.55    | 0.02%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121242.19    | 0.02%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118480.58    | 0.02%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118876.57    | 0.02%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $121989.91    | 0.02%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $111147.35    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     42427 | PA      | $50741.77     | 0.01%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                            | Afflelou SAS                                                                     | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $122255.31    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     24000 | PA      | $23832.00     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                 | Titanium 2l Bondco Sarl                                                          | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $21082.28     | 0.00%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                         | OEG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122844.76    | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $143221.64    | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $126878.30    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                          | ADLER Group SA                                                                   | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EC               | CORP              | LU        |     33168 | NS      | $0.39         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PUBLIC POWER CORP                                       | Public Power Corp SA                                                             | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | DBT              | CORP              | GR        |    100000 | PA      | $120274.51    | 0.02%             | 2031-10-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118494.90    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                  | B&M European Value Retail SA                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $132653.62    | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121319.61    | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                        | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118752.36    | 0.02%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                 | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $120567.06    | 0.02%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IRCA SPA                                                | Irca SpA/Gallarate                                                               | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $119421.54    | 0.02%             | 2029-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $123295.77    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     56175 | PA      | $72306.81     | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $122120.14    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |    260000 | PA      | $317512.37    | 0.06%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     33000 | PA      | $40745.11     | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119768.67    | 0.02%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119966.20    | 0.02%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118563.82    | 0.02%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117135.90    | 0.02%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     13000 | PA      | $15893.15     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | Opal Bidco SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121231.73    | 0.02%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                               | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $119519.71    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                         | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $135958.64    | 0.03%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $324944.24    | 0.06%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    145000 | PA      | $174384.64    | 0.03%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                               | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118698.70    | 0.02%             | 2032-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                     | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123746.73    | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                     | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123746.73    | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123805.97    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    295000 | PA      | $351620.51    | 0.06%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $119415.68    | 0.02%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $119439.63    | 0.02%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119055.95    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $214300.70    | 0.04%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                 | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |     27005 | PA      | $30381.54     | 0.01%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $119280.86    | 0.02%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    435000 | PA      | $520440.71    | 0.10%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120068.21    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                            | Carnival PLC                                                                     | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $470006.51    | 0.09%             | 2031-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                       | Paprec Holding SA                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118080.43    | 0.02%             | 2030-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109569.22    | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $120658.18    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    145000 | PA      | $174762.16    | 0.03%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                  | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116238.17    | 0.02%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $143213.90    | 0.03%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                    | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    360000 | PA      | $437173.82    | 0.08%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                    | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $223042.11    | 0.04%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $119060.94    | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                | Alexandrite Lake Lux Holdings Sarl                                               | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $119547.22    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                           | Luna 1.5 Sarl                                                                    | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $122200.35    | 0.02%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                           | Luna 1.5 Sarl                                                                    | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $244400.70    | 0.04%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118548.30    | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                     | Silgan Holdings Inc                                                              | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    305000 | PA      | $363273.36    | 0.07%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK I HOLDING                                   | Sobha Sukuk I Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 254900VZENPT8NAXW686 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $199950.50    | 0.04%             | 2030-09-11      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    100000 | PA      | $114279.27    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    500000 | PA      | $571396.34    | 0.11%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                          | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115216.61    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRA GROUP EUROPE HOLDING                                | PRA Group Europe Holding II Sarl                                                 | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $114582.00    | 0.02%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     11000 | PA      | $12300.23     | 0.00%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113723.64    | 0.02%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118580.98    | 0.02%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16000 | PA      | $18679.09     | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $119274.10    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                         | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $215484.54    | 0.04%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $136137.58    | 0.03%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KING US BIDCO INC                                       | King US Bidco Inc                                                                | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118628.79    | 0.02%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118256.85    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113186.32    | 0.02%             | 2030-06-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                         | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118419.83    | 0.02%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $120349.70    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $117180.31    | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -101 | NC      | $79909.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -267 | NC      | $119493.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -19 | NC      | $25341.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       820 | NC      | $-54251.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       641 | NC      | $86539.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        70 | NC      | $-10405.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -39 | NC      | $5723.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenet Financing USD LLC                               | Telenet Financing USD LLC 2020 USD Term Loan AR                                  | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |    180000 | PA      | $179865.00    | 0.03%             | 2028-04-30      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SIRVA Worldwide Inc                                     | SIRVA Worldwide Inc 2024 Term Loan                                               | CUSIP: 000000000<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    253680 | PA      | $96398.42     | 0.02%             | 2029-08-20      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                                    | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    105051 | PA      | $106582.54    | 0.02%             | 2029-12-21      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| STITCH AQUISITION CORPORATION                           | Stitch Aquisition Corporation 2024 2nd Out Term Loan                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59373 | PA      | $47794.94     | 0.01%             | 2029-12-31      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                                   | DK Crown Holdings Inc 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1061662 | PA      | $1061471.09   | 0.20%             | 2032-03-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| H-Food Holdings LLC                                     | H-Food Holdings LLC 2025 Exit Term Loan                                          | CUSIP: 000000000<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |     70035 | PA      | $70350.61     | 0.01%             | 2030-03-29      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                      | Whitewater Matterhorn Holdings LLC 2025 Term Loan B                              | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |    140000 | PA      | $140414.40    | 0.03%             | 2032-06-16      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                     | Shift4 Payments LLC 2025 Term Loan                                               | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    318202 | PA      | $319860.34    | 0.06%             | 2032-06-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Propulsion (BC) Finco S.a.r.l.                          | Propulsion (BC) Finco Sarl 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 254900S4YQSQVLEZ8D35 | Long             | LON              | CORP              | US        |    116231 | PA      | $116739.80    | 0.02%             | 2029-09-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                        | GVC Holdings (Gibraltar) Limited 2025 Term Loan B5 (2032)                        | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    187522 | PA      | $185907.16    | 0.03%             | 2032-07-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Stakeholder Midstream LLC                               | Stakeholder Midstream LLC Term Loan                                              | CUSIP: 000000000<br>LEI: 254900BG1PE2KGG26017 | Long             | LON              | CORP              | US        |    352118 | PA      | $353219.63    | 0.07%             | 2031-01-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                                     | TURQUOISE TOPCO LTD TERM LOAN B                                                  | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    416000 | PA      | $410280.00    | 0.08%             | 2032-07-31      | Floating      | 6.97%                 | No            |                  3 | On Loan: No      |
| Outfront Media Capital LLC                              | Outfront Media Capital LLC 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |    401000 | PA      | $402002.50    | 0.07%             | 2032-09-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ACP TARA HOLDINGS INC                                   | ACP TARA HOLDINGS INC 2025 TERM LOAN B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $140700.00    | 0.03%             | 2032-12-15      | Floating      | 6.95%                 | No            |                  3 | On Loan: No      |
| Weber-Stephen Products LLC                              | Weber-Stephen Products LLC 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    845000 | PA      | $845422.50    | 0.16%             | 2032-10-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| SPECTRIS PLC                                            | SPECTRIS PLC USD TERM LOAN                                                       | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | LON              | CORP              | US        |    133000 | PA      | $133498.75    | 0.02%             | 2032-09-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                            | LAVENDER DUTCH BORROWERCO BV USD TERM LOAN                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    471000 | PA      | $474334.68    | 0.09%             | 2032-12-02      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA 2025 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    896598 | PA      | $895289.25    | 0.16%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| CP Iris HoldCo I Inc                                    | CP Iris HoldCo I Inc 2025 Term Loan                                              | CUSIP: 000000000<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |    738240 | PA      | $732393.44    | 0.13%             | 2032-10-27      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Propulsion (BC) Finco S.a.r.l.                          | PROPULSION BC FINCO SARL TERM LOAN                                               | CUSIP: 000000000<br>LEI: 254900S4YQSQVLEZ8D35 | Long             | LON              | CORP              | LU        |    253755 | PA      | $254833.02    | 0.05%             | 2032-12-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | HERC HOLDINGS INC REPRICED TERM LOAN B                                           | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    156000 | PA      | $156552.24    | 0.03%             | 2032-06-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                  | BRADYPLUS HOLDINGS LLC 2025 TERM LOAN B                                          | CUSIP: 000000000<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |   1236000 | PA      | $1221575.88   | 0.22%             | 2030-12-11      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| POTTERS INDUSTRIES LLC                                  | POTTERS INDUSTRIES LLC 2025 REPRICED TERM LOAN B                                 | CUSIP: 000000000<br>LEI: 391200O5OFXXMCYPAR13 | Long             | LON              | CORP              | US        |    478000 | PA      | $479792.50    | 0.09%             | 2032-12-09      | Floating      | 6.19%                 | No            |                  3 | On Loan: No      |
| REWORLD HOLDING CORP                                    | REWORLD HOLDING CORP 2025 TERM LOAN B1                                           | CUSIP: 22282GAS6<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    491607 | PA      | $491607.20    | 0.09%             | 2031-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                           | CITRIN COOPERMAN ADVISORS LLC 2025 Add-On Delayed Draw Term Loan                 | CUSIP: 17737EAE3<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    278248 | PA      | $278943.33    | 0.05%             | 2032-04-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112347.14    | 0.02%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117259.81    | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                  | Krung Thai Bank PCL/Cayman Islands                                               | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |    202000 | PA      | $201192.00    | 0.04%             | 2026-03-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $219741.35    | 0.04%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      7394 | OU      | $441.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |      5361 | OU      | $320.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |      7206 | OU      | $430.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      4331 | OU      | $258.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |     12175 | OU      | $727.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                             | SWAP/CDSWAP/SCDS: (ADLERR)                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |      3533 | OU      | $211.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |     30000 | OU      | $2138.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     28000 | PA      | $32449.45     | 0.01%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     38783 | PA      | $52218.18     | 0.01%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 20-35%)                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |     33000 | OU      | $5171.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (ZEGLN)                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      7057 | OU      | $1352.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   1000000 | OU      | $38424.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   8000000 | OU      | $114132.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (EOFP)                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     20000 | OU      | $2733.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | TRSWAP: IBXXLLTR INDEX                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   2000000 | OU      | $4177.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                              | Air Canada 2024 Term Loan B                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    822654 | PA      | $826767.61    | 0.15%             | 2031-03-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2023 Incremental Term Loan                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    449650 | PA      | $449650.00    | 0.08%             | 2028-09-29      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Term Loan B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1050831 | PA      | $1060288.55   | 0.20%             | 2031-01-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Celestica Inc                                           | Celestica Inc 2024 Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300J3CG5T6RZWLN53 | Long             | LON              | CORP              | CA        |    226550 | PA      | $227682.75    | 0.04%             | 2031-06-20      | Floating      | 5.48%                 | No            |                  3 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   1057195 | PA      | $1059837.54   | 0.20%             | 2029-02-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                       | Great Canadian Gaming Corporation 2024 Term Loan B                               | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    460719 | PA      | $451505.00    | 0.08%             | 2029-11-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc.             | Jones DesLauriers Insurance Management Inc 2025 Term Loan B                      | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    578235 | PA      | $578235.31    | 0.11%             | 2030-03-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| JONES DSLRRS INSRNC MANAG INC                           | JONES DSLRRS INSRNC MANAG INC 2025 REPRICED TERM LOAN B                          | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    614391 | PA      | $614390.66    | 0.11%             | 2032-12-10      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                  | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1108549 | PA      | $1108892.17   | 0.20%             | 2030-09-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                   | Ontario Gaming GTA LP Term Loan B                                                | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    254088 | PA      | $234621.99    | 0.04%             | 2030-08-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                       | PointClickCare Technologies Inc 2025 Term Loan B                                 | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    519040 | PA      | $519258.36    | 0.10%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   2060943 | PA      | $2061211.41   | 0.38%             | 2030-05-06      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    872812 | PA      | $876085.55    | 0.16%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                               | Titan Acquisition Limited 2024 Term Loan B                                       | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   2138596 | PA      | $2152262.13   | 0.40%             | 2029-02-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Oxea Holding Drei GmbH                                  | Oxea Holding Drei GmbH 2017 USD Term Loan B2                                     | CUSIP: 000000000<br>LEI: 529900MSP24R2FE9U796 | Long             | LON              | CORP              | US        |    845125 | PA      | $622578.56    | 0.11%             | 2031-04-08      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                  | TK Elevator Midco GmbH 2025 USD Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1834326 | PA      | $1844726.91   | 0.34%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                                 | Apex Group Treasury LLC 2025 USD Term Loan B                                     | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |   1113012 | PA      | $1044495.21   | 0.19%             | 2032-02-27      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                   | Digicel International Finance Limited 2025 Term Loan B                           | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | BM        |    356000 | PA      | $354729.08    | 0.07%             | 2032-08-06      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   1756964 | PA      | $1754996.56   | 0.32%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2025 USD Term Loan B6                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    516000 | PA      | $515803.92    | 0.09%             | 2032-09-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                               | Howden Group Holdings Ltd 2025 USD Term Loan B                                   | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   1115439 | PA      | $1117257.21   | 0.21%             | 2031-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                    | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    292068 | PA      | $235479.78    | 0.04%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                           | INEOS Quattro Holdings UK Ltd 2024 USD Term Loan B                               | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |    295765 | PA      | $195944.31    | 0.04%             | 2031-10-07      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1082352 | PA      | $1086411.31   | 0.20%             | 2028-05-05      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                             | JetBlue Airways Corporation 2024 Term Loan B                                     | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |    594805 | PA      | $568336.31    | 0.10%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $250620.00    | 0.05%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company    | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    206850 | PA      | $207747.73    | 0.04%             | 2028-11-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    127500 | PA      | $131405.33    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vortex Opco LLC                                         | Vortex Opco LLC Second Out Term Loan                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    453196 | PA      | $54383.49     | 0.01%             | 2028-12-17      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC 2020 USD Term Loan Q                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    607000 | PA      | $607758.75    | 0.11%             | 2029-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                     | Altice Financing SA USD 2017 1st Lien Term Loan                                  | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    508268 | PA      | $501914.63    | 0.09%             | 2026-01-31      | Floating      | 8.50%                 | No            |                  3 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                              | Cobham Ultra SeniorCo Sarl USD Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |    648382 | PA      | $650003.38    | 0.12%             | 2029-08-03      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                              | Camelot US Acquisition LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    442649 | PA      | $436248.55    | 0.08%             | 2031-01-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                  | Delta 2 (LUX) Sarl 2024 Term Loan B1                                             | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   1345078 | PA      | $1348440.38   | 0.25%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG USD Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    689501 | PA      | $601823.65    | 0.11%             | 2028-07-03      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                    | ICON Luxembourg SARL 2024 LUX Term Loan B                                        | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    251750 | PA      | $253560.20    | 0.05%             | 2028-07-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                 | PRA Health Sciences Inc 2024 US Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |     62724 | PA      | $63174.80     | 0.01%             | 2028-07-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                       | Motion Finco Sarl 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |   1084703 | PA      | $960645.39    | 0.18%             | 2029-11-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Summer (BC) Holdco B Sa rl                              | Summer (BC) Holdco B Sa rl 2024 USD Term Loan B                                  | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |    147874 | PA      | $137338.04    | 0.03%             | 2029-02-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                          | EG America LLC 2025 USD Repriced Term Loan                                       | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    180719 | PA      | $181247.06    | 0.03%             | 2028-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1688839 | PA      | $1686018.59   | 0.31%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    531926 | PA      | $531926.00    | 0.10%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    144845 | PA      | $143532.62    | 0.03%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                     | Peer Holding III BV 2025 USD Term Loan B                                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    193000 | PA      | $193160.19    | 0.04%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                     | Hunter Douglas Inc 2025 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   1150264 | PA      | $1154577.88   | 0.21%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                      | Nouryon Finance BV 2024 USD Term Loan B1                                         | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    718666 | PA      | $718069.01    | 0.13%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                           | Sunrise Financing Partnership Term Loan AAA1                                     | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    249000 | PA      | $249756.96    | 0.05%             | 2032-02-16      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     27915 | PA      | $28394.79     | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                    | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   1241890 | PA      | $1238014.98   | 0.23%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200500.00    | 0.04%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.IG.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  14100000 | OU      | $-323931.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5875000 | OU      | $-457176.11   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-23

**Name of Applicant:** BlackRock Ltd Duration Income Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer