# EDGAR Filing Document

**Accession Number:** 0001379384
**File Stem:** 0001752724-23-040661
**Filing Date:** 2023-2
**Character Count:** 794325
**Document Hash:** ec9edcefbeac024cd110a926bb35210c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040661.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040661

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK CREDIT ALLOCATION INCOME TRUST
- **CENTRAL INDEX KEY:** 0001379384
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21972
- **FILM NUMBER:** 23668345

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 888-825-2257

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK CREDIT ALLOCATION INCOME TRUST IV
- **DATE OF NAME CHANGE:** 20091113

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK PREFERRED & EQUITY ADVANTAGE TRUST
- **DATE OF NAME CHANGE:** 20070629

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Preferred & Equity Advantage Trust
- **DATE OF NAME CHANGE:** 20061115

## 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 Credit Allocation Income Trust

- **b. Investment Company Act file number:** 811-21972

- **c. CIK number of Registrant:** 0001379384

- **d. LEI of Registrant:** WU48CSUCFTU86AQUYZ93

- **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 Credit Allocation Income Trust

- **c. LEI of Series:** WU48CSUCFTU86AQUYZ93

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1720743440.54

**Total Liabilities:** $674477567.36

**Net Assets:** $1046265873.18

**Delayed Delivery Securities:** $2327182.24

**Cash Not Reported:** $21495990.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 55779.00000000 | **1-Year:** 20203.28000000 | **5-Year:** 100763.62000000 | **10-Year:** 198942.01000000 | **30-Year:** 398312.49000000

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

- **3-Month:** 19460.37000000 | **1-Year:** 88797.31000000 | **5-Year:** 137275.79000000 | **10-Year:** 24053.96000000 | **30-Year:** 39334.63000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.55%                | 5.34%                | -0.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5422152.99             | $5860933.10                                |
| Month 2  | $-3531526.69             | $55383781.44                               |
| Month 3  | $1163931.65              | $-14451552.83                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                  | United Airlines Inc                                                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1242000 | PA      | $1151242.09   | 0.11%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     820000 | PA      | $685913.60    | 0.07%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP BNSF FUNDIN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -5558438 | PA      | $-5558437.50  | -0.53%            |  |  |  | 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        |     326000 | PA      | $250116.98    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                              | Studio City Finance Ltd                                                             | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     530000 | PA      | $391537.50    | 0.04%             | 2029-01-15      | 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        |     222000 | PA      | $183665.83    | 0.02%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                   | Herens Holdco Sarl                                                                  | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     490000 | PA      | $366230.90    | 0.04%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     524000 | PA      | $468980.00    | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP CAESARS ENT                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -2853750 | PA      | $-2853750.00  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2013-II Ltd                                                            | CUSIP: 12549BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $941063.30    | 0.09%             | 2030-10-18      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                | Time Warner Cable LLC                                                               | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    3519000 | PA      | $3350302.45   | 0.32%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                              | GCI LLC                                                                             | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     160000 | PA      | $134412.87    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | 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        |     238000 | PA      | $215390.00    | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                    | Clarios Global LP                                                                   | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     497000 | PA      | $498148.79    | 0.05%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BOEING CO 5                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -6326156 | PA      | $-6326156.25  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18900.96     | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                         | Calpine Corp                                                                        | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     379000 | PA      | $361007.92    | 0.03%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                | Palmer Square CLO 2021-2 Ltd                                                        | CUSIP: 69701XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1952156.40   | 0.19%             | 2034-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming, Inc.                           | Penn National Gaming, Inc. 2022 Term Loan B                                         | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     152882 | PA      | $151119.01    | 0.01%             | 2029-05-03      | Variable      | 7.17%                 | 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        |     120000 | PA      | $96600.00     | 0.01%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                          | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13225000 | PA      | $14365142.72  | 1.37%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NFP CORP 4                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |     -93999 | PA      | $-93998.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1220903.83   | 0.12%             | 2025-06-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc.  | Element Materials Technology Group US Holdings Inc. 2022 USD Delayed Draw Term Loan | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      76724 | PA      | $74805.78     | 0.01%             | 2029-07-06      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP SP FINCO LL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -173430 | PA      | $-173430.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     514000 | PA      | $498580.00    | 0.05%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                | AssuredPartners, Inc. 2020 Term Loan B                                              | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     261306 | PA      | $253304.93    | 0.02%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                  | CNT Holdings I Corp 2020 Term Loan                                                  | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     198489 | PA      | $191789.67    | 0.02%             | 2027-11-08      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHN MACAU                              | Industrial & Commercial Bank of China Macau Ltd                                     | CUSIP: 000000000<br>LEI: 30030037RFQWUFQG0Y77 | Long             | DBT              | CORP              | MO        |     200000 | PA      | $190537.50    | 0.02%             | 2029-09-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                             | Acuris Finance US Inc / Acuris Finance SARL                                         | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     724000 | PA      | $577390.00    | 0.06%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corporation                          | Covanta Holding Corporation 2021 Term Loan C                                        | CUSIP: 000000000<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       6272 | PA      | $6219.16      | 0.00%             | 2028-11-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                               | Chesapeake Energy Corp                                                              | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     928000 | PA      | $903500.80    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2562075.00   | 0.24%             | 2025-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Funding 5 Ltd                                                            | CUSIP: 67113GAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $981682.50    | 0.09%             | 2033-04-18      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     286000 | PA      | $284594.40    | 0.03%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     195000 | PA      | $194293.85    | 0.02%             | 2025-09-01      | Fixed         | 5.88%                 | 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        |     336000 | PA      | $278789.28    | 0.03%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                | Crown Americas LLC / Crown Americas Capital Corp V                                  | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     224000 | PA      | $213601.92    | 0.02%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                         | M6 ETX Holdings II Midco LLC Term Loan B                                            | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      25935 | PA      | $25910.62     | 0.00%             | 2029-09-19      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                             | ION Trading Technologies Sarl                                                       | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $166750.00    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                              | Booz Allen Hamilton Inc                                                             | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     945000 | PA      | $831736.01    | 0.08%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USIC Holdings, Inc.                                  | USIC Holdings, Inc. 2021 Term Loan                                                  | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |     148496 | PA      | $141469.40    | 0.01%             | 2028-05-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                      | MED ParentCo LP 1st Lien Term Loan                                                  | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |     183375 | PA      | $155782.79    | 0.01%             | 2026-08-31      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                         | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     197000 | PA      | $173438.80    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                 | ACE Capital Trust II                                                                | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $8664904.92   | 0.83%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                              | NMG Holding Co Inc / Neiman Marcus Group LLC                                        | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $534242.48    | 0.05%             | 2026-04-01      | Fixed         | 7.13%                 | 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        |     127000 | PA      | $104444.80    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                  | Allegiant Travel Co                                                                 | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     183000 | PA      | $174062.60    | 0.02%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      51000 | PA      | $43990.49     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP MPLX LP 5 5                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2290200 | PA      | $-2290200.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                          | Beacon Roofing Supply, Inc. 2021 Term Loan B                                        | CUSIP: 07368RAF8<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     186111 | PA      | $184219.68    | 0.02%             | 2028-05-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                             | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     974000 | PA      | $829224.64    | 0.08%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                      | Informatica LLC 2021 USD Term Loan B                                                | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |     423994 | PA      | $415090.62    | 0.04%             | 2028-10-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                     | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5356000 | PA      | $4900740.00   | 0.47%             | 2026-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                             | Moog Inc                                                                            | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     320000 | PA      | $296000.00    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1015301 | PA      | $-1015301.25  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                            | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      52000 | PA      | $47824.40     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                               | Tap Rock Resources LLC                                                              | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    1368000 | PA      | $1272376.80   | 0.12%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CATALENT PH                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -533258 | PA      | $-533257.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP AT+T INC 3.                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -5752800 | PA      | $-5752800.00  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | ARES XLVII CLO Ltd                                                                  | CUSIP: 04016VAJ4<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1327451.10   | 0.13%             | 2030-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     925000 | PA      | $799203.52    | 0.08%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                               | Export-Import Bank of India                                                         | CUSIP: 30216KAC6<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     200000 | PA      | $185100.00    | 0.02%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                               | Korea Development Bank/The                                                          | CUSIP: 500630DQ8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $187858.00    | 0.02%             | 2025-02-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                         | Embecta Corp                                                                        | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     129000 | PA      | $116422.50    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1492000 | PA      | $1215867.46   | 0.12%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                            | Anchorage Capital CLO 3-R Ltd                                                       | CUSIP: 03330AAE2<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $930681.20    | 0.09%             | 2031-01-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME    | Tiaa Clo III Ltd                                                                    | CUSIP: 87272HAA8<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2446574.25   | 0.23%             | 2031-01-16      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                        | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      67000 | PA      | $59001.17     | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                 | EnLink Midstream LLC                                                                | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     374000 | PA      | $370147.80    | 0.04%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                       | Cloudera, Inc. 2021 Term Loan                                                       | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     245148 | PA      | $229980.22    | 0.02%             | 2028-10-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                 | Elmwood CLO VIII Ltd                                                                | CUSIP: 29003EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1952377.20   | 0.19%             | 2034-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                  | Viavi Solutions Inc                                                                 | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     705000 | PA      | $592520.45    | 0.06%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                         | Camelot U.S. Acquisition LLC Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     265742 | PA      | $261157.57    | 0.02%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                             | CrownRock LP / CrownRock Finance Inc                                                | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      56000 | PA      | $50316.88     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                               | China Evergrande Group                                                              | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $20400.00     | 0.00%             | 2024-03-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                | SS&C Technologies Inc                                                               | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    3889000 | PA      | $3641644.43   | 0.35%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                    | Transcanada Trust                                                                   | CUSIP: 89356BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2755000 | PA      | $2603475.00   | 0.25%             | 2075-05-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                | Melco Resorts Finance Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     300000 | PA      | $263250.00    | 0.03%             | 2026-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP EQM MIDSTRE                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -314500 | PA      | $-314500.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -265090 | PA      | $-265090.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                | Trivium Packaging Finance BV                                                        | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    2830000 | PA      | $2594927.78   | 0.25%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                             | PetSmart Inc / PetSmart Finance Corp                                                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1236916.52   | 0.12%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                         | Bausch Health Companies Inc. 2022 Term Loan B                                       | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |     146675 | PA      | $110984.65    | 0.01%             | 2027-02-01      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                        | CommScope Inc                                                                       | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     505000 | PA      | $407131.00    | 0.04%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS 2017 1 CL C                           | AMERICAN AIRLS 2017 1 CL C                                                          | CUSIP: 02378LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     789696 | PA      | $787722.06    | 0.08%             | 2023-08-15      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| BLUESTAR FIN HOLDINGS                                | Bluestar Finance Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 300300294ZKDSAV43I87 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $192850.00    | 0.02%             | 2024-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                             | AT&T Inc                                                                            | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      28000 | PA      | $23503.56     | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP WILLIAMS CO                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -4364500 | PA      | $-4364500.00  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                              | MPLX LP                                                                             | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2970578.94   | 0.28%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $3773453.99   | 0.36%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     241000 | PA      | $205460.76    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                   | AmWINS Group, Inc. 2021 Term Loan B                                                 | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     174667 | PA      | $171338.27    | 0.02%             | 2028-02-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      63000 | PA      | $45739.26     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc.                 | Momentive Performance Materials Inc. Term Loan B                                    | CUSIP: 60877JAB8<br>LEI: 54930021ZH8MCUXACZ50 | Long             | LON              | CORP              | US        |     197949 | PA      | $197083.68    | 0.02%             | 2024-05-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP MOLINA HEAL                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -412290 | PA      | $-412290.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                          | MetLife Inc                                                                         | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4835500.00   | 0.46%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                     | AMC Entertainment Holdings, Inc. 2019 Term Loan B                                   | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     163256 | PA      | $87919.79     | 0.01%             | 2026-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP VERIZON COM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -13671344 | PA      | $-13671343.75 | -1.31%            |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     102000 | PA      | $88202.46     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                 | Vermilion Energy Inc                                                                | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $246397.37    | 0.02%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                               | UnitedHealth Group Inc                                                              | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11729357.10  | 1.12%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                             | Northwestern Mutual Life Insurance Co/The                                           | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12258498.48  | 1.17%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     515000 | PA      | $454848.00    | 0.04%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                  | Kinetik Holdings LP                                                                 | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     928000 | PA      | $870262.62    | 0.08%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     928000 | PA      | $882231.04    | 0.08%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                  | Callon Petroleum Co                                                                 | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     178000 | PA      | $165904.15    | 0.02%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                     | BAT Capital Corp                                                                    | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2119723.05   | 0.20%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                        | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2516.71      | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3190337.55   | 0.30%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                       | Core & Main LP 2021 Term Loan B                                                     | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |     560039 | PA      | $551811.72    | 0.05%             | 2028-07-27      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                          | Apache Corp                                                                         | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     469000 | PA      | $415021.28    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                            | Ball Corp                                                                           | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     712000 | PA      | $571828.56    | 0.05%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      91000 | PA      | $72622.10     | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                 | Banff Merger Sub Inc 2021 USD Term Loan                                             | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     223384 | PA      | $213510.51    | 0.02%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| THETA CAPITAL PTE LTD                                | Theta Capital Pte Ltd                                                               | CUSIP: 000000000<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $150787.50    | 0.01%             | 2025-01-22      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP PNC FINANCI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -5100502 | PA      | $-5100502.50  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                | Indonesia Government International Bond                                             | CUSIP: 455780BQ8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4400000 | PA      | $4444484.00   | 0.42%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $140042.71    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP AIR CANADA                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -220410 | PA      | $-220410.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                 | Tencent Holdings Ltd                                                                | CUSIP: 88032XAG9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $183458.00    | 0.02%             | 2028-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                         | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     481000 | PA      | $437677.87    | 0.04%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                           | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    3127000 | PA      | $3072433.85   | 0.29%             | 2027-07-01      | Fixed         | 8.13%                 | 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        |    2197000 | PA      | $1621484.87   | 0.15%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                             | Enterprise Products Operating LLC                                                   | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2100000.00   | 0.20%             | 2067-06-01      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     235000 | PA      | $194187.13    | 0.02%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                              | GLP Capital LP / GLP Financing II Inc                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $579553.98    | 0.06%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP W R GRACE H                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -960000 | PA      | $-960000.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                             | Masonite International Corp                                                         | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |     235000 | PA      | $217283.35    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                             | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     531000 | PA      | $480555.00    | 0.05%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP APTIV PLC 4                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -2957400 | PA      | $-2957400.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                             | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV              | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     597000 | PA      | $551866.80    | 0.05%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                         | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $3152543.68   | 0.30%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                | Palmer Square CLO 2020-3 Ltd                                                        | CUSIP: 69701RAL1<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1472158.20   | 0.14%             | 2031-11-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -240832 | PA      | $-240832.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                                | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    5529000 | PA      | $5403215.25   | 0.52%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                              | Farmers Exchange Capital II                                                         | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4673649.77   | 0.45%             | 2053-11-01      | Fixed         | 6.15%                 | 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        |     270000 | PA      | $243675.00    | 0.02%             | 2029-04-29      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2592000 | PA      | $2415925.44   | 0.23%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                             | Perusahaan Penerbit SBSN Indonesia III                                              | CUSIP: 71567RAR7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $180022.00    | 0.02%             | 2026-06-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD                                | Carnival Holdings Bermuda Ltd                                                       | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1936000 | PA      | $1987516.96   | 0.19%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                             | Blackstone Holdings Finance Co LLC                                                  | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5140833.56   | 0.49%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC.                                  | Tibco Software Inc. 2022 USD Term Loan                                              | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     530000 | PA      | $472362.50    | 0.05%             | 2029-03-30      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                             | Agile Group Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $104966.00    | 0.01%             | 2025-01-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LONDON                                | Macquarie Bank Ltd/London                                                           | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |    1885000 | PA      | $1624600.77   | 0.16%             | 2027-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     149000 | PA      | $118096.61    | 0.01%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     504000 | PA      | $443097.90    | 0.04%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                        | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     305000 | PA      | $248346.25    | 0.02%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| THREE GORGES FIN I KY                                | Three Gorges Finance I Cayman Islands Ltd                                           | CUSIP: 000000000<br>LEI: 549300FD0MPTWEITI779 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $190358.00    | 0.02%             | 2026-06-02      | Fixed         | 3.15%                 | 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        |     989000 | PA      | $831138.21    | 0.08%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                              | OHA Credit Partners XII Ltd                                                         | CUSIP: 67109YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $556909.54    | 0.05%             | 2030-07-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -5881564 | PA      | $-5881563.75  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6355.93      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.                        | Frontier Communications Corp. 2021 1st Lien Term Loan                               | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     185116 | PA      | $176191.44    | 0.02%             | 2028-05-01      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                                 | Metis Merger Sub LLC                                                                | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $260239.68    | 0.02%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                 | Edison International                                                                | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    6851000 | PA      | $5606789.89   | 0.54%             | 2026-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                   | KWG Group Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $171000.00    | 0.02%             | 2024-11-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                 | Dycom Industries Inc                                                                | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      26000 | PA      | $22630.25     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     479000 | PA      | $466922.21    | 0.04%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                | Molina Healthcare Inc                                                               | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     509000 | PA      | $422693.62    | 0.04%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                 | Medline Borrower, LP USD Term Loan B                                                | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     762530 | PA      | $723625.54    | 0.07%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co BV                                     | Ziggo Bond Co BV                                                                    | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     955000 | PA      | $888551.10    | 0.08%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10736587.95  | 1.03%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fleetcor Technologies Operating Company, LLC         | Fleetcor Technologies Operating Company, LLC 2021 Term Loan B4                      | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |     224721 | PA      | $222123.07    | 0.02%             | 2028-04-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                             | SLM Corp                                                                            | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     347000 | PA      | $295106.08    | 0.03%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     397000 | PA      | $306586.63    | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                                 | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    2051000 | PA      | $1863620.64   | 0.18%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                             | NextEra Energy Operating Partners LP                                                | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      26000 | PA      | $24172.20     | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC               | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B                             | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     297221 | PA      | $289897.81    | 0.03%             | 2025-08-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                     | Wipro IT Services LLC                                                               | CUSIP: 000000000<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |     200000 | PA      | $175412.50    | 0.02%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1068750 | PA      | $-1068750.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                       | GOGO Intermediate Holdings LLC Term Loan B                                          | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      74246 | PA      | $73503.78     | 0.01%             | 2028-04-30      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                                   | Altice France S.A. 2018 Term Loan B13                                               | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     309957 | PA      | $287615.29    | 0.03%             | 2026-08-14      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                  | Prestige Brands Inc                                                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     318000 | PA      | $262245.08    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                    | Iliad Holding SASU                                                                  | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    1398000 | PA      | $1296580.47   | 0.12%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     550500 | NS      | $12667005.00  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS                               | Axalta Coating Systems LLC                                                          | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $899430.04    | 0.09%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                           | Air Canada                                                                          | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     549000 | PA      | $486267.25    | 0.05%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BARCLAYS PL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -2797375 | PA      | $-2797375.00  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP HCA INC 5 2                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2926875 | PA      | $-2926875.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -855 | NC      | $-855.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                | Trivium Packaging Finance BV                                                        | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    3036000 | PA      | $2785605.63   | 0.27%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                             | Specialty Building Products Holdings LLC / SBP Finance Corp                         | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     113000 | PA      | $90983.08     | 0.01%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1748000 | PA      | $1806348.24   | 0.17%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                         | Enbridge Inc                                                                        | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4548893.95   | 0.43%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MINERVA MER                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1111860 | PA      | $-1111860.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                | eG Global Finance PLC                                                               | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     787000 | PA      | $733187.51    | 0.07%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                     | Boyd Gaming Corp                                                                    | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     393000 | PA      | $366032.34    | 0.03%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                  | Callon Petroleum Co                                                                 | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $983625.00    | 0.09%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                               | Harvest Midstream I LP                                                              | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     115000 | PA      | $109760.60    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                | GC Treasury Center Co Ltd                                                           | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $160537.50    | 0.02%             | 2031-03-18      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                    | Generate CLO 6 Ltd                                                                  | CUSIP: 37148JAA1<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2426572.00   | 0.23%             | 2035-01-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                 | ICON LUXEMBOURG SARL                                                                | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | LU        |      63199 | PA      | $62954.07     | 0.01%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                      | AdaptHealth LLC                                                                     | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $46820.95     | 0.00%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KYOBO LIFE INSURANCE CO                              | Kyobo Life Insurance Co Ltd                                                         | CUSIP: 000000000<br>LEI: 988400Y298KYBHWRBS28 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $184662.50    | 0.02%             | 2052-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MILEAGE PLU                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1930552 | PA      | $-1930551.88  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                     | Trans Union, LLC 2021 Term Loan B6                                                  | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     412178 | PA      | $407599.15    | 0.04%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                              | Periama Holdings LLC/DE                                                             | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186037.50    | 0.02%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                  | Minejesa Capital BV                                                                 | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $174022.00    | 0.02%             | 2030-08-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                              | Teva Pharmaceutical Finance Netherlands III BV                                      | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $197287.50    | 0.02%             | 2025-01-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Tosca Services, LLC                                  | Tosca Services, LLC 2021 Term Loan                                                  | CUSIP: 89148PAF7<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |     260343 | PA      | $208274.75    | 0.02%             | 2027-08-18      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                               | Yanlord Land HK Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $164250.00    | 0.02%             | 2026-05-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                               | NXP BV / NXP Funding LLC / NXP USA Inc                                              | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     750000 | PA      | $717093.75    | 0.07%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hostess Brands, LLC                                  | Hostess Brands, LLC 2019 Term Loan                                                  | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |     203704 | PA      | $202854.16    | 0.02%             | 2025-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.         | Brand Energy & Infrastructure Services, Inc. 2017 Term Loan                         | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     323687 | PA      | $288890.41    | 0.03%             | 2024-06-21      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                             | TerraForm Power Operating LLC                                                       | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     231000 | PA      | $207897.69    | 0.02%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                       | ARD Finance SA                                                                      | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    2781000 | PA      | $1934275.77   | 0.18%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP WHITE CAP B                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -399938 | PA      | $-399937.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AIG CLO LTD                                          | AIG CLO 2018-1 LLC                                                                  | CUSIP: 00141UAC7<br>LEI: 549300BOP4S1F44PKE29 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3431266.30   | 0.33%             | 2032-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                      | Golub Capital Partners CLO 52B Ltd                                                  | CUSIP: 38177JAA3<br>LEI: 254900GLBB9HMWF4NZ09 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1960327.60   | 0.19%             | 2034-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP PRIME SECUR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -590000 | PA      | $-590000.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                             | Devon Energy Corp                                                                   | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100088.26    | 0.01%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                  | Altice Financing SA                                                                 | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     863000 | PA      | $694715.00    | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                  | Charles Schwab Corp/The                                                             | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5215000 | PA      | $4158701.75   | 0.40%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                         | Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B                           | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     299517 | PA      | $294650.26    | 0.03%             | 2026-10-30      | Floating      | 7.38%                 | 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        |     305131 | PA      | $288785.43    | 0.03%             | 2027-01-29      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                              | DCP Midstream Operating LP                                                          | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     177000 | PA      | $173446.39    | 0.02%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EQUITABLE IOWA CAP TR II                             | Equitable of Iowa Cos Capital Trust II                                              | CUSIP: 294514AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4687860.00   | 0.45%             | 2027-04-01      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Inc                                  | Spectrum Brands Inc                                                                 | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $990661.61    | 0.09%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings, LLC                          | Sotera Health Holdings, LLC 2021 Term Loan                                          | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |     196888 | PA      | $181136.96    | 0.02%             | 2026-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                          | OCP CLO 2016-11 Ltd                                                                 | CUSIP: 67110DAU1<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1453830.60   | 0.14%             | 2030-10-26      | Floating      | 6.78%                 | 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        |    2218000 | PA      | $1937445.36   | 0.19%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                            | Sotheby's 2021 Term Loan B                                                          | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |     370188 | PA      | $360285.90    | 0.03%             | 2027-01-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP WELLS FARGO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -193890 | PA      | $-193890.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2018-I Ltd                                                             | CUSIP: 12551RAE8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $941736.90    | 0.09%             | 2031-04-18      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.                           | Playa Resorts Holding B.V. 2022 Term Loan B                                         | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |      57000 | PA      | $55468.41     | 0.01%             | 2029-01-05      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP JEFFERIES F                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -3840000 | PA      | $-3840000.00  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                               | GFL Environmental Inc. 2020 Term Loan                                               | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |     110869 | PA      | $110837.64    | 0.01%             | 2025-05-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                             | Export-Import Bank of Korea                                                         | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $176400.00    | 0.02%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                         | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1704574.71   | 0.16%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ENTERPRISE                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -4750156 | PA      | $-4750156.25  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -214944 | PA      | $-214943.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                             | United Natural Foods Inc                                                            | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      53000 | PA      | $50923.73     | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     733000 | PA      | $736489.08    | 0.07%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $224790.11    | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     622000 | PA      | $542539.50    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                          | Apache Corp                                                                         | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     198000 | PA      | $159963.48    | 0.02%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     159000 | PA      | $132975.39    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                             | Northern Oil and Gas Inc                                                            | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    1473000 | PA      | $1414365.76   | 0.14%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                | Chamberlain Group Inc Term Loan B                                                   | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     373421 | PA      | $351325.74    | 0.03%             | 2028-11-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                        | Cable One Inc                                                                       | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     136000 | PA      | $106828.00    | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                            | Ball Corp                                                                           | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29608.42     | 0.00%             | 2025-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Springs Windows Fashions, LLC                        | Springs Windows Fashions, LLC 2021 Term Loan B                                      | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     110620 | PA      | $90099.99     | 0.01%             | 2028-10-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                          | Walmart Inc                                                                         | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5400027.81   | 0.52%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP CITIGROUP I                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -4315781 | PA      | $-4315781.25  | -0.41%            |  |  |  | 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        |     651000 | PA      | $550518.15    | 0.05%             | 2029-02-01      | Fixed         | 4.38%                 | 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        |     831000 | PA      | $748104.78    | 0.07%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP WILLIAMS CO                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2843505 | PA      | $-2843505.00  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                         | Comcast Corp                                                                        | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     545000 | PA      | $449475.01    | 0.04%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                    | Trimaran CAVU 2022-2 Ltd                                                            | CUSIP: 89625BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2487294.50   | 0.24%             | 2036-01-20      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP ALBERTSONS                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -211750 | PA      | $-211750.00   | -0.02%            |  |  |  | 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        |    2301000 | PA      | $1669972.91   | 0.16%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                               | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     620000 | PA      | $600590.73    | 0.06%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP GENERAL MOT                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -844825 | PA      | $-844825.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                          | Fertitta Entertainment, LLC 2022 Term Loan B                                        | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     593973 | PA      | $563608.93    | 0.05%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2013-II Ltd                                                            | CUSIP: 12549BAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $909872.40    | 0.09%             | 2030-10-18      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                  | White Cap Buyer LLC Term Loan B                                                     | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     193885 | PA      | $187169.16    | 0.02%             | 2027-10-19      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                               | Korea Development Bank/The                                                          | CUSIP: 500630CC0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $197350.00    | 0.02%             | 2024-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                      | Stars Group Holdings B.V. (The) 2022 USD Term Loan B                                | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     154612 | PA      | $153732.75    | 0.01%             | 2028-07-22      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1296000 | PA      | $1182023.15   | 0.11%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC            | Oryx Midstream Services Permian Basin LLC Term Loan B                               | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     367644 | PA      | $362761.93    | 0.03%             | 2028-10-05      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                   | VICI Properties LP                                                                  | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    3155000 | PA      | $2921372.25   | 0.28%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                              | Philippine Government International Bond                                            | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     300000 | PA      | $244533.00    | 0.02%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP EXXON MOBIL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -2681875 | PA      | $-2681875.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                       | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4408431.76   | 0.42%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| LABL INC                                             | LABL Inc                                                                            | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     520000 | PA      | $453060.40    | 0.04%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| eResearchTechnology, Inc.                            | eResearchTechnology, Inc. 2020 1st Lien Term Loan                                   | CUSIP: 29481PAH4<br>LEI: 2549003SUFVGC903CK03 | Long             | LON              | CORP              | US        |     382103 | PA      | $336090.10    | 0.03%             | 2027-02-04      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4119000 | PA      | $3993346.61   | 0.38%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                            | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     139000 | PA      | $118330.11    | 0.01%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                           | Mattel Inc                                                                          | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     513000 | PA      | $442802.43    | 0.04%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                             | Roller Bearing Co of America Inc                                                    | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     249000 | PA      | $215310.30    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                        | Peraton Corp. Term Loan B                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     605443 | PA      | $590180.17    | 0.06%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                              | Global Net Lease Inc / Global Net Lease Operating Partnership LP                    | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     258000 | PA      | $213344.61    | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                             | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                  | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      58000 | PA      | $55680.00     | 0.01%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                  | Jazz Securities DAC                                                                 | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     853000 | PA      | $760150.95    | 0.07%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                                 | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9775000 | PA      | $9737268.50   | 0.93%             | 2024-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                | Alibaba Group Holding Ltd                                                           | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $157752.00    | 0.02%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -704131 | PA      | $-704131.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                       | Wynn Macau Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $187900.00    | 0.02%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP WILLIAMS CO                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -503944 | PA      | $-503943.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                     | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     168000 | PA      | $158296.00    | 0.02%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOREA WESTERN POWER CO                               | Korea Western Power Co Ltd                                                          | CUSIP: 000000000<br>LEI: 988400RVE88N2VK8UE98 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $193576.00    | 0.02%             | 2025-06-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                    | Cedar Funding XII CLO Ltd                                                           | CUSIP: 15033TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $974700.80    | 0.09%             | 2034-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                | Indonesia Government International Bond                                             | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $153522.00    | 0.01%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF COMMUNICATIONS                               | Bank of Communications Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | DBT              | CORP              | CN        |     252000 | PA      | $240660.00    | 0.02%             | 2025-11-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                         | ViaSat, Inc. Term Loan                                                              | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     195722 | PA      | $190034.79    | 0.02%             | 2029-03-02      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                              | Jefferies Financial Group Inc                                                       | CUSIP: 527288BE3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4000047.92   | 0.38%             | 2023-10-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP CROWN CASTL                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -612950 | PA      | $-612950.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                           | Restoration Hardware, Inc. 2022 Incremental Term Loan                               | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |      89775 | PA      | $83743.02     | 0.01%             | 2028-10-20      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                 | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3965000 | PA      | $3886294.75   | 0.37%             | 2023-09-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                            | PG&E Corp                                                                           | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     226000 | PA      | $205660.00    | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                       | Sabre GLBL Inc                                                                      | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     136000 | PA      | $140042.60    | 0.01%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Apidos CLO                                           | Apidos CLO XV                                                                       | CUSIP: 03764QBL5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $903200.70    | 0.09%             | 2031-04-20      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                    | State Street Corp                                                                   | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3020574.43   | 0.29%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP MARRIOTT IN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -1248056 | PA      | $-1248056.25  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Emerald TopCo Inc                                    | Emerald TopCo Inc Term Loan                                                         | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |     265992 | PA      | $243050.06    | 0.02%             | 2026-07-24      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                                   | Medco Bell Pte Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |     300000 | PA      | $269250.00    | 0.03%             | 2027-01-30      | Fixed         | 6.38%                 | 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        |     462000 | PA      | $367752.00    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS                                | Six Flags Theme Parks Inc                                                           | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |     591000 | PA      | $595025.88    | 0.06%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     390000 | PA      | $304266.00    | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                            | Atlas CC Acquisition Corp Term Loan C                                               | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |      43320 | PA      | $36295.75     | 0.00%             | 2028-05-25      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                               | Williams Scotsman International Inc                                                 | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |     823000 | PA      | $814770.00    | 0.08%             | 2025-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MATTAMY GRO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -274881 | PA      | $-274881.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                       | Constellium SE                                                                      | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     996000 | PA      | $959416.92    | 0.09%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                             | CrownRock LP / CrownRock Finance Inc                                                | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1350035.00   | 0.13%             | 2025-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LTD                               | Singapore Airlines Ltd                                                              | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $184466.00    | 0.02%             | 2026-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                | Mexico Government International Bond                                                | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5800000 | PA      | $4673712.50   | 0.45%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                         | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     101000 | PA      | $83092.70     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP LAM RESEARC                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -810469 | PA      | $-810468.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     940000 | PA      | $826513.80    | 0.08%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOPHIA, L.P.                                         | Sophia, L.P. 2021 Term Loan B                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     306217 | PA      | $294927.01    | 0.03%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| JIC ZHIXIN LTD                                       | JIC Zhixin Ltd                                                                      | CUSIP: 000000000<br>LEI: 635400KSR4PKISBWRJ22 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $187480.00    | 0.02%             | 2027-11-24      | Fixed         | 3.50%                 | 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        |     242000 | PA      | $178450.80    | 0.02%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                        | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    2807000 | PA      | $2504665.89   | 0.24%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US LONG BOND(CBT) MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -1088 | NC      | $665872.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP AERCAP GLOB                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -959059 | PA      | $-959058.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                 | GrafTech Finance Inc                                                                | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     296000 | PA      | $243081.90    | 0.02%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -3005025 | PA      | $-3005025.00  | -0.29%            |  |  |  | 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        |     239000 | PA      | $205488.27    | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/LUXEMBOURG                             | Bank of China Ltd/Luxembourg                                                        | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | DBT              | CORP              | CN        |     200000 | PA      | $179050.00    | 0.02%             | 2026-04-28      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                                | Earthstone Energy Holdings LLC                                                      | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     571000 | PA      | $546247.15    | 0.05%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Company                                 | BWAY Holding Company 2017 Term Loan B                                               | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |     285031 | PA      | $277945.53    | 0.03%             | 2024-04-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                           | Atlas Senior Loan Fund XII Ltd                                                      | CUSIP: 04942UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $390756.32    | 0.04%             | 2031-10-24      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 Ltd                   | Octagon Investment Partners 26 Ltd                                                  | CUSIP: 67590YAU4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $450851.66    | 0.04%             | 2030-07-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                  | Fifth Third Bancorp                                                                 | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4750000.00   | 0.45%             | 2023-06-30      | Fixed         | 5.10%                 | 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        |     250365 | PA      | $240350.02    | 0.02%             | 2026-01-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP MARATHON PE                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -917089 | PA      | $-917088.75   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                 | Fortune Star BVI Ltd                                                                | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $188000.00    | 0.02%             | 2023-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                      | CoreLogic, Inc. Term Loan                                                           | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     450801 | PA      | $374727.97    | 0.04%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     264000 | PA      | $218322.72    | 0.02%             | 2031-11-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     215000 | PA      | $172698.75    | 0.02%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     295000 | PA      | $271644.85    | 0.03%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                         | TICP CLO VI 2016-2 Ltd                                                              | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1958444.00   | 0.19%             | 2034-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ARAMARK SER                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -145000 | PA      | $-145000.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment, LLC           | William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan                  | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |     474971 | PA      | $463809.49    | 0.04%             | 2025-05-18      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                      | QNB Finance Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $188537.50    | 0.02%             | 2025-05-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     432000 | PA      | $427423.93    | 0.04%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP PRICELINE G                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -3012188 | PA      | $-3012187.50  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP PETSMART LL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -974580 | PA      | $-974580.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                                 | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     588000 | PA      | $503311.27    | 0.05%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                           | Sprint LLC                                                                          | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1153327.38   | 0.11%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                   | Yango Justice International Ltd                                                     | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $3000.00      | 0.00%             | 2023-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                       | Sinclair Television Group Inc. 2022 Term Loan B4                                    | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |     199995 | PA      | $189645.26    | 0.02%             | 2029-04-21      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco, LLC                                 | KKR Apple Bidco, LLC 2021 Term Loan                                                 | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      39600 | PA      | $38999.66     | 0.00%             | 2028-09-23      | Floating      | 7.13%                 | 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        |     318000 | PA      | $283041.18    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                   | Connect Finco Sarl 2021 Term Loan B                                                 | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     749847 | PA      | $740159.29    | 0.07%             | 2026-12-11      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                  | Sprint Capital Corp                                                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    2041000 | PA      | $2428994.10   | 0.23%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MODERN LAND CHINA CO LTD                             | Modern Land China Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300PDOU6AR9Z9IN08 | Long             | DBT              | CORP              | KY        |    1130000 | PA      | $60071.61     | 0.01%             | 2022-11-13      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                  | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     268000 | PA      | $251796.91    | 0.02%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP RAYTHEON TE                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2406169 | PA      | $-2406168.75  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                     | DT Midstream Inc                                                                    | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     766000 | PA      | $658078.26    | 0.06%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                        | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     127000 | PA      | $99754.69     | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      68000 | PA      | $63570.15     | 0.01%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                 | EnLink Midstream LLC                                                                | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     628000 | PA      | $581074.63    | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                                    | Globe Telecom Inc                                                                   | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |     700000 | PA      | $624225.00    | 0.06%             | 2026-08-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                               | Aramark Services, Inc. 2021 Term Loan B                                             | CUSIP: 03852JAS0<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     113000 | PA      | $111192.00    | 0.01%             | 2028-04-06      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                             | Sabine Pass Liquefaction LLC                                                        | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2575621.94   | 0.25%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                 | Octagon Investment Partners XVII Ltd                                                | CUSIP: 67590GBN8<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $931160.80    | 0.09%             | 2031-01-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP QUALCOMM IN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2057772 | PA      | $-2057772.50  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                             | Sabine Pass Liquefaction LLC                                                        | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1481000 | PA      | $1498537.56   | 0.14%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ALLSTATE CO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -4437500 | PA      | $-4437500.00  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                              | Aethon United BR LP / Aethon United Finance Corp                                    | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     855000 | PA      | $848113.90    | 0.08%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.              | Hilton Domestic Operating Company, Inc. 2019 Term Loan B2                           | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |     261311 | PA      | $260270.98    | 0.02%             | 2026-06-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                             | Advanced Drainage Systems Inc                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     936000 | PA      | $909473.76    | 0.09%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY CO ISSUE                                 | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     200000 | PA      | $165787.50    | 0.02%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Colombia Government International Bond                                              | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4000000 | PA      | $2932000.00   | 0.28%             | 2044-02-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP DEUTSCHE BA                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2697650 | PA      | $-2697650.00  | -0.26%            |  |  |  | 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        |    2418000 | PA      | $2303690.82   | 0.22%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T                             | AerCap Global Aviation Trust                                                        | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4713104.20   | 0.45%             | 2045-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                             | Jaguar Land Rover Automotive PLC                                                    | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $380902.99    | 0.04%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                               | NXP BV / NXP Funding LLC / NXP USA Inc                                              | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1755000 | PA      | $1508532.19   | 0.14%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                              | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      26000 | PA      | $23182.38     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP COLOMBIA RE                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -2320000 | PA      | $-2320000.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPION PATH HOLDINGS                               | Champion Path Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |     500000 | PA      | $430000.00    | 0.04%             | 2026-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                       | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1651000 | PA      | $1317704.38   | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | 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        |     491000 | PA      | $411078.17    | 0.04%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                              | Colgate Energy Partners III LLC                                                     | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     490000 | PA      | $475319.49    | 0.05%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| I-Logic Technologies Bidco Limited                   | I-Logic Technologies Bidco Limited 2021 USD Term Loan B                             | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |      50000 | PA      | $49062.50     | 0.00%             | 2028-02-16      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDING                             | Chinalco Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 5493003PX4GYVUD3CQ19 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $180022.00    | 0.02%             | 2026-06-03      | Fixed         | 2.13%                 | 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        |     253686 | PA      | $237143.44    | 0.02%             | 2028-11-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP MEDTRONIC I                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -614650 | PA      | $-614650.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                 | Las Vegas Sands Corp                                                                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      96000 | PA      | $86668.72     | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVSC Holding Corp.                                   | AVSC Holding Corp. 2020 Term Loan B1                                                | CUSIP: 00241YAT1<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |     162975 | PA      | $149061.52    | 0.01%             | 2025-03-03      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     656000 | PA      | $577673.31    | 0.06%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1350462.12   | 0.13%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      58000 | PA      | $46745.68     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                                | Tempur Sealy International Inc                                                      | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     181000 | PA      | $142089.53    | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -2436611 | PA      | $-2436611.25  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                             | Abu Dhabi National Energy Co PJSC                                                   | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $198100.00    | 0.02%             | 2025-04-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                    | Elanco Animal Health Incorporated Term Loan B                                       | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     258228 | PA      | $247534.81    | 0.02%             | 2027-08-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                      | Nissan Motor Co Ltd                                                                 | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    7125000 | PA      | $6046786.15   | 0.58%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                | CDI Escrow Issuer Inc                                                               | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1346000 | PA      | $1206593.61   | 0.12%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP OUTFRONT ME                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -493500 | PA      | $-493500.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                  | NuStar Logistics LP                                                                 | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     373000 | PA      | $359164.39    | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     131000 | PA      | $108893.75    | 0.01%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                    | Generate CLO 2 Ltd                                                                  | CUSIP: 98625TAQ8<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1621977.84   | 0.16%             | 2031-01-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     714000 | PA      | $475796.71    | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     141000 | PA      | $135856.32    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                | Reynolds American Inc                                                               | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $1988945.71   | 0.19%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     158000 | PA      | $128391.27    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP WHITE CAP B                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -896580 | PA      | $-896580.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                              | HCA Inc                                                                             | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     359000 | PA      | $355006.85    | 0.03%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP RAYTHEON TE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -2331656 | PA      | $-2331656.25  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     695000 | PA      | $544706.25    | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                | Nabors Industries Ltd                                                               | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     260000 | PA      | $245023.73    | 0.02%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica                             | Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan                              | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |     784000 | PA      | $826336.00    | 0.08%             | 2025-11-01      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                    | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      44000 | PA      | $41341.52     | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                    | Mavis Tire Express Services Corp. 2021 Term Loan B                                  | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |     272927 | PA      | $259864.86    | 0.02%             | 2028-05-04      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP MPLX LP 4.7                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -3893750 | PA      | $-3893750.00  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                           | LABL, Inc. 2021 USD 1st Lien Term Loan                                              | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |     146949 | PA      | $139091.56    | 0.01%             | 2028-10-29      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Elevance Health Inc                                                                 | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2116151.85   | 0.20%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                              | Realogy Group LLC / Realogy Co-Issuer Corp                                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     362000 | PA      | $273813.18    | 0.03%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                           | Viasat Inc                                                                          | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     287000 | PA      | $215313.94    | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                 | EnLink Midstream LLC                                                                | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     594000 | PA      | $565783.97    | 0.05%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                             | Enterprise Products Operating LLC                                                   | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $4673805.88   | 0.45%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                           | Apidos CLO XX                                                                       | CUSIP: 03765LAV4<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $949063.40    | 0.09%             | 2031-07-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                                 | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     357000 | PA      | $299790.75    | 0.03%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                      | CVS Health Corp                                                                     | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3879000 | PA      | $3535339.22   | 0.34%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                               | China Aoyuan Group Ltd                                                              | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     420000 | PA      | $32550.00     | 0.00%             | 2026-03-24      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                             | PetSmart Inc / PetSmart Finance Corp                                                | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     481000 | PA      | $435548.86    | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                      | Eagle Broadband Investments LLC Term Loan                                           | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |     148494 | PA      | $141997.73    | 0.01%             | 2027-11-12      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -1260000 | PA      | $-1260000.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     613000 | PA      | $532329.20    | 0.05%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     383000 | PA      | $362978.81    | 0.03%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                            | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     376000 | PA      | $318503.33    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                              | PUG LLC USD Term Loan                                                               | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     376122 | PA      | $309672.89    | 0.03%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5636000 | PA      | $4883594.00   | 0.47%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                 | Signal Peak CLO 8 Ltd                                                               | CUSIP: 56845NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5861758.20   | 0.56%             | 2033-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                   | Whitebox Clo I Ltd                                                                  | CUSIP: 96467FAJ9<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $979100.40    | 0.09%             | 2032-07-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                            | IQVIA Inc                                                                           | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     592000 | PA      | $564353.60    | 0.05%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                         | Arconic Corp                                                                        | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     607000 | PA      | $569526.89    | 0.05%             | 2028-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                | Dun & Bradstreet Corp/The                                                           | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     272000 | PA      | $232767.54    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                      | Fair Isaac Corp                                                                     | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     393000 | PA      | $356649.86    | 0.03%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                    | State Street Corp                                                                   | CUSIP: 857477608<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |     220495 | NS      | $5313929.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -2282500 | PA      | $-2282500.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 10YR ULTRA FUT MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -202 | NC      | $152713.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CENTENE COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1055625 | PA      | $-1055625.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                   | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     778000 | PA      | $674227.35    | 0.06%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                             | Pregis TopCo Corporation 1st Lien Term Loan                                         | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |     185092 | PA      | $179585.36    | 0.02%             | 2026-07-31      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                                | Condor Merger Sub Inc                                                               | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1023531.34   | 0.10%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                | Scotts Miracle-Gro Co/The                                                           | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     364000 | PA      | $278074.60    | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1219901.19   | 0.12%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP CHOBANI LLC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -349675 | PA      | $-349675.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SHUI ON DEVELOPMENT HLDG                             | Shui On Development Holding Ltd                                                     | CUSIP: 000000000<br>LEI: 3003005J4J3G9CZFDK52 | Long             | DBT              | CORP              | KY        |     230000 | PA      | $194350.00    | 0.02%             | 2025-03-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                     | FirstEnergy Corp                                                                    | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      46000 | PA      | $36510.20     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                               | SWF Escrow Issuer Corp                                                              | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     684000 | PA      | $396343.80    | 0.04%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NWD FINANCE (BVI) LTD                                | NWD Finance BVI Ltd                                                                 | CUSIP: 000000000<br>LEI: 25490076V8K09HMNCT88 | Long             | DBT              | CORP              | VG        |     409000 | PA      | $286300.00    | 0.03%             | 2028-03-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                   | Alliant Holdings Intermediate, LLC 2021 Term Loan B4                                | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     118797 | PA      | $115954.19    | 0.01%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $562625.00    | 0.05%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     512000 | PA      | $489945.46    | 0.05%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                     | ITT Holdings LLC                                                                    | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     711000 | PA      | $598761.54    | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Advisor Group, Inc.                                  | Advisor Group, Inc. 2021 Term Loan                                                  | CUSIP: 00775KAE8<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     370184 | PA      | $361432.54    | 0.03%             | 2026-07-31      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                | Avantor Funding, Inc. 2021 Term Loan B5                                             | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     312820 | PA      | $310908.97    | 0.03%             | 2027-11-08      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks, Inc.                             | Barracuda Networks, Inc. 2022 Term Loan                                             | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |      83000 | PA      | $79899.12     | 0.01%             | 2029-08-15      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14958.58     | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                       | Helios Software Holdings, Inc. 2021 USD Term Loan B                                 | CUSIP: 42328DAF5<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |     100000 | PA      | $97917.00     | 0.01%             | 2028-03-11      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                              | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     964000 | PA      | $1185720.00   | 0.11%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     434000 | PA      | $353887.94    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                      | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2409335.52   | 0.23%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                              | Penske Automotive Group Inc                                                         | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     441000 | PA      | $409274.30    | 0.04%             | 2025-09-01      | Fixed         | 3.50%                 | 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        |     897000 | PA      | $802510.02    | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                          | Netflix Inc                                                                         | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     461000 | PA      | $429928.15    | 0.04%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B B.V           | Axalta Coating Systems Dutch Holding B B.V 2022 USD Term Loan B                     | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |     143000 | PA      | $143000.00    | 0.01%             | 2029-12-20      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                                  | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     442000 | PA      | $450929.29    | 0.04%             | 2025-07-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                     | Credit Suisse AG                                                                    | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    6000000 | PA      | $5802000.00   | 0.55%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                   | CommScope Technologies LLC                                                          | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     942000 | PA      | $857220.00    | 0.08%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                | Charter Communications Operating, LLC 2019 Term Loan B1                             | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     123698 | PA      | $122866.67    | 0.01%             | 2025-04-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4122000 | PA      | $3897939.37   | 0.37%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                      | TSMC Global Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     250000 | PA      | $201852.50    | 0.02%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                  | ReNew Power Pvt Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $191100.00    | 0.02%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WHARF REIC FINANCE BVI                               | Wharf REIC Finance BVI Ltd                                                          | CUSIP: 000000000<br>LEI: 254900N6PHCMYYNUWV59 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $168350.00    | 0.02%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                             | Digicel International Finance Ltd/Digicel international Holdings Ltd                | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     635000 | PA      | $544036.25    | 0.05%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700AZ9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1832040.67   | 0.18%             | 2025-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     221000 | PA      | $171827.50    | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                         | QUALCOMM Inc                                                                        | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3009535.06   | 0.29%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co Inc                             | Crown Cork & Seal Co Inc                                                            | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     151000 | PA      | $155456.01    | 0.01%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -287000 | PA      | $-287000.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                  | Station Casinos LLC 2020 Term Loan B                                                | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     299339 | PA      | $291700.12    | 0.03%             | 2027-02-08      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.               | Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B                         | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                             | Vertiv Group Corporation 2021 Term Loan B                                           | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |     304198 | PA      | $292918.03    | 0.03%             | 2027-03-02      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     241000 | PA      | $202741.25    | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      37000 | PA      | $33105.42     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP DARLING ING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -530145 | PA      | $-530145.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP PROGRESS EN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -12330000 | PA      | $-12330000.00 | -1.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP WYNN RESORT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -743146 | PA      | $-743146.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP VERIZON COM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -6062018 | PA      | $-6062017.50  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     566000 | PA      | $581621.60    | 0.06%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP DEVON ENERG                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -802890 | PA      | $-802890.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1777360.20   | 0.17%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                          | Avient Corp                                                                         | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     267000 | PA      | $261001.03    | 0.02%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     957000 | PA      | $904365.00    | 0.09%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1693000 | PA      | $1481375.00   | 0.14%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                 | Fortune Star BVI Ltd                                                                | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     344000 | PA      | $230910.00    | 0.02%             | 2026-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinox Holdings, Inc.                               | Equinox Holdings, Inc. 2017 1st Lien Term Loan                                      | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |     491137 | PA      | $367738.85    | 0.04%             | 2024-03-08      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                         | New Gold Inc                                                                        | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    1357000 | PA      | $1190840.94   | 0.11%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | Ares XLVIII CLO Ltd                                                                 | CUSIP: 04017FAG4<br>LEI: 5493005WFBSWHJ1WGQ35 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $466259.05    | 0.04%             | 2030-07-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                             | Endeavor Energy Resources LP / EER Finance Inc                                      | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |     518000 | PA      | $495995.36    | 0.05%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COASTAL EMERALD LTD                                  | Coastal Emerald Ltd                                                                 | CUSIP: 000000000<br>LEI: 213800VJW5J633T5WS61 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $188787.50    | 0.02%             | 2024-08-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                          | McAfee, LLC 2022 USD Term Loan B                                                    | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     375060 | PA      | $348201.95    | 0.03%             | 2029-03-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                     | Gates Global LLC 2021 Term Loan B3                                                  | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |     301765 | PA      | $294872.57    | 0.03%             | 2027-03-31      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                             | GMR Hyderabad International Airport Ltd                                             | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $196287.50    | 0.02%             | 2024-04-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                   | Cenovus Energy Inc                                                                  | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      77000 | PA      | $68871.66     | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                            | Zayo Group Holdings, Inc. USD Term Loan                                             | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     584519 | PA      | $471829.58    | 0.05%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                | American Airlines Inc                                                               | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    1018000 | PA      | $1091906.04   | 0.10%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Dealer Tire Financial, LLC                           | Dealer Tire Financial, LLC Term Loan B2                                             | CUSIP: 000000000<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |     223278 | PA      | $220040.53    | 0.02%             | 2027-12-14      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Zurn Holdings, Inc.                                  | Zurn Holdings, Inc. 2021 Term Loan B                                                | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |     109447 | PA      | $109036.81    | 0.01%             | 2028-10-04      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                                 | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     264000 | PA      | $224935.34    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                            | Anchorage Capital CLO 2013-1 Ltd                                                    | CUSIP: 033292AU7<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $963663.10    | 0.09%             | 2030-10-13      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                               | Brazilian Government International Bond                                             | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6525000 | PA      | $4827684.38   | 0.46%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXVII Ltd                                                      | CUSIP: 55820YAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $941691.80    | 0.09%             | 2030-04-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                           | Restoration Hardware, Inc. Term Loan B                                              | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |      91355 | PA      | $83841.22     | 0.01%             | 2028-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                               | Toll Brothers Finance Corp                                                          | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $31799.65     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES CHINA LARGE-CAP ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -4918 | NC      | $-46721.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                               | MGM China Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $185225.00    | 0.02%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                       | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     207000 | PA      | $172668.97    | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     400000 | PA      | $373160.00    | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                              | Zhenro Properties Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     233000 | PA      | $5825.00      | 0.00%             | 2025-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc.                       | CCC Intelligent Solutions Inc. Term Loan                                            | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |     186120 | PA      | $184258.80    | 0.02%             | 2028-09-21      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -708094 | PA      | $-708093.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 10YR NOTE (CBT)MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -107 | NC      | $64558.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     560000 | PA      | $438547.20    | 0.04%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PRIME CAPITAL                                 | Global Prime Capital Pte Ltd                                                        | CUSIP: 000000000<br>LEI: 254900BOZNNFPDZAEZ24 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $189350.00    | 0.02%             | 2025-01-23      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TMBTHANACHART BANK PCL                               | TMBThanachart Bank PCL                                                              | CUSIP: 000000000<br>LEI: 549300WKGLXEV3DB7I54 | Long             | DBT              | CORP              | TH        |     700000 | PA      | $640500.00    | 0.06%             | 2024-12-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                              | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                               | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     718000 | PA      | $678359.22    | 0.06%             | 2026-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                 | Pilgrim's Pride Corp                                                                | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     387000 | PA      | $302827.50    | 0.03%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                           | Gainwell Acquisition Corp. Term Loan B                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     368151 | PA      | $344681.57    | 0.03%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Medallion Midland Acquisition, LLC                   | Medallion Midland Acquisition, LLC 2021 Term Loan                                   | CUSIP: 58404BAD7<br>LEI: 549300QCYU94ZA2ELG48 | Long             | LON              | CORP              | US        |     222316 | PA      | $219883.67    | 0.02%             | 2028-10-18      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                               | China Aoyuan Group Ltd                                                              | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     230000 | PA      | $17825.00     | 0.00%             | 2023-02-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                              | Shinhan Financial Group Co Ltd                                                      | CUSIP: 82460N2A7<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $178306.00    | 0.02%             | 2026-01-10      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                             | Anheuser-Busch InBev Worldwide Inc                                                  | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4942989.25   | 0.47%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                 | Chart Industries Inc                                                                | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     143000 | PA      | $146662.23    | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     590000 | PA      | $493611.70    | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                               | Group 1 Automotive Inc                                                              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      78000 | PA      | $66021.56     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                 | Howmet Aerospace Inc                                                                | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44497.80     | 0.00%             | 2024-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP AVIS BUDGET                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |     -55662 | PA      | $-55662.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     442000 | PA      | $361595.78    | 0.03%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                  | LBM Acquisition LLC                                                                 | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      54000 | PA      | $34362.99     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                   | Credit Agricole SA                                                                  | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5062000.00   | 0.48%             | 2025-12-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                        | Coherent Corp                                                                       | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    1027000 | PA      | $885715.61    | 0.08%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                      | Naked Juice LLC 2nd Lien Term Loan                                                  | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     213002 | PA      | $167538.85    | 0.02%             | 2030-01-24      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MOZART DEBT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -956938 | PA      | $-956937.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TERVITA CORP                                         | Tervita Corp                                                                        | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     182000 | PA      | $195662.48    | 0.02%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                          | Jazz Financing Lux S.a.r.l. USD Term Loan                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     266914 | PA      | $264202.23    | 0.03%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP SPRINGLEAF                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -1077125 | PA      | $-1077125.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                  | Churchill Downs Inc                                                                 | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     442000 | PA      | $395532.54    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                   | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2420459.47   | 0.23%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2021 2nd Lien Term Loan B3                                              | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     255000 | PA      | $197836.65    | 0.02%             | 2028-01-31      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                                 | Weatherford International Ltd                                                       | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      11000 | PA      | $11220.49     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | 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        |    1452000 | PA      | $1269203.77   | 0.12%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                          | Lennar Corp                                                                         | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     890000 | PA      | $892105.75    | 0.09%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                               | Verscend Holding Corp. 2021 Term Loan B                                             | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     332622 | PA      | $329831.36    | 0.03%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Aruba Investments, Inc.                              | Aruba Investments, Inc. 2020 USD Term Loan                                          | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |      74436 | PA      | $72141.23     | 0.01%             | 2027-11-24      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                     | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $2170951.80   | 0.21%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BK/HK                              | China Development Bank/Hong Kong                                                    | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     200000 | PA      | $182760.00    | 0.02%             | 2027-02-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                               | Diamondback Energy Inc                                                              | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2923102.34   | 0.28%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                         | SK Hynix Inc                                                                        | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $172162.50    | 0.02%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                      | TransDigm, Inc. 2020 Term Loan F                                                    | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     262296 | PA      | $258775.90    | 0.02%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     695000 | PA      | $688314.10    | 0.07%             | 2024-11-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     749000 | PA      | $708072.60    | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RVR Dealership Holdings, LLC                         | RVR Dealership Holdings, LLC Term Loan B                                            | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      74438 | PA      | $68358.19     | 0.01%             | 2028-02-08      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                              | Gates Global LLC / Gates Corp                                                       | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     714000 | PA      | $689010.00    | 0.07%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd                 | Octagon Investment Partners XXII Ltd                                                | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $846100.35    | 0.08%             | 2030-01-22      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                           | AbbVie Inc                                                                          | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $4925777.37   | 0.47%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ABBVIE INC                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -4710244 | PA      | $-4710243.75  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                         | QUALCOMM Inc                                                                        | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $2116707.30   | 0.20%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                          | OCP CLO 2017-14 Ltd                                                                 | CUSIP: 67097QAG0<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $949887.60    | 0.09%             | 2030-11-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                      | Benefit Street Partners CLO XVI Ltd                                                 | CUSIP: 08181VAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1864822.07   | 0.18%             | 2032-01-17      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                             | Option Care Health, Inc. 2021 Term Loan B                                           | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |     109309 | PA      | $108379.46    | 0.01%             | 2028-10-27      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                              | Iron Mountain Information Management Services Inc                                   | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     273000 | PA      | $226781.23    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2027000 | PA      | $1852345.21   | 0.18%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                              | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    1072000 | PA      | $817490.73    | 0.08%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     472000 | PA      | $479905.77    | 0.05%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                        | TransDigm Inc                                                                       | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   16639000 | PA      | $16409215.41  | 1.57%             | 2026-03-15      | Fixed         | 6.25%                 | 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        |     364000 | PA      | $304236.77    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                         | Organon & Co USD Term Loan                                                          | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     216256 | PA      | $213822.95    | 0.02%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                        | Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan                           | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     190000 | PA      | $180025.00    | 0.02%             | 2028-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP LEVEL 3 FIN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -188625 | PA      | $-188625.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                    | Polaris Newco LLC USD Term Loan B                                                   | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     222316 | PA      | $202387.41    | 0.02%             | 2028-06-02      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                       | Aon Global Ltd                                                                      | CUSIP: 00185AAB0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $5028801.57   | 0.48%             | 2042-12-12      | Fixed         | 4.25%                 | 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        |     557000 | PA      | $477439.44    | 0.05%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Severin Acquisition, LLC                             | Severin Acquisition, LLC 2018 Term Loan B                                           | CUSIP: 81812HAB6<br>LEI: 549300L10R4RABI1ER67 | Long             | LON              | CORP              | US        |     239599 | PA      | $237577.08    | 0.02%             | 2025-08-01      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -725445 | PA      | $-725445.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                    | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     438000 | PA      | $370780.49    | 0.04%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited                     | Nomad Foods Europe Midco Limited 2022 Term Loan B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      75000 | PA      | $74687.25     | 0.01%             | 2029-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                       | Transocean Inc                                                                      | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     294000 | PA      | $294735.00    | 0.03%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                     | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     456000 | PA      | $358214.49    | 0.03%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.             | Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan                   | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |     138974 | PA      | $93923.12     | 0.01%             | 2026-05-29      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                       | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B                            | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     342106 | PA      | $341021.03    | 0.03%             | 2024-12-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                            | Nokia Oyj                                                                           | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     324000 | PA      | $307528.29    | 0.03%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                           | Twilio Inc                                                                          | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     669000 | PA      | $530754.50    | 0.05%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP GLOBAL PAYM                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -4195250 | PA      | $-4195250.00  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                               | Bank of New York Mellon Corp/The                                                    | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4789062.80   | 0.46%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                              | Starwood Property Trust Inc                                                         | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     150000 | PA      | $131261.32    | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                     | Lamar Media Corp                                                                    | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     307000 | PA      | $268318.00    | 0.03%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                               | Canyon CLO 2020-3 Ltd                                                               | CUSIP: 13876RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $472755.35    | 0.05%             | 2034-01-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                           | FedEx Corp                                                                          | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5462949.96   | 0.52%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP NGPL PIPECO                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -1129566 | PA      | $-1129566.25  | -0.11%            |  |  |  | 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        |     846000 | PA      | $729603.09    | 0.07%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                           | Froneri International Ltd. 2020 USD Term Loan                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     566193 | PA      | $550073.37    | 0.05%             | 2027-01-29      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                           | US Bancorp                                                                          | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   10415000 | PA      | $9077401.55   | 0.87%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                               | Rockford Tower CLO 2017-3 Ltd                                                       | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1972001.40   | 0.19%             | 2030-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP FEDEX CORP                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -5310000 | PA      | $-5310000.00  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     319000 | PA      | $264770.00    | 0.03%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $800645.80    | 0.08%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                        | FOCUS FINANCIAL PARTNERS, LLC                                                       | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     184066 | PA      | $180187.40    | 0.02%             | 2028-06-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                     | Sensata Technologies Inc                                                            | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    2288000 | PA      | $1991714.34   | 0.19%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                   | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      47000 | PA      | $42214.49     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                  | Sprint Capital Corp                                                                 | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    3063000 | PA      | $3179210.22   | 0.30%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT / FINCO                               | Caesars Resort Collection LLC / CRC Finco Inc                                       | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1025893.56   | 0.10%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP 1011778 BC                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1728074 | PA      | $-1728073.75  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2652000 | PA      | $2166418.80   | 0.21%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                        | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     595000 | PA      | $528312.40    | 0.05%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TINGYI (C.I.) HLDG CORP                              | Tingyi Cayman Islands Holding Corp                                                  | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $178900.00    | 0.02%             | 2025-09-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                      | Network i2i Ltd                                                                     | CUSIP: V6703DAA2<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |     695000 | PA      | $659728.75    | 0.06%             | 2025-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                             | Connect Finco SARL / Connect US Finco LLC                                           | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    4099000 | PA      | $3798787.27   | 0.36%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP DIRECTV FIN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -632385 | PA      | $-632385.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc. (New)                         | Genesee & Wyoming Inc. (New) Term Loan                                              | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     186561 | PA      | $185348.58    | 0.02%             | 2026-12-30      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     175000 | PA      | $163634.63    | 0.02%             | 2029-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                           | AbbVie Inc                                                                          | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $2891095.13   | 0.28%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                             | iHeartCommunications Inc                                                            | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     369982 | PA      | $340383.44    | 0.03%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3712500.00   | 0.35%             | 2028-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                 | BAT International Finance PLC                                                       | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    4350000 | PA      | $3854336.90   | 0.37%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                            | Titan Acquisition Limited 2018 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     448495 | PA      | $418010.35    | 0.04%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP WESCO DISTR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1060490 | PA      | $-1060490.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                             | Uruguay Government International Bond                                               | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    3500000 | PA      | $3451000.00   | 0.33%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                | HUB International Ltd                                                               | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1860081.00   | 0.18%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                     | T-Mobile USA Inc                                                                    | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $984927.54    | 0.09%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                                        | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2989180.36   | 0.29%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                    | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     777000 | PA      | $736324.05    | 0.07%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                    | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1599000 | PA      | $1384542.52   | 0.13%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                    | Kinder Morgan Inc                                                                   | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     197000 | PA      | $219682.33    | 0.02%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                 | ICON LUXEMBOURG SARL                                                                | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     253657 | PA      | $252674.94    | 0.02%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      68000 | PA      | $51532.33     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                         | Comcast Corp                                                                        | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5558000 | PA      | $3360682.88   | 0.32%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Sovos Brands Intermediate, Inc.                      | Sovos Brands Intermediate, Inc. 2021 Term Loan                                      | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |     261011 | PA      | $253616.56    | 0.02%             | 2028-06-08      | Floating      | 7.91%                 | 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        |     224090 | PA      | $211066.02    | 0.02%             | 2024-10-14      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        855 | NC      | $1282.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES CHINA LARGE-CAP ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       4918 | NC      | $231146.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                      | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    1731000 | PA      | $1406329.12   | 0.13%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                          | AIG CLO 2021-1 LLC                                                                  | CUSIP: 00141YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1943904.20   | 0.19%             | 2034-04-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                     | FirstEnergy Corp                                                                    | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     880000 | PA      | $580624.00    | 0.06%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                   | CA Magnum Holdings                                                                  | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |     964000 | PA      | $872545.32    | 0.08%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP ROCKET MORT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -436549 | PA      | $-436548.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                 | Petronas Capital Ltd                                                                | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $177260.00    | 0.02%             | 2045-03-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                          | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    1604000 | PA      | $1451638.00   | 0.14%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -407550 | PA      | $-407550.00   | -0.04%            |  |  |  | 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        |    2839000 | PA      | $2551863.54   | 0.24%             | 2027-10-15      | Fixed         | 6.75%                 | 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        |    6170000 | PA      | $5608994.11   | 0.54%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     356000 | PA      | $307940.00    | 0.03%             | 2029-05-01      | Fixed         | 3.75%                 | 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        |     997000 | PA      | $891861.84    | 0.09%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                  | Elmwood CLO II Ltd                                                                  | CUSIP: 29001LAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1949395.00   | 0.19%             | 2034-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BANK OF NEW                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -4614225 | PA      | $-4614225.00  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                  | Bangkok Bank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     222000 | PA      | $210178.50    | 0.02%             | 2025-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fender Musical Instruments Corporation               | Fender Musical Instruments Corporation 2021 Term Loan B                             | CUSIP: 000000000<br>LEI: 549300G8G1R16J8L5Q60 | Long             | LON              | CORP              | US        |      99295 | PA      | $79932.64     | 0.01%             | 2028-12-01      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| Carlyle C17 CLO                                      | Carlyle C17 CLO Ltd                                                                 | CUSIP: 14307PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $941038.00    | 0.09%             | 2031-04-30      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                        | Surgery Center Holdings, Inc. 2021 Term Loan                                        | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      67609 | PA      | $66671.96     | 0.01%             | 2026-08-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                             | Sinclair Television Group Inc                                                       | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     817000 | PA      | $612493.78    | 0.06%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP NORTHROP GR                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2909561 | PA      | $-2909561.25  | -0.28%            |  |  |  | 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        |    1288000 | PA      | $1103983.44   | 0.11%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                                 | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    9840000 | PA      | $9456238.13   | 0.90%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding L Ltd                                                          | CUSIP: 55821FAA5<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |    1270000 | PA      | $1244210.36   | 0.12%             | 2034-04-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                 | Booking Holdings Inc                                                                | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3145423.12   | 0.30%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -467542 | PA      | $-467542.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                                     | Colgate Energy Partners III LLC                                                     | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     452000 | PA      | $388204.97    | 0.04%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                                  | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     218000 | PA      | $209280.00    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                               | Diamondback Energy Inc                                                              | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     692000 | PA      | $607106.42    | 0.06%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AlixPartners, LLP                                    | AlixPartners, LLP 2021 USD Term Loan B                                              | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     186106 | PA      | $184311.74    | 0.02%             | 2028-02-04      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP MADISON IAQ                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -356970 | PA      | $-356970.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                         | AGL CLO 12 Ltd                                                                      | CUSIP: 00120BAE0<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |     890000 | PA      | $851679.45    | 0.08%             | 2034-07-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                      | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan                      | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |     149428 | PA      | $147124.13    | 0.01%             | 2026-07-21      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                        | UniCredit SpA                                                                       | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    6135000 | PA      | $4984369.03   | 0.48%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                  | Altice Financing SA                                                                 | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    1419000 | PA      | $1116132.71   | 0.11%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                         | Yuzhou Group Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $17500.00     | 0.00%             | 2025-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                | Norfolk Southern Corp                                                               | CUSIP: 655844AV0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $12247189.88  | 1.17%             | 2105-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP MICROSTRATE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -102150 | PA      | $-102150.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     700000 | PA      | $550060.00    | 0.05%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                                  | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2257031.25   | 0.22%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP AON PLC 4 2                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -4875000 | PA      | $-4875000.00  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP VERSCEND ES                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -967500 | PA      | $-967500.00   | -0.09%            |  |  |  | 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        |     166235 | PA      | $162079.19    | 0.02%             | 2029-07-06      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                     | FirstEnergy Corp                                                                    | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     261000 | PA      | $212803.74    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                       | Hertz Corp/The                                                                      | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     249000 | PA      | $208537.50    | 0.02%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                | Nabors Industries Ltd                                                               | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     646000 | PA      | $591022.88    | 0.06%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                            | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     268000 | PA      | $230913.33    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     273000 | PA      | $278460.00    | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                   | Dun & Bradstreet Corporation (The) Term Loan                                        | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |     482437 | PA      | $477183.63    | 0.05%             | 2026-02-06      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                      | NGPL PipeCo LLC                                                                     | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    1117000 | PA      | $1162257.25   | 0.11%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                              | Greenwood Park CLO Ltd                                                              | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $897334.30    | 0.09%             | 2031-04-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | Ares XXXVII CLO Ltd                                                                 | CUSIP: 04015NAK0<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1655870.83   | 0.16%             | 2030-10-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                             | BCPE Empire Holdings Inc                                                            | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |     256000 | PA      | $229575.68    | 0.02%             | 2027-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                  | SVB Financial Group                                                                 | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    4556000 | PA      | $2607495.84   | 0.25%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                             | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $967952.81    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMHERST PIERPONT SECURITIES LLC                      | RRP JP MORGAN C                                                                     | CUSIP: 000000000<br>LEI: 549300LGG2RLWD21SU97 | Short            | RA               | CORP              | US        |   -9298469 | PA      | $-9298468.75  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                       | ANGI Group LLC                                                                      | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     582000 | PA      | $431893.47    | 0.04%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                     | IRB Holding Corp 2022 Term Loan B                                                   | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     545833 | PA      | $529048.96    | 0.05%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                  | Ligado Networks LLC                                                                 | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     497076 | PA      | $159611.10    | 0.02%             | 2023-11-01      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                | Cablevision Lightpath LLC                                                           | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     368000 | PA      | $303284.83    | 0.03%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                | Indonesia Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $181272.00    | 0.02%             | 2047-07-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Packers Holdings, LLC                                | Packers Holdings, LLC 2021 Term Loan                                                | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |     173175 | PA      | $150771.78    | 0.01%             | 2028-03-09      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CHARTER COM                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -339162 | PA      | $-339162.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| China Evergrande Group                               | China Evergrande Group                                                              | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $20212.50     | 0.00%             | 2023-04-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ONCOR ELECT                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2574688 | PA      | $-2574687.50  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER                                | Titan Acquisition Ltd / Titan Co-Borrower LLC                                       | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1550000 | PA      | $1395911.52   | 0.13%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP PACIFIC GAS                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1729612 | PA      | $-1729612.50  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     136000 | PA      | $131681.24    | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -928688 | PA      | $-928687.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1111000 | PA      | $793298.44    | 0.08%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                        | DISH DBS Corp                                                                       | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1110000 | PA      | $895092.90    | 0.09%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     297000 | PA      | $280665.00    | 0.03%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                             | Advanced Drainage Systems Inc                                                       | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      26000 | PA      | $24245.00     | 0.00%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                    | Trimaran CAVU 2022-2 Ltd                                                            | CUSIP: 89625BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1486414.95   | 0.14%             | 2036-01-20      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XLVIII Ltd                                                     | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $983387.50    | 0.09%             | 2033-04-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                | NESCO Holdings II Inc                                                               | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     356000 | PA      | $311500.00    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Funding 7 Ltd                                                            | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1217089.13   | 0.12%             | 2037-02-24      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                            | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     764000 | PA      | $629749.15    | 0.06%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                  | United Airlines Inc                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1274000 | PA      | $1109266.32   | 0.11%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     581000 | PA      | $557759.92    | 0.05%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190293.26    | 0.02%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                     | Progressive Corp/The                                                                | CUSIP: 743315AU7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4787500.00   | 0.46%             | 2023-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                            | Baidu Inc                                                                           | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $170038.00    | 0.02%             | 2027-02-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                             | RHP Hotel Properties, LP 2017 Term Loan B                                           | CUSIP: 74958NAG1<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              | CORP              | US        |     147125 | PA      | $146204.99    | 0.01%             | 2024-05-11      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   71000000 | PA      | $64489493.12  | 6.16%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                      | B&G Foods, Inc. 2019 Term Loan B4                                                   | CUSIP: 05508TAU6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |     112000 | PA      | $105460.32    | 0.01%             | 2026-10-10      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                             | Rockies Express Pipeline LLC                                                        | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     580000 | PA      | $486959.86    | 0.05%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                 | Fortune Star BVI Ltd                                                                | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     269000 | PA      | $211467.63    | 0.02%             | 2025-10-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                        | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95877.00     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                    | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     820000 | PA      | $635548.40    | 0.06%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                             | RRP ALTICE FINA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |    -539962 | PA      | $-539962.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                             | Kaisa Group Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     249000 | PA      | $32370.00     | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                       | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      53000 | PA      | $43263.97     | 0.00%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                             | Teva Pharmaceutical Finance Netherlands III BV                                      | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $180225.00    | 0.02%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     263000 | PA      | $228295.30    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -683750 | PA      | $-683750.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO V Ltd                                    | Elmwood CLO V Ltd                                                                   | CUSIP: 29003BAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $975816.50    | 0.09%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NEW METRO GLOBAL LTD                                 | New Metro Global Ltd                                                                | CUSIP: 000000000<br>LEI: 549300HJRNTCANEH0D47 | Long             | DBT              | CORP              | VG        |     349000 | PA      | $232521.25    | 0.02%             | 2026-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corporation                        | Columbus McKinnon Corporation 2021 Term Loan B                                      | CUSIP: 19933MAP8<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |      69147 | PA      | $68109.83     | 0.01%             | 2028-05-14      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                | CNOOC Petroleum North America ULC                                                   | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2037250.00   | 0.19%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                             | Greystar Real Estate Partners LLC                                                   | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     360000 | PA      | $351810.90    | 0.03%             | 2025-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                    | General Motors Co                                                                   | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     940000 | PA      | $869056.76    | 0.08%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     546000 | PA      | $506999.22    | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                   | Camelot Finance SA                                                                  | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1254000 | PA      | $1175312.28   | 0.11%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIGNATURE AVIATION US                                | Signature Aviation US Holdings Inc                                                  | CUSIP: 05545MAC6<br>LEI: 213800CSNQ87U1MC8N11 | Long             | DBT              | CORP              | US        |     541000 | PA      | $512564.95    | 0.05%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                             | Smyrna Ready Mix Concrete LLC                                                       | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1084376.40   | 0.10%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                           | Weibo Corp                                                                          | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $193010.00    | 0.02%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stewart Park CLO Ltd                                 | Stewart Park CLO Ltd                                                                | CUSIP: 860444AU2<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1347404.55   | 0.13%             | 2030-01-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP T MOBILE US                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -825412 | PA      | $-825412.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP HERTZ CORPO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -105315 | PA      | $-105315.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP LENNAR CORP                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -854400 | PA      | $-854400.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                             | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1966177 | PA      | $1954776.52   | 0.19%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                       | Sabre GLBL Inc                                                                      | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     578000 | PA      | $575761.39    | 0.06%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                    | Triumph Group Inc                                                                   | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    1579000 | PA      | $1606632.50   | 0.15%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                              | MPLX LP                                                                             | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2320273.08   | 0.22%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1122000 | PA      | $778459.34    | 0.07%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                             | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     225000 | PA      | $222581.25    | 0.02%             | 2029-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics, Inc                         | AIT Worldwide Logistics, Inc 2021 Term Loan                                         | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99248 | PA      | $90812.02     | 0.01%             | 2028-04-06      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman Loan Advisers CLO 27 Ltd                                           | CUSIP: 64131WAJ6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $929512.80    | 0.09%             | 2030-01-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXXVIII Ltd                                                    | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1070000 | PA      | $1041283.88   | 0.10%             | 2034-07-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Sparta U.S. HoldCo LLC                               | Sparta U.S. HoldCo LLC 2021 Term Loan                                               | CUSIP: 84673EAB5<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |     220233 | PA      | $213718.53    | 0.02%             | 2028-08-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Associated Materials Inc.                            | Associated Materials Inc. 2022 Term Loan B                                          | CUSIP: 88607CAB1<br>LEI: 254900KM84WNG9539P42 | Long             | LON              | CORP              | US        |      97408 | PA      | $83039.91     | 0.01%             | 2029-03-08      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1598302 | PA      | $-1598302.50  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                         | Sunshine Luxembourg VII SARL 2021 Term Loan B3                                      | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |     775375 | PA      | $741343.46    | 0.07%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| WEX Inc.                                             | WEX Inc. 2021 Term Loan                                                             | CUSIP: 96208UAT8<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     123741 | PA      | $122829.83    | 0.01%             | 2028-03-31      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                             | Weatherford International Ltd                                                       | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     254000 | PA      | $248996.20    | 0.02%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                 | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                              | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     576000 | PA      | $470534.83    | 0.04%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                              | HCA Inc                                                                             | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     833000 | PA      | $828278.79    | 0.08%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     185000 | PA      | $159100.00    | 0.02%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                             | Perusahaan Penerbit SBSN Indonesia III                                              | CUSIP: 71567RAU0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $197772.00    | 0.02%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     250000 | PA      | $214879.21    | 0.02%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                             | Veritas US Inc / Veritas Bermuda Ltd                                                | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     955000 | PA      | $657726.45    | 0.06%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EASY TACTIC LTD                                      | Easy Tactic Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |     208263 | PA      | $46598.85     | 0.00%             | 2025-07-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                           | Weber-Stephen Products LLC Term Loan B                                              | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     276493 | PA      | $232254.45    | 0.02%             | 2027-10-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                                              | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     322000 | PA      | $275177.98    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                      | Madison IAQ LLC                                                                     | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     586000 | PA      | $401643.72    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                               | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31794.00     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP SPRINT CAPI                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2931331 | PA      | $-2931331.25  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     281000 | PA      | $251666.41    | 0.02%             | 2024-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc. Term Loan B4                                        | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |     454394 | PA      | $443034.17    | 0.04%             | 2026-10-17      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP DISCOVERY C                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2870000 | PA      | $-2870000.00  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                    | American Builders & Contractors Supply Co Inc                                       | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     617000 | PA      | $550487.40    | 0.05%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP AMERICAN TO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -3515000 | PA      | $-3515000.00  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     619000 | PA      | $538715.70    | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                         | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     616000 | PA      | $574315.28    | 0.05%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SF HLDNG INVESTMENT 2021                             | SF Holding Investment 2021 Ltd                                                      | CUSIP: 000000000<br>LEI: 655600V9A105VPU0VS17 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $179474.00    | 0.02%             | 2026-11-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                 | HalseyPoint CLO 4 Ltd                                                               | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1948308.60   | 0.19%             | 2034-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                               | Option Care Health Inc                                                              | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     461000 | PA      | $403241.31    | 0.04%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                | Interpublic Group of Cos Inc/The                                                    | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2024038.16   | 0.19%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMHERST PIERPONT SECURITIES LLC                      | RRP MORGAN STAN                                                                     | CUSIP: 000000000<br>LEI: 549300LGG2RLWD21SU97 | Short            | RA               | CORP              | US        |   -2318800 | PA      | $-2318800.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                      | Envision Healthcare Corporation 2022 First Out Term Loan                            | CUSIP: 29373UAE1<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |      36572 | PA      | $32412.06     | 0.00%             | 2027-03-31      | Variable      | 12.61%                | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2021 Term Loan                                              | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     435841 | PA      | $433456.95    | 0.04%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                             | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     390000 | PA      | $307940.10    | 0.03%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                         | TICP CLO X Ltd                                                                      | CUSIP: 87249CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1262927.38   | 0.12%             | 2031-04-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ORGANON C                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1083322 | PA      | $-1083322.50  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                              | LCPR Senior Secured Financing DAC                                                   | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     860000 | PA      | $804100.00    | 0.08%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                  | Silgan Holdings Inc                                                                 | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |      58000 | PA      | $53659.14     | 0.01%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33 Ltd                   | Octagon Investment Partners 33 Ltd                                                  | CUSIP: 675711AG0<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $884521.60    | 0.08%             | 2031-01-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                        | CommScope Inc                                                                       | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      83000 | PA      | $64325.00     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                      | CoreLogic, Inc. 2nd Lien Term Loan                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $70050.00     | 0.01%             | 2029-06-04      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                       | Hertz Corp/The                                                                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     177000 | PA      | $134272.20    | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $164168.00    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                    | Atrium XV                                                                           | CUSIP: 04965FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $239123.08    | 0.02%             | 2031-01-23      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -776792 | PA      | $-776792.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                   | Elmwood CLO 15 Ltd                                                                  | CUSIP: 29003JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1200000 | PA      | $1169863.56   | 0.11%             | 2035-04-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| KB KOOKMIN CARD CO LTD                               | KB Kookmin Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400VU1GFPPZ59F863 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $190830.00    | 0.02%             | 2025-06-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                    | General Mills Inc                                                                   | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     935000 | PA      | $937328.10    | 0.09%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP CHARLES SCH                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -3768750 | PA      | $-3768750.00  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Voyage Digital (NZ) Limited                          | Voyage Digital (NZ) Limited USD Term Loan B                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     106732 | PA      | $104864.68    | 0.01%             | 2029-05-11      | Floating      | 8.78%                 | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     406000 | PA      | $403117.03    | 0.04%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ExGen Renewables IV, LLC                             | ExGen Renewables IV, LLC 2020 Term Loan                                             | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |     247252 | PA      | $244574.62    | 0.02%             | 2027-12-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                              | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     178000 | PA      | $149614.34    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXVII Ltd                                                      | CUSIP: 55820YAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $929791.60    | 0.09%             | 2030-04-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                        | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                                  | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     756777 | PA      | $705459.62    | 0.07%             | 2027-04-09      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                      | Go Daddy Operating Company, LLC 2021 Term Loan B4                                   | CUSIP: 38017BAQ9<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |     124721 | PA      | $123396.27    | 0.01%             | 2027-08-10      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                 | Covanta Holding Corp                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     142000 | PA      | $116336.34    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                               | Credit Suisse Group AG                                                              | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1865000 | PA      | $1490358.20   | 0.14%             | 2023-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                               | Power Finance Corp Ltd                                                              | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $181912.50    | 0.02%             | 2027-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP HERC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -502005 | PA      | $-502005.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                           | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $3123936.73   | 0.30%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     200000 | PA      | $161669.53    | 0.02%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS                                | Merlin Entertainments Ltd                                                           | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |     240000 | PA      | $224697.00    | 0.02%             | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                   | Telecom Italia SpA/Milano                                                           | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    1062000 | PA      | $1006181.28   | 0.10%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     134000 | PA      | $112359.00    | 0.01%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     387000 | PA      | $345382.02    | 0.03%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ARAMARK SER                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1179168 | PA      | $-1179167.50  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -1155810 | PA      | $-1155810.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                        | Wilsonart LLC 2021 Term Loan E                                                      | CUSIP: 000000000<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |     341306 | PA      | $324070.46    | 0.03%             | 2026-12-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NFP CORP 6                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -505195 | PA      | $-505195.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA SCE GRP HLDGS LTD                              | China SCE Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $98000.00     | 0.01%             | 2024-04-09      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                | Molina Healthcare Inc                                                               | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     491000 | PA      | $416092.90    | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                    | CSC Holdings, LLC 2019 Term Loan B5                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     316568 | PA      | $281745.93    | 0.03%             | 2027-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                        | CoreLogic Inc                                                                       | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     869000 | PA      | $666696.80    | 0.06%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                        | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1149325.82   | 0.11%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                              | Misc Capital Two Labuan Ltd                                                         | CUSIP: 000000000<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $182225.00    | 0.02%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                | Takeda Pharmaceutical Co Ltd                                                        | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    8270000 | PA      | $6750382.04   | 0.65%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                 | Carnival Corporation USD Term Loan B                                                | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     231083 | PA      | $220931.31    | 0.02%             | 2025-06-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.     | American Builders & Contractors Supply Co., Inc. 2019 Term Loan                     | CUSIP: 02474RAH6<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |     122487 | PA      | $121305.75    | 0.01%             | 2027-01-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                      | Veritas US Inc. 2021 USD Term Loan B                                                | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     476295 | PA      | $333915.90    | 0.03%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                | Indonesia Government International Bond                                             | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     250000 | PA      | $245027.50    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP COMMSCOPE T                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -826605 | PA      | $-826605.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Aimco                                                | Aimco CLO 14 Ltd                                                                    | CUSIP: 00144GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2912227.20   | 0.28%             | 2034-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                | Northrop Grumman Corp                                                               | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3003304.50   | 0.29%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      51000 | PA      | $40840.80     | 0.00%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                             | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -2193750 | PA      | $-2193750.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                             | Saudi Government International Bond                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $197500.00    | 0.02%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                      | Sealed Air Corp                                                                     | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     109000 | PA      | $98877.93     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp                          | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     549000 | PA      | $513315.14    | 0.05%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3121000 | PA      | $2202895.43   | 0.21%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HKT Capital No 4 Ltd                                 | HKT Capital No 4 Ltd                                                                | CUSIP: 000000000<br>LEI: 254900MLP05EG5KFTB45 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $183850.00    | 0.02%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                               | RR 5 Ltd                                                                            | CUSIP: 74979VAJ2<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |     650000 | PA      | $591066.91    | 0.06%             | 2031-10-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                    | Delta TopCo, Inc. 2020 Term Loan B                                                  | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     155835 | PA      | $143562.95    | 0.01%             | 2027-12-01      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                      | CVS Health Corp                                                                     | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $7364355.82   | 0.70%             | 2048-03-25      | Fixed         | 5.05%                 | 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        |     340000 | PA      | $312963.20    | 0.03%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP GOLDMAN SAC                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -1619550 | PA      | $-1619550.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                              | Surgery Center Holdings Inc                                                         | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     524000 | PA      | $533170.00    | 0.05%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                       | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2186000 | PA      | $1841344.31   | 0.18%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                 | SRS Distribution Inc                                                                | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     763000 | PA      | $607235.91    | 0.06%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BROADCOM IN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -9831862 | PA      | $-9831862.50  | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BAXALTA INC                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -5572500 | PA      | $-5572500.00  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Pike Corporation                                     | Pike Corporation 2021 Incremental Term Loan B                                       | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |      75000 | PA      | $73863.00     | 0.01%             | 2028-01-21      | Floating      | 7.39%                 | 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        |    1000000 | PA      | $963766.40    | 0.09%             | 2031-01-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     127000 | PA      | $117806.47    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                  | Radiate Holdco, LLC 2021 Term Loan B                                                | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |     318601 | PA      | $257636.53    | 0.02%             | 2026-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC.                             | Standard Industries Inc. 2021 Term Loan B                                           | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |      73829 | PA      | $72853.32     | 0.01%             | 2028-09-22      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| PQ Corporation                                       | PQ Corporation 2021 Term Loan B                                                     | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     186111 | PA      | $182931.79    | 0.02%             | 2028-06-09      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                  | Spectrum Brands Inc                                                                 | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      34000 | PA      | $29424.49     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                        | TransDigm Inc                                                                       | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7783.64      | 0.00%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO               | Park Avenue Institutional Advisers CLO Ltd 2019-1                                   | CUSIP: 70017WAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1277931.30   | 0.12%             | 2032-05-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP COMPASS DIV                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -371010 | PA      | $-371010.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                      | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   13999000 | PA      | $10815633.98  | 1.03%             | 2031-02-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INDIA GREEN ENERGY HLDNG                             | India Green Energy Holdings                                                         | CUSIP: 000000000<br>LEI: 2549005BFUXXT5HWAG36 | Long             | DBT              | CORP              | MU        |     250000 | PA      | $240625.00    | 0.02%             | 2024-04-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                             | Camelot Return Merger Sub Inc                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     336000 | PA      | $308323.68    | 0.03%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP AUSTRALIA A                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -3886369 | PA      | $-3886368.75  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | Ares XXXVII CLO Ltd                                                                 | CUSIP: 04015NAJ3<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $965349.70    | 0.09%             | 2030-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                   | Howard Hughes Corp/The                                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      46000 | PA      | $37217.17     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                    | Syneos Health Inc                                                                   | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |     405000 | PA      | $322519.73    | 0.03%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                | Prime Security Services Borrower, LLC 2021 Term Loan                                | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     148866 | PA      | $147391.89    | 0.01%             | 2026-09-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                                 | Charter NEX US, Inc. 2021 Term Loan                                                 | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |     405356 | PA      | $393069.61    | 0.04%             | 2027-12-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -1017308 | PA      | $-1017307.50  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                   | Howard Hughes Corp/The                                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     443000 | PA      | $399023.39    | 0.04%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                    | AMERICAN AIRLINES                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     836928 | PA      | $826466.85    | 0.08%             | 2023-10-15      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                      | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     327000 | PA      | $327000.00    | 0.03%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ENERGY TRAN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -3243469 | PA      | $-3243468.75  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                             | Beacon Roofing Supply Inc                                                           | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      86000 | PA      | $71465.25     | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                   | Athenahealth, Inc. 2022 Term Loan B                                                 | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     384143 | PA      | $345866.87    | 0.03%             | 2029-02-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP WYNN LAS VE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -411618 | PA      | $-411617.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -276194 | PA      | $-276193.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     460000 | PA      | $435850.00    | 0.04%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP DT MIDSTREA                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -497812 | PA      | $-497812.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                             | Enterprise Products Operating LLC                                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3860776.80   | 0.37%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                              | Regatta VI Funding Ltd                                                              | CUSIP: 75887NAW9<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1949092.80   | 0.19%             | 2034-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                        | Cable One Inc                                                                       | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     641000 | PA      | $503002.80    | 0.05%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                      | Murphy Oil Corp                                                                     | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1965.20      | 0.00%             | 2025-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                               | China Evergrande Group                                                              | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $20250.00     | 0.00%             | 2023-06-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                             | CSX Corp                                                                            | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     770000 | PA      | $597130.18    | 0.06%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                              | Regatta VII Funding Ltd                                                             | CUSIP: 75888ABN5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $464745.90    | 0.04%             | 2034-06-20      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     229000 | PA      | $190642.50    | 0.02%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                  | Churchill Downs Inc                                                                 | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1639270.34   | 0.16%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                       | NRG Energy Inc                                                                      | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     618000 | PA      | $612777.90    | 0.06%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                         | CHG Healthcare Services Inc. 2021 Term Loan                                         | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     185125 | PA      | $180806.35    | 0.02%             | 2028-09-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                              | Central Garden & Pet Co                                                             | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      80000 | PA      | $74422.41     | 0.01%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                 | SRS Distribution Inc                                                                | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     982000 | PA      | $870513.69    | 0.08%             | 2028-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     434000 | PA      | $374429.16    | 0.04%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                          | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $10110643.45  | 0.97%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -337500 | PA      | $-337500.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                  | CIFI Holdings Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     450000 | PA      | $126000.00    | 0.01%             | 2024-03-28      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UPC Financing Partnership                            | UPC Financing Partnership 2021 USD Term Loan AX                                     | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      45091 | PA      | $43963.73     | 0.00%             | 2029-01-31      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| FLUIDRA, S.A.                                        | Fluidra, S.A. 2022 USD Term Loan B                                                  | CUSIP: 98975VAM8<br>LEI: 9598001EJ2RDDXG5CK22 | Long             | LON              | CORP              | ES        |      21780 | PA      | $20642.00     | 0.00%             | 2029-01-29      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEAS DEV                             | Sinopec Group Overseas Development 2017 Ltd                                         | CUSIP: 000000000<br>LEI: 5493001IPW8ZGQ181Z16 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $191416.00    | 0.02%             | 2027-04-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                     | BOC Aviation Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $179702.00    | 0.02%             | 2026-01-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                       | PulteGroup Inc                                                                      | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $54367.87     | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP STEEL DYNAM                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -668394 | PA      | $-668393.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                   | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2682962.34   | 0.26%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                       | Wyndham Hotels & Resorts, Inc. Term Loan B                                          | CUSIP: 98310CAC6<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |      18951 | PA      | $18913.10     | 0.00%             | 2025-05-30      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                  | Progress Energy Inc                                                                 | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $13084249.32  | 1.25%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company, LLC                      | Go Daddy Operating Company, LLC 2022 Term Loan B5                                   | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |     162000 | PA      | $161572.32    | 0.02%             | 2029-10-21      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                              | Mong Duong Finance Holdings BV                                                      | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     605000 | PA      | $502074.38    | 0.05%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                       | NRG Energy Inc                                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      52000 | PA      | $48810.84     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | 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        |     425000 | PA      | $388552.00    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TAKEDA PHAR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -6378238 | PA      | $-6378237.50  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP SM ENERGY C                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -245659 | PA      | $-245658.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                             | Export-Import Bank of China/The                                                     | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     200000 | PA      | $191796.00    | 0.02%             | 2027-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GoodRx, Inc.                                         | GoodRx, Inc. 1st Lien Term Loan                                                     | CUSIP: 38245HAC1<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |      76356 | PA      | $74161.03     | 0.01%             | 2025-10-10      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                 | Signal Peak CLO 8 Ltd                                                               | CUSIP: 56845NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1575472.47   | 0.15%             | 2033-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                              | Gulfport Energy Corp                                                                | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |      52500 | PA      | $51187.50     | 0.00%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                        | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     327000 | PA      | $317467.95    | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                              | Crescent Energy Finance LLC                                                         | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1032804.64   | 0.10%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                              | Hyundai Capital America                                                             | CUSIP: 44891CBP7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     200000 | PA      | $171106.64    | 0.02%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                              | Oncor Electric Delivery Co LLC                                                      | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2734839.83   | 0.26%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP VIACOM INC                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -1033500 | PA      | $-1033500.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                 | Woodside Finance Ltd                                                                | CUSIP: 000000000<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $186987.80    | 0.02%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                | Huntington Bancshares Inc/OH                                                        | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $5987675.80   | 0.57%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                       | PDC Energy Inc                                                                      | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     759000 | PA      | $724518.63    | 0.07%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                | Bank of East Asia Ltd/The                                                           | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |     750000 | PA      | $656250.00    | 0.06%             | 2025-10-21      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                              | Realogy Group LLC / Realogy Co-Issuer Corp                                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     263000 | PA      | $191861.13    | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                        | CommScope Inc                                                                       | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     524000 | PA      | $483594.36    | 0.05%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      26000 | PA      | $23397.14     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP EL PASO COR                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -5096192 | PA      | $-5096192.50  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                        | JSW Steel Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     500000 | PA      | $427500.00    | 0.04%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     155000 | PA      | $132072.01    | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                             | Jones Deslauriers Insurance Management Inc                                          | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     418000 | PA      | $411669.00    | 0.04%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                     | Vmed O2 UK Financing I PLC                                                          | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1234000 | PA      | $1002439.90   | 0.10%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                              | New Fortress Energy Inc                                                             | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1490563.50   | 0.14%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2014 ULC                               | CNOOC Finance 2014 ULC                                                              | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $216687.50    | 0.02%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                            | Hub International Limited 2022 Term Loan B                                          | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      90000 | PA      | $88925.40     | 0.01%             | 2029-11-10      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                  | GTCR AP Finance Inc                                                                 | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      87000 | PA      | $83335.56     | 0.01%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                    | Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan                           | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     112439 | PA      | $102937.90    | 0.01%             | 2027-05-03      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      73000 | PA      | $52555.09     | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                     | ACProducts, Inc. 2021 Term Loan B                                                   | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |     171496 | PA      | $127666.54    | 0.01%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                             | Lindblad Expeditions LLC                                                            | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     480000 | PA      | $435441.60    | 0.04%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -8254400 | PA      | $-8254400.00  | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                              | Temasek Financial I Ltd                                                             | CUSIP: 87973RBB5<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     250000 | PA      | $176296.88    | 0.02%             | 2041-08-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                                | Tempur Sealy International Inc                                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     429000 | PA      | $360428.64    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                             | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op     | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     408000 | PA      | $403559.59    | 0.04%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                | CUSIP: 060505ED2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5785000 | PA      | $5605673.85   | 0.54%             | 2023-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                              | SBA Communications Corp                                                             | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    2441000 | PA      | $2205476.45   | 0.21%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                              | Stagwell Global LLC                                                                 | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     209000 | PA      | $172337.22    | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                            | Anchorage Capital CLO 3-R Ltd                                                       | CUSIP: 03330AAG7<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $885319.40    | 0.08%             | 2031-01-28      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                  | Boxer Parent Co Inc                                                                 | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     764000 | PA      | $742998.81    | 0.07%             | 2025-10-02      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                    | Diamond (BC) B.V. 2021 Term Loan B                                                  | CUSIP: 000000000<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |     339538 | PA      | $327654.40    | 0.03%             | 2028-09-29      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     683000 | PA      | $637068.25    | 0.06%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP HILTON DOME                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -500500 | PA      | $-500500.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                  | Sound Point Clo XXI Ltd                                                             | CUSIP: 83613HAA5<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1363387.20   | 0.13%             | 2031-10-26      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     207000 | PA      | $187130.66    | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     802000 | PA      | $655635.00    | 0.06%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                               | DirecTV Financing, LLC Term Loan                                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     354619 | PA      | $344497.85    | 0.03%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                               | Rockford Tower CLO 2017-3 Ltd                                                       | CUSIP: 77341DAJ6<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $916400.80    | 0.09%             | 2030-10-20      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                             | Vertiv Group Corp                                                                   | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1012350.00   | 0.10%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE (CBT) MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1399 | NC      | $-391295.53   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP COMMSCOPE I                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -292320 | PA      | $-292320.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                     | Greenko Dutch BV                                                                    | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |     769730 | PA      | $667740.78    | 0.06%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP GFL ENVIRON                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1089375 | PA      | $-1089375.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SINOCHEM OFFSHORE CAPITA                             | Sinochem Offshore Capital Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3003004LKKZ33WMP2P47 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $172832.00    | 0.02%             | 2026-09-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                              | MPLX LP                                                                             | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3945658.65   | 0.38%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                        | Synaptics Inc                                                                       | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      57000 | PA      | $48025.28     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP STATE STREE                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2899406 | PA      | $-2899406.25  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                             | Abu Dhabi Commercial Bank PJSC                                                      | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |     212000 | PA      | $200101.50    | 0.02%             | 2027-03-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -181688 | PA      | $-181687.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                 | BWX Technologies Inc                                                                | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     248000 | PA      | $217048.86    | 0.02%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                   | Garden Spinco Corp                                                                  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     328000 | PA      | $347680.00    | 0.03%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                             | Archrock Partners LP / Archrock Partners Finance Corp                               | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     586000 | PA      | $559433.25    | 0.05%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CVS HEALTH                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -7651162 | PA      | $-7651162.50  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                        | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72241.50     | 0.01%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ABBVIE INC                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -2766750 | PA      | $-2766750.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                   | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     970000 | PA      | $954237.50    | 0.09%             | 2025-08-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     697000 | PA      | $600791.24    | 0.06%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NVIDIA CORP                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1370600 | PA      | $-1370600.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                | Melco Resorts Finance Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     300000 | PA      | $247500.00    | 0.02%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SOUTHERN CO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -3371738 | PA      | $-3371737.50  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                     | AHP Health Partners Inc                                                             | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     580000 | PA      | $453125.00    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 34 LTD                   | Octagon Investment Partners 34 Ltd                                                  | CUSIP: 675922AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $965725.60    | 0.09%             | 2030-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                               | Comstock Resources Inc                                                              | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1107000 | PA      | $951687.90    | 0.09%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                 | Petronas Capital Ltd                                                                | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $165230.00    | 0.02%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP METROPOLITA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -9987500 | PA      | $-9987500.00  | -0.95%            |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48249.84     | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanatics Commerce Intermediate Holdco, LLC           | Fanatics Commerce Intermediate Holdco, LLC Term Loan B                              | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |      74250 | PA      | $72765.00     | 0.01%             | 2028-11-24      | Floating      | 7.63%                 | No            |                  3 | On Loan: No      |
| Symphony CLO Ltd                                     | Symphony CLO XXVIII Ltd                                                             | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1850181.62   | 0.18%             | 2034-10-23      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Regatta XV Funding Ltd.                              | Regatta XV Funding Ltd                                                              | CUSIP: 75888RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1158592.68   | 0.11%             | 2031-10-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                             | Devon Energy Corp                                                                   | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     204000 | PA      | $206321.48    | 0.02%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP QUALCOMM IN                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -2922500 | PA      | $-2922500.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1371711.95   | 0.13%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP DUPONT DE N                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -6909375 | PA      | $-6909375.00  | -0.66%            |  |  |  | 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        |     645000 | PA      | $590182.77    | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                | United Airlines, Inc. 2021 Term Loan B                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     443486 | PA      | $437082.22    | 0.04%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| JERA CO INC                                          | JERA Co Inc                                                                         | CUSIP: 000000000<br>LEI: 353800OO5E7W1FV1SB75 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $183589.90    | 0.02%             | 2027-04-14      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     552000 | PA      | $547693.49    | 0.05%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     186000 | PA      | $151013.40    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                             | Compass Group Diversified Holdings LLC                                              | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     447000 | PA      | $382538.59    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                       | PetSmart, Inc. 2021 Term Loan B                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     399731 | PA      | $390361.20    | 0.04%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1137293.55   | 0.11%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -884925 | PA      | $-884925.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP SCIL IV LLC                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -206150 | PA      | $-206150.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 US                                | CNOOC Finance 2015 USA LLC                                                          | CUSIP: 12634MAB6<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |     250000 | PA      | $240203.13    | 0.02%             | 2025-05-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP GARTNER INC                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -465248 | PA      | $-465247.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                        | Dynasty Acquisition Co., Inc. 2020 Term Loan B1                                     | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     129142 | PA      | $122859.31    | 0.01%             | 2026-04-06      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                             | Chobani LLC / Chobani Finance Corp Inc                                              | CUSIP: 17027NAA0<br>LEI: 549300Q10QN3IXF3HZ69 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1495680.00   | 0.14%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                         | ADT Security Corp/The                                                               | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     174000 | PA      | $172269.53    | 0.02%             | 2023-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                        | Medtronic Inc                                                                       | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     647000 | PA      | $602548.53    | 0.06%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     289000 | PA      | $266850.32    | 0.03%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                        | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     344000 | PA      | $328760.80    | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation        | PECF USS Intermediate Holding III Corporation Term Loan B                           | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |     132230 | PA      | $109879.44    | 0.01%             | 2028-12-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                             | Export-Import Bank of Korea                                                         | CUSIP: 302154DH9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     250000 | PA      | $234480.00    | 0.02%             | 2024-06-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     805000 | PA      | $701976.10    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                               | Aptiv PLC / Aptiv Corp                                                              | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    4240000 | PA      | $3050752.72   | 0.29%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                               | Level 3 Financing Inc. 2019 Term Loan B                                             | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     115000 | PA      | $109968.75    | 0.01%             | 2027-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    9584000 | PA      | $8642602.69   | 0.83%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                     | Deutsche Bank AG/New York NY                                                        | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3260000 | PA      | $2875998.15   | 0.27%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Precision Medicine Group, LLC                        | Precision Medicine Group, LLC 2021 Term Loan                                        | CUSIP: 74028HAE5<br>LEI: 5493005RG0LYTBKL8W81 | Long             | LON              | CORP              | US        |     313545 | PA      | $290812.58    | 0.03%             | 2027-11-18      | Floating      | 7.73%                 | No            |                  3 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2143976.32   | 0.20%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     284000 | PA      | $285201.32    | 0.03%             | 2027-08-15      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     338000 | PA      | $254145.92    | 0.02%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                             | China Cinda 2020 I Management Ltd                                                   | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $181842.00    | 0.02%             | 2027-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                   | CA Magnum Holdings                                                                  | CUSIP: 000000000<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |     700000 | PA      | $633591.00    | 0.06%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                             | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     733000 | PA      | $682069.81    | 0.07%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                | Palmer Square CLO 2018-1 Ltd                                                        | CUSIP: 69703PAC3<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1452800.25   | 0.14%             | 2031-04-18      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company             | 1011778 B.C. Unlimited Liability Company Term Loan B4                               | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     338895 | PA      | $332540.70    | 0.03%             | 2026-11-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                        | NongHyup Bank                                                                       | CUSIP: 65540KAH8<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $193037.50    | 0.02%             | 2026-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Elevance Health Inc                                                                 | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4364487.10   | 0.42%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                | Bank Negara Indonesia Persero Tbk PT                                                | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $182022.00    | 0.02%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $181109.00    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                         | Arconic Corp                                                                        | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     705000 | PA      | $693083.09    | 0.07%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Messer Industries GmbH                               | Messer Industries GmbH 2018 USD Term Loan                                           | CUSIP: 000000000<br>LEI: 391200LNSZAK9YZ7XO65 | Long             | LON              | CORP              | US        |     167052 | PA      | $165381.00    | 0.02%             | 2026-03-02      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                              | F-Brasile SpA / F-Brasile US LLC                                                    | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     516000 | PA      | $421830.00    | 0.04%             | 2026-08-15      | Fixed         | 7.38%                 | 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        |    1982112 | PA      | $1811562.84   | 0.17%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XI Ltd                              | Marble Point CLO XI Ltd                                                             | CUSIP: 56607FAB1<br>LEI: 549300DBVCVH5X7MO467 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $949931.80    | 0.09%             | 2030-12-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     626000 | PA      | $516303.94    | 0.05%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                               | Williams Cos Inc/The                                                                | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     527000 | PA      | $521232.84    | 0.05%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     311000 | PA      | $263556.95    | 0.03%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                               | CK Hutchison International 21 Ltd                                                   | CUSIP: 000000000<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $164738.00    | 0.02%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                              | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl        | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1026000 | PA      | $831822.37    | 0.08%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                    | Vedanta Resources Finance II PLC                                                    | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $135250.00    | 0.01%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                             | Performance Food Group Inc                                                          | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     700000 | PA      | $606634.00    | 0.06%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                               | Home Point Capital Inc                                                              | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     411000 | PA      | $284202.47    | 0.03%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     882000 | PA      | $856648.75    | 0.08%             | 2024-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9380000 | PA      | $8579911.89   | 0.82%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                           | Air Canada 2021 Term Loan B                                                         | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     373065 | PA      | $367935.36    | 0.04%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                 | Kraft Heinz Foods Co                                                                | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4415000 | PA      | $4852353.96   | 0.46%             | 2039-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BAT INTERNA                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -3702938 | PA      | $-3702937.50  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                 | Elmwood CLO XII Ltd                                                                 | CUSIP: 29002YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1908703.40   | 0.18%             | 2035-01-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     945000 | PA      | $777004.39    | 0.07%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                              | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                    | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     602000 | PA      | $543287.46    | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                    | Service Corp International/US                                                       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     585000 | PA      | $475550.52    | 0.05%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                  | Clarivate Science Holdings Corp                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     861000 | PA      | $732151.35    | 0.07%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NGL ENERGY                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -252525 | PA      | $-252525.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chobani, LLC                                         | Chobani, LLC 2020 Term Loan B                                                       | CUSIP: 17026YAH2<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     590954 | PA      | $578148.46    | 0.06%             | 2027-10-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                       | Merck & Co Inc                                                                      | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $7219641.69   | 0.69%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                  | Resideo Funding Inc                                                                 | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      97000 | PA      | $78429.35     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                 | Las Vegas Sands Corp                                                                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      88000 | PA      | $74136.74     | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43817.86     | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Lyb Finance Co Bv                                    | LYB Finance Co BV                                                                   | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |    6000000 | PA      | $6534943.62   | 0.62%             | 2027-03-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                                     | CUSIP: 65557CAN3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    5540000 | PA      | $5367067.24   | 0.51%             | 2024-09-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Inc                                    | Grab Holdings Inc Term Loan B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |     264423 | PA      | $260456.60    | 0.02%             | 2026-01-29      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $905698.80    | 0.09%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2020-II Ltd                                                            | CUSIP: 12547LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1169734.56   | 0.11%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                 | Matador Resources Co                                                                | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     371000 | PA      | $356701.30    | 0.03%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                  | American Tower Corp                                                                 | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4000000 | PA      | $3676318.32   | 0.35%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                             | Black Knight InfoServ LLC                                                           | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |     859000 | PA      | $745182.50    | 0.07%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                           | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    2518000 | PA      | $2009175.15   | 0.19%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                               | Williams Cos Inc/The                                                                | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2478000 | PA      | $2918017.54   | 0.28%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                         | Teleflex Inc                                                                        | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66716.30     | 0.01%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                     | AMC Networks Inc                                                                    | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     263000 | PA      | $163874.64    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                          | 2Y RTR 2.300000 30-DEC-2022                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        | -410000000 | OU      | $-4.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $941176.83    | 0.09%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS FIN                                   | China Overseas Finance Cayman VII Ltd                                               | CUSIP: 000000000<br>LEI: 3003003EQA2BE4U94Y86 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $182287.50    | 0.02%             | 2028-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                       | US Foods, Inc. 2021 Term Loan B                                                     | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |     219722 | PA      | $218322.59    | 0.02%             | 2028-11-22      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP SRS DISTRIB                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -592279 | PA      | $-592278.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                 | SRS Distribution Inc                                                                | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $845711.92    | 0.08%             | 2029-07-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VS Buyer, LLC                                        | VS Buyer, LLC Term Loan B                                                           | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     378517 | PA      | $366688.34    | 0.04%             | 2027-02-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                            | Hub International Limited 2018 Term Loan B                                          | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     448306 | PA      | $442890.16    | 0.04%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                             | NextEra Energy Operating Partners LP                                                | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     712000 | PA      | $690640.71    | 0.07%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP LAMB WESTON                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -279654 | PA      | $-279653.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                  | Buckeye Partners LP                                                                 | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     191000 | PA      | $139469.35    | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                | Molina Healthcare Inc                                                               | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     659000 | PA      | $601396.81    | 0.06%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                                 | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     594000 | PA      | $565728.09    | 0.05%             | 2025-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NXP BV 3 4                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -846588 | PA      | $-846587.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Funding 10 Ltd                                                           | CUSIP: 67707LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1460229.30   | 0.14%             | 2036-01-18      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORTRESS TR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -439406 | PA      | $-439406.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     747000 | PA      | $689440.42    | 0.07%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                           | Viasat Inc                                                                          | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     243000 | PA      | $220729.05    | 0.02%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2324000 | PA      | $2161877.64   | 0.21%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CHARTER COM                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -8625600 | PA      | $-8625600.00  | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -1267468 | PA      | $-1267467.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                               | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     317000 | PA      | $300212.04    | 0.03%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                          | LG Chem Ltd                                                                         | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $156350.00    | 0.01%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                      | SNB Funding Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $190662.50    | 0.02%             | 2024-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP CALPINE COR                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -2431564 | PA      | $-2431563.75  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                             | Devon Energy Corp                                                                   | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     811000 | PA      | $822041.98    | 0.08%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                | Playtika Holding Corp 2021 Term Loan                                                | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     235559 | PA      | $224395.85    | 0.02%             | 2028-03-13      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                   | Harbour Energy PLC                                                                  | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $179224.00    | 0.02%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                           | Amneal Pharmaceuticals LLC 2018 Term Loan B                                         | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     124687 | PA      | $111394.05    | 0.01%             | 2025-05-04      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                    | Kinder Morgan Inc                                                                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4586000 | PA      | $5156033.65   | 0.49%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                  | Station Casinos LLC                                                                 | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     611000 | PA      | $490127.88    | 0.05%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1596000 | PA      | $1619604.84   | 0.15%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc.                               | Element Solutions Inc. 2019 Term Loan B1                                            | CUSIP: 72766TAD1<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |     110984 | PA      | $110660.33    | 0.01%             | 2026-01-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                         | Yuzhou Group Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    1300000 | PA      | $113750.00    | 0.01%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NISSAN MOTO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -5673281 | PA      | $-5673281.25  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP WEATHERFORD                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -366756 | PA      | $-366756.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2416503.38   | 0.23%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                  | Kasikornbank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |     468000 | PA      | $408915.00    | 0.04%             | 2031-10-02      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     528000 | PA      | $480944.64    | 0.05%             | 2027-02-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Snap One Holdings Corp                               | Snap One Holdings Corp Term Loan B                                                  | CUSIP: 000000000<br>LEI: 254900UH1TKVPR8FDW43 | Long             | LON              | CORP              | US        |      81854 | PA      | $74691.61     | 0.01%             | 2028-12-08      | Floating      | 8.88%                 | No            |                  3 | On Loan: No      |
| Planview Parent, Inc.                                | Planview Parent, Inc. Term Loan                                                     | CUSIP: 72751PAC8<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |     110869 | PA      | $102652.20    | 0.01%             | 2027-12-17      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                        | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      59000 | PA      | $57797.53     | 0.01%             | 2024-03-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                  | Kasikornbank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |     300000 | PA      | $246900.00    | 0.02%             | 2027-02-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                              | DCP Midstream Operating LP                                                          | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1227729.70   | 0.12%             | 2037-09-15      | 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        |     448000 | PA      | $364695.58    | 0.03%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      12000 | PA      | $9968.64      | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                             | Devon Energy Corp                                                                   | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128638.97    | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP MINERVA MER                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -150900 | PA      | $-150900.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      64000 | PA      | $60161.79     | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     127000 | PA      | $117633.75    | 0.01%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                    | Parexel International Corporation 2021 1st Lien Term Loan                           | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     521380 | PA      | $501249.52    | 0.05%             | 2028-11-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP COX COMMUNI                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -5781712 | PA      | $-5781712.50  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP GENERAL DYN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -1099350 | PA      | $-1099350.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                             | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2638000 | PA      | $1105361.57   | 0.11%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                                 | Sinopec Group Overseas Development 2018 Ltd                                         | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |     500000 | PA      | $416875.00    | 0.04%             | 2031-01-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                             | Regatta XVI Funding Ltd                                                             | CUSIP: 75888TAG0<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $963572.30    | 0.09%             | 2033-01-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Verscend Escrow Corp                                 | Verscend Escrow Corp                                                                | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3791000 | PA      | $3714080.61   | 0.35%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                    | Iliad Holding SASU                                                                  | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     757000 | PA      | $684169.07    | 0.07%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                             | Telenet Finance Luxembourg Notes Sarl                                               | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $900000.00    | 0.09%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                | Canpack SA / Canpack US LLC                                                         | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     228000 | PA      | $198431.25    | 0.02%             | 2025-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                            | Hub International Limited 2021 Term Loan B                                          | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     110869 | PA      | $109734.49    | 0.01%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                           | Viasat Inc                                                                          | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     731000 | PA      | $678212.74    | 0.06%             | 2025-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MANAPPURAM FINANCE LTD                               | Manappuram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800JL5WTUSKOSPN77 | Long             | DBT              | CORP              | IN        |     700000 | PA      | $694680.00    | 0.07%             | 2023-01-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     235000 | PA      | $200925.00    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                    | General Mills Inc                                                                   | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     620000 | PA      | $599125.18    | 0.06%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                            | Regatta XVIII Funding Ltd                                                           | CUSIP: 75884EAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $956633.90    | 0.09%             | 2034-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP LIVE NATION                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -756250 | PA      | $-756250.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AMHERST PIERPONT SECURITIES LLC                      | RRP ANTHEM INC                                                                      | CUSIP: 000000000<br>LEI: 549300LGG2RLWD21SU97 | Short            | RA               | CORP              | US        |   -4143750 | PA      | $-4143750.00  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN CARD CO LTD                                  | Shinhan Card Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 988400VPS0FMK2WR8F98 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $176628.00    | 0.02%             | 2025-10-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     676000 | PA      | $595400.18    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc. Term Loan B                                    | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     597728 | PA      | $543292.48    | 0.05%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2069000 | PA      | $2070448.30   | 0.20%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP VERIZON COM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -9664500 | PA      | $-9664500.00  | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                        | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     299000 | PA      | $298756.49    | 0.03%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                           | Elastic NV                                                                          | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     718000 | PA      | $579928.60    | 0.06%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Partners XVI                                                             | CUSIP: 67115LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $731353.65    | 0.07%             | 2034-10-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                     | Paramount Global                                                                    | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1079501.93   | 0.10%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                 | Scientific Games International, Inc. 2022 USD Term Loan                             | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |      87560 | PA      | $86152.91     | 0.01%             | 2029-04-14      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                             | Ziggo BV                                                                            | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     605000 | PA      | $506245.85    | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | 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        |     699000 | PA      | $544987.51    | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                        | Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2                                 | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |      69425 | PA      | $66047.09     | 0.01%             | 2026-04-06      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| EG Group Limited                                     | EG Group Limited 2021 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |     321222 | PA      | $299539.66    | 0.03%             | 2026-03-31      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                             | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23907.13     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                      | Murphy Oil Corp                                                                     | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      47000 | PA      | $36660.00     | 0.00%             | 2042-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                | Indonesia Government International Bond                                             | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $148537.50    | 0.01%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings, LLC                             | Arcline FM Holdings, LLC 2021 1st Lien Term Loan                                    | CUSIP: 03960DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     221754 | PA      | $210296.35    | 0.02%             | 2028-06-23      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                    | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan                                       | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     193430 | PA      | $151519.52    | 0.01%             | 2029-07-27      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      23000 | PA      | $21346.15     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -826210 | PA      | $-826210.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| RED SUN PROPERTIES GRP                               | Redsun Properties Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300TYWIIKAOK07L47 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $19500.00     | 0.00%             | 2022-10-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                              | United Airlines 2020-1 Class A Pass Through Trust                                   | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5365912 | PA      | $5290499.38   | 0.51%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINA MODERN DAIRY HOLDI                             | China Modern Dairy Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 549300TAELI2JXTKK009 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $169448.00    | 0.02%             | 2026-07-14      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners, LLC                                | EyeCare Partners, LLC 2020 Term Loan                                                | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     198970 | PA      | $158513.17    | 0.02%             | 2027-02-18      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -727020 | PA      | $-727020.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1931000 | PA      | $1417875.37   | 0.14%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                            | Cablevision Lightpath LLC Term Loan B                                               | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |      62069 | PA      | $59237.77     | 0.01%             | 2027-11-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                              | Pakistan Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     200000 | PA      | $70522.00     | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                              | PRA Health Sciences Inc                                                             | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $924059.19    | 0.09%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                              | Central Garden & Pet Co                                                             | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     270000 | PA      | $221778.91    | 0.02%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                           | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4933000 | PA      | $4822018.06   | 0.46%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                                              | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     392000 | PA      | $363407.52    | 0.03%             | 2029-02-01      | Fixed         | 5.38%                 | 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        |     298424 | PA      | $297925.86    | 0.03%             | 2027-09-07      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                     | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1306000 | PA      | $1136220.00   | 0.11%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                    | Service Corp International/US                                                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     716000 | PA      | $603033.67    | 0.06%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                      | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4535000 | PA      | $4484105.87   | 0.43%             | 2025-08-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1521027.05   | 0.15%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                              | Legacy LifePoint Health LLC                                                         | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     409000 | PA      | $384905.81    | 0.04%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87723.24     | 0.01%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2020 A LTD                             | RKPF Overseas 2020 A Ltd                                                            | CUSIP: 000000000<br>LEI: 254900LKOLISWWIE7W36 | Long             | DBT              | CORP              | VG        |     306000 | PA      | $215730.00    | 0.02%             | 2026-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                | Digicel International Finance Limited 2017 Term Loan B                              | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |     176681 | PA      | $148058.47    | 0.01%             | 2024-05-28      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| YUNDA HOLDING INV                                    | Yunda Holding Investment Ltd                                                        | CUSIP: 000000000<br>LEI: 300300YSHTUKQFZYWD77 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $176152.00    | 0.02%             | 2025-08-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP CSX CORP 3                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -564988 | PA      | $-564987.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     181000 | PA      | $130206.00    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                             | CNAC HK Finbridge Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |     300000 | PA      | $269802.00    | 0.03%             | 2025-09-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                        | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     108000 | PA      | $93420.00     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RONSHINE CHINA                                       | Ronshine China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $10000.00     | 0.00%             | 2025-01-25      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                          | Epicor Software Corporation 2020 Term Loan                                          | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     296962 | PA      | $284543.09    | 0.03%             | 2027-07-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Long Point Park CLO Ltd                              | Long Point Park CLO Ltd                                                             | CUSIP: 542798AG8<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $934947.00    | 0.09%             | 2030-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                               | Pertamina Persero PT                                                                | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $161022.00    | 0.02%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                             | MPH Acquisition Holdings LLC                                                        | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     452000 | PA      | $352605.20    | 0.03%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                      | Allegro CLO VI Ltd                                                                  | CUSIP: 01749BAB5<br>LEI: 635400AREEXNEGDZE419 | Long             | ABS-CBDO         | CORP              | KY        |     360000 | PA      | $341921.70    | 0.03%             | 2031-01-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -5039335 | PA      | $-5039335.25  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                              | State Grid Overseas Investment BVI Ltd                                              | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $189962.00    | 0.02%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     378000 | PA      | $306066.96    | 0.03%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                       | Freeport LNG Investments, LLLP Term Loan B                                          | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     443119 | PA      | $420408.81    | 0.04%             | 2028-12-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                    | UFC Holdings, LLC 2021 Term Loan B                                                  | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     147338 | PA      | $145210.52    | 0.01%             | 2026-04-29      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     171000 | PA      | $164247.21    | 0.02%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                              | Rockcliff Energy II LLC                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     667000 | PA      | $610271.65    | 0.06%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP AT+T INC 3.                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -5062500 | PA      | $-5062500.00  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                    | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    8000000 | PA      | $7430698.72   | 0.71%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NOVELIS COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1714299 | PA      | $-1714298.75  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Inc                                            | IQVIA Inc                                                                           | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     554000 | PA      | $528986.32    | 0.05%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUSKY III HOLDING LTD                                | Husky III Holding Ltd                                                               | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     166000 | PA      | $146910.00    | 0.01%             | 2025-02-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     548000 | PA      | $469888.08    | 0.04%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     336000 | PA      | $270900.00    | 0.03%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                        | Sempra Energy                                                                       | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4045475.00   | 0.39%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                             | SCIL IV LLC / SCIL USA Holdings LLC                                                 | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $237300.00    | 0.02%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                              | SBA Communications Corp                                                             | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     481000 | PA      | $399946.69    | 0.04%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                  | Dominion Energy Inc                                                                 | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1696665.59   | 0.16%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ELEMENT SOL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -670000 | PA      | $-670000.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Technologies, Inc.                        | Aristocrat Technologies, Inc. 2022 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300I5142EOXMKHL78 | Long             | LON              | CORP              | US        |      11500 | PA      | $11474.82     | 0.00%             | 2029-05-24      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     214000 | PA      | $161035.71    | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                          | Netflix Inc                                                                         | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     210000 | PA      | $201039.30    | 0.02%             | 2025-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                               | Chesapeake Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75798.81     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                        | AIA Group Ltd                                                                       | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $171000.00    | 0.02%             | 2026-04-07      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                             | AT&T Inc                                                                            | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15960000 | PA      | $10771981.43  | 1.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Femur Buyer, Inc.                                    | Femur Buyer, Inc. 1st Lien Term Loan                                                | CUSIP: 31446JAC9<br>LEI: 2549000I18BON7XEKV12 | Long             | LON              | CORP              | US        |     157128 | PA      | $134147.79    | 0.01%             | 2026-03-05      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                   | Alliant Holdings Intermediate, LLC 2018 Term Loan B                                 | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     622482 | PA      | $613611.51    | 0.06%             | 2025-05-09      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| WHITE CAP PARENT LLC                                 | White Cap Parent LLC                                                                | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      96000 | PA      | $82991.04     | 0.01%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                             | Devon Energy Corp                                                                   | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     117000 | PA      | $108926.24    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                 | Aramark Services Inc                                                                | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     954000 | PA      | $930900.67    | 0.09%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                         | TruGreen Limited Partnership 2020 Term Loan                                         | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |     151043 | PA      | $133767.79    | 0.01%             | 2027-11-02      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                    | State Street Corp                                                                   | CUSIP: 857477AQ6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     618000 | PA      | $616315.52    | 0.06%             | 2023-03-15      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                    | Cedar Funding XIV CLO Ltd                                                           | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1964000.00   | 0.19%             | 2033-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                    | Ultimate Software Group Inc (The) 2021 Term Loan                                    | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     441324 | PA      | $419258.28    | 0.04%             | 2026-05-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                        | New Arclin U.S. Holding Corp. 2021 Delayed Draw Term Loan                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      55541 | PA      | $48626.50     | 0.00%             | 2028-10-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP DELL INTERN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2347100 | PA      | $-2347100.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                  | NOVA Chemicals Corp                                                                 | CUSIP: 66977WAQ2<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $232199.09    | 0.02%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                            | Aetna Inc                                                                           | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2687549.06   | 0.26%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK                              | China Construction Bank Corp                                                        | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |     200000 | PA      | $187698.00    | 0.02%             | 2030-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $498550.60    | 0.05%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NORTHWESTER                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -11415000 | PA      | $-11415000.00 | -1.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                 | Aramark Services Inc                                                                | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    1567000 | PA      | $1547741.57   | 0.15%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                              | Australia & New Zealand Banking Group Ltd                                           | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    5445000 | PA      | $3995140.79   | 0.38%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                           | Cornerstone OnDemand, Inc. 2021 Term Loan                                           | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |     185598 | PA      | $165181.78    | 0.02%             | 2028-10-16      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     159000 | PA      | $179511.72    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                        | Diamond BC BV                                                                       | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    1105000 | PA      | $886762.50    | 0.08%             | 2029-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                      | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1322000 | PA      | $1282623.36   | 0.12%             | 2026-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                             | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl                 | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $155794.87    | 0.01%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                             | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -1260149 | PA      | $-1260148.75  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                              | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1503580.50   | 0.14%             | 2025-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                | Spectrum Brands, Inc. 2021 Term Loan                                                | CUSIP: 84762NBP5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | LON              | CORP              | US        |     114709 | PA      | $112414.68    | 0.01%             | 2028-03-03      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| SERVICE KING (CARNELIAN POINT)                       | SERVICE KING (CARNELIAN POINT)                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        535 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                  | CIFI Holdings Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $62703.13     | 0.01%             | 2024-11-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -269310 | PA      | $-269310.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                             | Summit Materials LLC / Summit Materials Finance Corp                                | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     386000 | PA      | $359375.65    | 0.03%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TURKISH AIRLN 15-1 A PTT                             | Turkish Airlines 2015-1 Class A Pass Through Trust                                  | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |    1717666 | PA      | $1474430.35   | 0.14%             | 2027-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Adevinta ASA                                         | ADEVINTA ASA USD TERM LOAN B                                                        | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | LON              | CORP              | NO        |     185584 | PA      | $183124.60    | 0.02%             | 2028-06-26      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                         | Seaspan Corp                                                                        | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     683000 | PA      | $517577.40    | 0.05%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ZIGGO BOND                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -217440 | PA      | $-217440.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                  | Clarivate Science Holdings Corp                                                     | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1161837.04   | 0.11%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                             | Kaisa Group Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $26000.00     | 0.00%             | 2023-09-28      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                               | H&E Equipment Services Inc                                                          | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     132000 | PA      | $112436.28    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     324000 | PA      | $298394.28    | 0.03%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                             | Lloyds Banking Group PLC                                                            | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8285000 | PA      | $7992598.49   | 0.76%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1873000 | PA      | $1535390.31   | 0.15%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                         | Teleflex Inc                                                                        | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     637000 | PA      | $581491.82    | 0.06%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                             | Fortress Transportation and Infrastructure Investors LLC                            | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     645000 | PA      | $550255.95    | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                        | Peraton Corp. 2nd Lien Term Loan B1                                                 | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     112920 | PA      | $107104.70    | 0.01%             | 2029-02-01      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    2712000 | PA      | $2653828.14   | 0.25%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                         | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     162450 | NS      | $4004392.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CMHI FINANCE BVI CO LTD                              | CMHI Finance BVI Co Ltd                                                             | CUSIP: 000000000<br>LEI: 549300KTVUL1BXLNPZ11 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $186000.00    | 0.02%             | 2025-10-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                                 | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2330436.26   | 0.22%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                | Melco Resorts Finance Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     383000 | PA      | $298740.00    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                 | Tencent Holdings Ltd                                                                | CUSIP: 88032XAT1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $179750.00    | 0.02%             | 2026-01-26      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     812000 | PA      | $770313.95    | 0.07%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                               | Spirit AeroSystems Inc                                                              | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     332000 | PA      | $328069.12    | 0.03%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                               | Industrial & Commercial Bank of China Ltd                                           | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |     300000 | PA      | $280125.00    | 0.03%             | 2026-09-24      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                         | TICP CLO XIV Ltd                                                                    | CUSIP: 87250CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1692994.63   | 0.16%             | 2032-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                            | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     184000 | PA      | $149838.56    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ELEVANCE HE                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2071844 | PA      | $-2071843.75  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Bytedance Ltd Series E-1                             | Bytedance Ltd Series E-1                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      31062 | NS      | $5119232.36   | 0.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      73000 | PA      | $62447.01     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AZZ Inc.                                             | AZZ Inc. Term Loan B                                                                | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |      29171 | PA      | $29134.69     | 0.00%             | 2029-05-13      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                      | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4345000 | PA      | $4159447.95   | 0.40%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                             | Sunac China Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     782000 | PA      | $160310.00    | 0.02%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                              | Marathon Petroleum Corp                                                             | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     937000 | PA      | $931180.86    | 0.09%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                         | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     383000 | PA      | $312668.84    | 0.03%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                                 | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4084547.05   | 0.39%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INDIA GREEN POWER HOLD                               | India Green Power Holdings                                                          | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |     700000 | PA      | $596750.00    | 0.06%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP BOYD GAMING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -653906 | PA      | $-653906.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Da Vinci Purchaser Corp.                             | Da Vinci Purchaser Corp. 2019 Term Loan                                             | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |     295731 | PA      | $267636.51    | 0.03%             | 2027-01-08      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                             | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -2886694 | PA      | $-2886693.75  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NORTHWEST F                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -3795431 | PA      | $-3795431.25  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -1487500 | PA      | $-1487500.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                        | Life Time Inc                                                                       | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     187000 | PA      | $168300.00    | 0.02%             | 2026-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2021-I Ltd                                                             | CUSIP: 12563EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1475250.00   | 0.14%             | 2033-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Formula One Holdings Limited.                        | Formula One Holdings Limited. Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     151000 | PA      | $150811.25    | 0.01%             | 2030-01-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Tamko Building Products, LLC                         | Tamko Building Products, LLC Term Loan B                                            | CUSIP: 87510EAB5<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |      11804 | PA      | $11376.11     | 0.00%             | 2026-06-01      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     603000 | PA      | $527775.75    | 0.05%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                     | MGM Resorts International                                                           | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1330260.62   | 0.13%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                | Iridium Satellite LLC 2021 Term Loan B2                                             | CUSIP: 46269KAL8<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |     207903 | PA      | $205711.27    | 0.02%             | 2026-11-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP KRAFT HEINZ                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -1985644 | PA      | $-1985643.75  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                              | Precision Drilling Corp                                                             | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |      18000 | PA      | $16758.12     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VANKE REAL ESTATE HK                                 | Vanke Real Estate Hong Kong Co Ltd                                                  | CUSIP: 000000000<br>LEI: 25490078APAXS5NZGF08 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $197662.50    | 0.02%             | 2023-04-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                 | RLJ Lodging Trust LP                                                                | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     199000 | PA      | $161322.45    | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE                                | Powerlong Real Estate Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $56662.50     | 0.01%             | 2025-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                              | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    3249000 | PA      | $1842438.50   | 0.18%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                    | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     990000 | PA      | $855161.43    | 0.08%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                           | Mattel Inc                                                                          | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     152000 | PA      | $133505.40    | 0.01%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABQ FINANCE                                          | ABQ Finance Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300EKNBMBS9DNYE37 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $191412.50    | 0.02%             | 2024-09-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                             | Consensus Cloud Solutions Inc                                                       | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     286000 | PA      | $263053.80    | 0.03%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                              | Philippine Government International Bond                                            | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $134022.00    | 0.01%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, INC.                                       | SPX Flow, Inc. 2022 Term Loan                                                       | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |     145722 | PA      | $135782.06    | 0.01%             | 2029-04-05      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                          | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                        | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     297982 | PA      | $282526.02    | 0.03%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                | MKS Instruments, Inc. 2022 USD Term Loan B                                          | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |     115000 | PA      | $113418.75    | 0.01%             | 2029-08-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1047391.88   | 0.10%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo S.a.r.l                        | Cobham Ultra SeniorCo S.a.r.l USD Term Loan B                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $97000.00     | 0.01%             | 2029-08-03      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/HK                               | Industrial & Commercial Bank of China Ltd/Hong Kong                                 | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |     200000 | PA      | $190972.00    | 0.02%             | 2025-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                              | Lions Gate Capital Holdings LLC                                                     | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $776927.91    | 0.07%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     593000 | PA      | $501076.37    | 0.05%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                             | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     550000 | PA      | $462687.50    | 0.04%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                        | Allstate Corp/The                                                                   | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4700000.00   | 0.45%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                        | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     176000 | PA      | $155625.24    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                      | NCL Finance Ltd                                                                     | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     530000 | PA      | $391257.30    | 0.04%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP KINETIK HOL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -668160 | PA      | $-668160.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Performance Materials Operations LLC          | Ascend Performance Materials Operations LLC 2021 Term Loan B                        | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |     258968 | PA      | $243235.83    | 0.02%             | 2026-08-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| DORIC NIMROD 2013-1 CL A                             | Doric Nimrod Air Alpha 2013-1 Class A Pass Through Trust                            | CUSIP: 233283AA8<br>LEI: 213800BMYMCBKT5W8M49 | Long             | DBT              | CORP              | GG        |     190503 | PA      | $189052.71    | 0.02%             | 2023-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                     | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     289474 | PA      | $278371.66    | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                         | UPL Corp Ltd                                                                        | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |     500000 | PA      | $340562.50    | 0.03%             | 2025-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                 | BNSF Funding Trust I                                                                | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6125000 | PA      | $5765462.50   | 0.55%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10854.32     | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3220000 | PA      | $3023998.31   | 0.29%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                    | Imola Merger Corp                                                                   | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     784000 | PA      | $680209.05    | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP COMCAST COR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -3112480 | PA      | $-3112480.00  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP UNITEDHEALT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -11075000 | PA      | $-11075000.00 | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                    | Motion Bondco DAC                                                                   | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $171909.59    | 0.02%             | 2027-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP TRANSDIGM I                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -408000 | PA      | $-408000.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                 | China Government International Bond                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     200000 | PA      | $187134.00    | 0.02%             | 2027-11-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                       | Lonza Group AG USD Term Loan B                                                      | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |      17821 | PA      | $16283.64     | 0.00%             | 2028-07-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CN HUANENG GP HK TREASUR                             | China Huaneng Group Hong Kong Treasury Management Holding Ltd                       | CUSIP: 000000000<br>LEI: 254900S9905REJFRBF91 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $182094.00    | 0.02%             | 2026-01-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      95000 | PA      | $87162.50     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     225000 | PA      | $146730.44    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cogeco Financing 2 LP                                | Cogeco Financing 2 LP 2021 Incremental Term Loan B                                  | CUSIP: 19239PAD9<br>LEI: 5493002JZGWJIUQ60C59 | Long             | LON              | CORP              | US        |     166553 | PA      | $161526.38    | 0.02%             | 2028-09-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SINOPEC GRO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -155250 | PA      | $-155250.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                     | DT Midstream Inc                                                                    | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     876000 | PA      | $734876.40    | 0.07%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                         | Churchill Downs Incorporated 2021 Incremental Term Loan B1                          | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |     109443 | PA      | $108257.77    | 0.01%             | 2028-03-17      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BAT CAPITAL                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -1976250 | PA      | $-1976250.00  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     471000 | PA      | $459346.09    | 0.04%             | 2024-07-15      | Fixed         | 4.63%                 | 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        |     242000 | PA      | $171190.80    | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                             | Hess Midstream Operations LP                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     497000 | PA      | $424895.72    | 0.04%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                         | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2475548.72   | 0.24%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                           | Apidos CLO XXXVII                                                                   | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2924224.80   | 0.28%             | 2034-10-22      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     646000 | PA      | $615508.80    | 0.06%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                             | United Overseas Bank Ltd                                                            | CUSIP: 91127LAD2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $178694.00    | 0.02%             | 2026-04-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                  | Boxer Parent Co Inc                                                                 | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     336000 | PA      | $316987.40    | 0.03%             | 2026-03-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 6-2015, Ltd.                     | HPS Loan Management 6-2015 Ltd                                                      | CUSIP: 40436KAJ4<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1400660.70   | 0.13%             | 2031-02-05      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE (CBT) MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1101 | NC      | $42241.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clark Equipment Company                              | Clark Equipment Company 2022 Term Loan B                                            | CUSIP: 18143EAK5<br>LEI: 549300X1FKNY520VPF71 | Long             | LON              | CORP              | US        |      41685 | PA      | $41046.80     | 0.00%             | 2029-04-20      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                            | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22158.60     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1750919.95   | 0.17%             | 2027-01-15      | Fixed         | 4.63%                 | 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        |    1749000 | PA      | $1402899.14   | 0.13%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                 | Carpenter Technology Corp                                                           | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     108000 | PA      | $108257.78    | 0.01%             | 2030-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                               | Medco Oak Tree Pte Ltd                                                              | CUSIP: 000000000<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $189750.00    | 0.02%             | 2026-05-14      | Fixed         | 7.38%                 | 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        |     946000 | PA      | $925303.26    | 0.09%             | 2029-06-15      | Fixed         | 7.25%                 | 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        |    3414000 | PA      | $2705688.20   | 0.26%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                              | PTC Inc                                                                             | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     166000 | PA      | $158103.50    | 0.02%             | 2025-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                     | AmWINS Group Inc                                                                    | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     551000 | PA      | $467328.85    | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP METLIFE INC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -1800000 | PA      | $-1800000.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                 | Aramark Services Inc                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     285000 | PA      | $265886.48    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     220000 | PA      | $161093.02    | 0.02%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP ORACLE CORP                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -3257906 | PA      | $-3257906.25  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1748725.30   | 0.17%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                       | PulteGroup Inc                                                                      | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      56000 | PA      | $62232.88     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MOLINA HEAL                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -454188 | PA      | $-454187.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                             | FirstEnergy Transmission LLC                                                        | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     889000 | PA      | $826970.87    | 0.08%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                      | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                               | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |     755028 | PA      | $723415.20    | 0.07%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, LLC                | Bright Horizons Family Solutions, LLC 2021 Term Loan B                              | CUSIP: 10919RAN9<br>LEI: 254900BHOU40CFNXWQ75 | Long             | LON              | CORP              | US        |     189413 | PA      | $185625.09    | 0.02%             | 2028-11-24      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                         | Navient Corp                                                                        | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     414000 | PA      | $337824.13    | 0.03%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPG International Inc.                               | CPG International Inc. 2022 Term Loan B                                             | CUSIP: 12594VAD0<br>LEI: 549300SVLALB4NVWP891 | Long             | LON              | CORP              | US        |      89000 | PA      | $86330.00     | 0.01%             | 2029-04-28      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                       | NRG Energy Inc                                                                      | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     960000 | PA      | $847430.40    | 0.08%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman Loan Advisers CLO 26 Ltd                                           | CUSIP: 64131QAE0<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1411400.85   | 0.13%             | 2030-10-18      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                             | Jefferies Finance LLC / JFIN Co-Issuer Corp                                         | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $550617.75    | 0.05%             | 2028-08-15      | Fixed         | 5.00%                 | 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        |     237000 | PA      | $201445.85    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                     | Vail Resorts Inc                                                                    | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     341000 | PA      | $341000.26    | 0.03%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                        | Boyne USA Inc                                                                       | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     584000 | PA      | $516865.87    | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                              | Surgery Center Holdings Inc                                                         | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     188000 | PA      | $185322.65    | 0.02%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3265780.63   | 0.31%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP INTERPUBLIC                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -2065488 | PA      | $-2065487.50  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                       | CUSIP: 172967341<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     488320 | NS      | $12222649.60  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                             | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1228000 | PA      | $902211.60    | 0.09%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC CAPITAL FUNDING USD                             | HSBC Capital Funding Dollar 1 LP                                                    | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |   11835000 | PA      | $14201951.24  | 1.36%             | 2030-06-30      | Fixed         | 10.18%                | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                   | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan                          | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |     162912 | PA      | $135013.32    | 0.01%             | 2025-10-01      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP AXALTA COAT                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -420885 | PA      | $-420885.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                         | Ares XLIX CLO Ltd                                                                   | CUSIP: 04017JAJ0<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $909657.60    | 0.09%             | 2030-07-22      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FLORIDA TIMBER                             | Northwest Florida Timber Finance LLC                                                | CUSIP: 667469AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4485000 | PA      | $3924379.71   | 0.38%             | 2029-03-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1002639.12   | 0.10%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                               | Cox Communications Inc                                                              | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $6050203.40   | 0.58%             | 2039-03-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -168700 | PA      | $-168700.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                    | Lithia Motors Inc                                                                   | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     269000 | PA      | $221147.59    | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                             | TK Elevator US Newco Inc                                                            | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    1747000 | PA      | $1550532.38   | 0.15%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                          | OCP CLO 2014-6 Ltd                                                                  | CUSIP: 67106BAS6<br>LEI: 2549001TBA76KDJQIQ68 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $477498.85    | 0.05%             | 2030-10-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                  | Buckeye Partners LP                                                                 | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     383000 | PA      | $285365.05    | 0.03%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                              | TK Elevator Holdco GmbH                                                             | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |     596000 | PA      | $486642.02    | 0.05%             | 2028-07-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SIRVA Worldwide, Inc.                                | SIRVA Worldwide, Inc. 2018 1st Lien Term Loan                                       | CUSIP: 82968EAB3<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |      79358 | PA      | $70231.93     | 0.01%             | 2025-08-04      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP GENERAL MIL                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -892925 | PA      | $-892925.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                             | TerraForm Power Operating LLC                                                       | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     127000 | PA      | $110489.80    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                              | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1401955.97   | 0.13%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP FARMERS EXC                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -4511025 | PA      | $-4511025.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                    | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1445858.20   | 0.14%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                              | Legacy LifePoint Health LLC                                                         | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     413000 | PA      | $349323.66    | 0.03%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1104056 | PA      | $-1104056.25  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                                   | XPO Escrow Sub LLC                                                                  | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     161000 | PA      | $162919.12    | 0.02%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                      | Naked Juice LLC Term Loan                                                           | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     473239 | PA      | $422101.07    | 0.04%             | 2029-01-24      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                  | Shriram Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     500000 | PA      | $480000.00    | 0.05%             | 2024-03-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                | Applied Systems, Inc. 2022 Extended 1st Lien Term Loan                              | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      24473 | PA      | $24332.72     | 0.00%             | 2026-09-18      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                            | Ryan Specialty Group, LLC Term Loan                                                 | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |     161541 | PA      | $160195.15    | 0.02%             | 2027-09-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                      | Gen Digital Inc                                                                     | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     368000 | PA      | $361560.00    | 0.03%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                         | SWP: OIS 3.800000 04-JAN-2025                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  410000000 | OU      | $-5072344.22  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.            | Sedgwick Claims Management Services, Inc. 2019 Term Loan B                          | CUSIP: 81527CAM9<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     222692 | PA      | $218318.63    | 0.02%             | 2026-09-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                               | Spirit AeroSystems Inc                                                              | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     686000 | PA      | $722152.20    | 0.07%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                               | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2101000 | PA      | $1696074.27   | 0.16%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TMK Hawk Parent Corp.                                | TMK Hawk Parent Corp. 2020 Super Priority Second Out Term Loan B                    | CUSIP: 87258WAL9<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |     121404 | PA      | $61916.03     | 0.01%             | 2024-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2020 Term Loan B8                                                       | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     364533 | PA      | $324208.42    | 0.03%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                          | Staples Inc                                                                         | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     617000 | PA      | $531039.56    | 0.05%             | 2026-04-15      | Fixed         | 7.50%                 | 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        |    1199000 | PA      | $1126748.26   | 0.11%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNNY EXPRESS                                        | Sunny Express Enterprises Corp                                                      | CUSIP: 000000000<br>LEI: 254900RHBSC69QS5NZ68 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $184802.00    | 0.02%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                          | 2Y RTP 3.800000 30-DEC-2022                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        | -410000000 | OU      | $-4995563.00  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                    | Clarios Global LP 2021 USD Term Loan B                                              | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |     602000 | PA      | $588707.84    | 0.06%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman Loan Advisers CLO 47 Ltd                                           | CUSIP: 64135DAA3<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $974690.70    | 0.09%             | 2035-04-14      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                    | Lam Research Corp                                                                   | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     875000 | PA      | $828400.01    | 0.08%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHINA RESOURCES LAND LTD                             | China Resources Land Ltd                                                            | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $192225.00    | 0.02%             | 2024-08-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AYC FINANCE LTD                                      | AYC Finance Ltd                                                                     | CUSIP: 000000000<br>LEI: 2549003266GB5MP1HL03 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $192431.25    | 0.02%             | 2026-09-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                     | Callon Petroleum Co                                                                 | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    1141000 | PA      | $1087696.78   | 0.10%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ALTRIA GROU                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -16120620 | PA      | $-16120620.00 | -1.54%            |  |  |  | No            |                  2 | On Loan: No      |
| OLA Netherlands B.V.                                 | OLA Netherlands B.V. Term Loan                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     125294 | PA      | $117776.46    | 0.01%             | 2026-12-15      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                | Sotheby's/Bidfair Holdings Inc                                                      | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     882000 | PA      | $740615.59    | 0.07%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CLARIVATE S                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -542000 | PA      | $-542000.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                        | MH Sub I, LLC 2021 2nd Lien Term Loan                                               | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     246668 | PA      | $219842.86    | 0.02%             | 2029-02-23      | Variable      | 10.65%                | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                               | Southwestern Energy Co                                                              | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28492.45     | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INSTRUCTURE HOLDINGS, INC.                           | Instructure Holdings, Inc. 2021 Term Loan B                                         | CUSIP: 45783UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99500 | PA      | $97510.00     | 0.01%             | 2028-10-30      | Floating      | 6.12%                 | No            |                  3 | On Loan: No      |
| VIAD CORP                                            | Viad Corp Initial Term Loan                                                         | CUSIP: 92553BAL7<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | LON              | CORP              | US        |     148496 | PA      | $139586.47    | 0.01%             | 2028-07-30      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                         | ADT Security Corp/The                                                               | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      91000 | PA      | $77391.50     | 0.01%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| International Paper Co                               | International Paper Co                                                              | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11011285.20  | 1.05%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP KRAFT HEINZ                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -4713012 | PA      | $-4713012.50  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp                                 | Range Resources Corp                                                                | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28497.09     | 0.00%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     519000 | PA      | $395753.07    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                              | New Fortress Energy Inc                                                             | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1367626.80   | 0.13%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                | Element Solutions Inc                                                               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $2554250.00   | 0.24%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                    | American Builders & Contractors Supply Co Inc                                       | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      41000 | PA      | $33515.45     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP COMSTOCK RE                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -579150 | PA      | $-579150.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6609956.05   | 0.63%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP SBA COMMUNI                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -457752 | PA      | $-457752.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     572000 | PA      | $558621.45    | 0.05%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NETFLIX INC                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1243620 | PA      | $-1243620.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CABLE ONE I                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -104370 | PA      | $-104370.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                              | Uber Technologies, Inc. 2021 Term Loan B                                            | CUSIP: 90351JAF1<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |     513319 | PA      | $511943.62    | 0.05%             | 2027-02-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman CLO XVIII Ltd                                                      | CUSIP: 64128QAY1<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2499210.18   | 0.24%             | 2030-10-21      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     207000 | PA      | $178537.50    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     412000 | PA      | $380166.02    | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHANGHAI PORT GROUP BV                               | Shanghai Port Group BVI Development 2 Co Ltd                                        | CUSIP: 000000000<br>LEI: 300300H5N2QPO1NZL057 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $181710.00    | 0.02%             | 2025-07-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                  | Insulet Corporation Term Loan B                                                     | CUSIP: 45784QAB5<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |     110874 | PA      | $109142.50    | 0.01%             | 2028-05-04      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $1047466.05   | 0.10%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc.                                        | Jeld-Wen Inc. 2021 Term Loan B                                                      | CUSIP: 47579SAU4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | LON              | CORP              | US        |      98995 | PA      | $92118.77     | 0.01%             | 2028-07-28      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2699842.33   | 0.26%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP EARTHSTONE                                                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -467708 | PA      | $-467707.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                  | LBM Acquisition LLC Term Loan B                                                     | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      97129 | PA      | $83986.18     | 0.01%             | 2027-12-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                                   | Huarong Finance II Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $177500.00    | 0.02%             | 2026-06-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                   | Dun & Bradstreet Corporation (The) 2022 Incremental Term Loan B2                    | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |      74812 | PA      | $73455.97     | 0.01%             | 2029-01-18      | None          | 0.00%                 | 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        |    2509000 | PA      | $2246573.53   | 0.21%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                        | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     113000 | PA      | $109023.53    | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                     | CUSIP: 37185LAJ1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      99000 | PA      | $94615.29     | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                              | Reliance Industries Ltd                                                             | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     300000 | PA      | $276618.75    | 0.03%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                   | II-VI Incorporated 2022 Term Loan B                                                 | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     122455 | PA      | $120894.05    | 0.01%             | 2029-07-02      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2019-II Ltd                                                            | CUSIP: 12554AAS1<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $858275.91    | 0.08%             | 2034-04-17      | Floating      | 5.58%                 | 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        |     807000 | PA      | $682911.65    | 0.07%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                   | Raytheon Technologies Corp                                                          | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3545000 | PA      | $2481611.03   | 0.24%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                | Hanwha Life Insurance Co Ltd                                                        | CUSIP: 000000000<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $193975.00    | 0.02%             | 2023-04-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                              | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    5744000 | PA      | $4242346.08   | 0.41%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                      | Envision Healthcare Corporation 2022 Second Out Term Loan                           | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |     160312 | PA      | $54506.11     | 0.01%             | 2027-03-31      | Variable      | 8.83%                 | 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        |      12000 | PA      | $10354.99     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                 | CP Atlas Buyer, Inc. 2021 Term Loan B                                               | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     198374 | PA      | $173220.10    | 0.02%             | 2027-11-23      | Floating      | 7.88%                 | 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              | US        |    1128000 | PA      | $931649.04    | 0.09%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                | CMG Media Corporation 2021 Term Loan                                                | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     123737 | PA      | $115584.31    | 0.01%             | 2026-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                    | Levi Strauss & Co                                                                   | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     498000 | PA      | $395257.62    | 0.04%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                          | Ziggo Financing Partnership USD Term Loan I                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     126000 | PA      | $122653.44    | 0.01%             | 2028-04-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp                          | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     689000 | PA      | $660950.81    | 0.06%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2019 A LTD                             | RKPF Overseas 2019 A Ltd                                                            | CUSIP: 000000000<br>LEI: 254900P8BXRCW5458103 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $161100.00    | 0.02%             | 2025-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                   | Howard Hughes Corp/The                                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     176000 | PA      | $147400.00    | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ENERGY TRAN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -122794 | PA      | $-122793.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                        | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2585000 | PA      | $2526484.80   | 0.24%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ingersoll-Rand Services Company                      | Ingersoll-Rand Services Company 2020 USD Spinco Term Loan                           | CUSIP: 365556AU3<br>LEI: 549300YHGS5RRRQQ4T26 | Long             | LON              | CORP              | US        |     157921 | PA      | $156441.37    | 0.01%             | 2027-03-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                      | McDonald's Corp                                                                     | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     480000 | PA      | $399355.12    | 0.04%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                             | New Enterprise Stone & Lime Co Inc                                                  | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     163000 | PA      | $144739.23    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHAMPION PATH HOLDINGS                               | Champion Path Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |     500000 | PA      | $416968.75    | 0.04%             | 2028-01-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                       | Highbridge Loan Management 12-2018 Ltd                                              | CUSIP: 44330QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1169855.88   | 0.11%             | 2031-07-18      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                | General Dynamics Corp                                                               | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1117650.42   | 0.11%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                        | MH Sub I, LLC 2017 1st Lien Term Loan                                               | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     550242 | PA      | $533811.91    | 0.05%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP T MOBILE US                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -572910 | PA      | $-572910.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP DIAMONDBACK                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2818800 | PA      | $-2818800.00  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                      | Allegro CLO VI Ltd                                                                  | CUSIP: 01749BAC3<br>LEI: 635400AREEXNEGDZE419 | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2234469.84   | 0.21%             | 2031-01-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                               | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1493000 | PA      | $1470605.00   | 0.14%             | 2024-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XIII Ltd                                                       | CUSIP: 55818MBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $964394.60    | 0.09%             | 2030-04-19      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                              | Penske Automotive Group Inc                                                         | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     141000 | PA      | $114441.78    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                       | Cloudera, Inc. 2021 Second Lien Term Loan                                           | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     113000 | PA      | $93978.71     | 0.01%             | 2029-10-08      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                  | Go Daddy Operating Co LLC / GD Finance Co Inc                                       | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $350190.22    | 0.03%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                    | General Motors Co                                                                   | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $3011082.42   | 0.29%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     117000 | PA      | $97106.78     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                             | Shimao Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $32000.00     | 0.00%             | 2031-01-11      | Fixed         | 3.45%                 | 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        |     232000 | PA      | $187875.92    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                             | AT&T Inc                                                                            | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      95000 | PA      | $76410.01     | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP HUNTINGTON                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -5200312 | PA      | $-5200312.50  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     189000 | PA      | $175770.00    | 0.02%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CMB INTERNATIONAL LEASIN                             | CMB International Leasing Management Ltd                                            | CUSIP: 000000000<br>LEI: 5493003RO1EBM4E5IG13 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $179975.00    | 0.02%             | 2025-08-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                   | Murphy Oil USA Inc                                                                  | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     323000 | PA      | $295554.69    | 0.03%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                | Cablevision Lightpath LLC                                                           | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     540000 | PA      | $401180.67    | 0.04%             | 2028-09-15      | 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        |     487000 | PA      | $414370.85    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                             | Elanco Animal Health Inc                                                            | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     158000 | PA      | $150338.58    | 0.01%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP DISH DBS CO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -154500 | PA      | $-154500.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                         | TICP CLO IX Ltd                                                                     | CUSIP: 87249AAA3<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $989101.70    | 0.09%             | 2031-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                             | Agile Group Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $89100.00     | 0.01%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                  | Bally's Corporation 2021 Term Loan B                                                | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      74438 | PA      | $68687.20     | 0.01%             | 2028-10-02      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                            | Emera Inc                                                                           | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    7500000 | PA      | $7201650.00   | 0.69%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE                                | Powerlong Real Estate Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $60475.00     | 0.01%             | 2024-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                                   | ABJA Investment Co Pte Ltd                                                          | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |     306000 | PA      | $296055.00    | 0.03%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PILOT TRAVEL CENTERS LLC                             | Pilot Travel Centers LLC 2021 Term Loan B                                           | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |      98997 | PA      | $97735.26     | 0.01%             | 2028-08-04      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                | SRS Distribution Inc. 2021 Term Loan B                                              | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |     449794 | PA      | $429153.00    | 0.04%             | 2028-06-02      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CHS COMMUNI                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -542225 | PA      | $-542225.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                            | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     170000 | PA      | $159865.23    | 0.02%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                         | UBS Group AG                                                                        | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7500000 | PA      | $7378675.20   | 0.71%             | 2024-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                               | Williams Cos Inc/The                                                                | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4437448.66   | 0.42%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP WELLS FARGO                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -3606375 | PA      | $-3606375.00  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -1379550 | PA      | $-1379550.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Baxalta Inc                                          | Baxalta Inc                                                                         | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5733439.50   | 0.55%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                 | WMG Acquisition Corp                                                                | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     263000 | PA      | $226534.91    | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                | TransCanada PipeLines Ltd                                                           | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $3492918.72   | 0.33%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                                  | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     451000 | PA      | $430213.41    | 0.04%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $4372225.83   | 0.42%             | 2024-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                      | Rolls-Royce PLC                                                                     | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    1933000 | PA      | $1841182.50   | 0.18%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                       | Wynn Macau Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     230000 | PA      | $209415.00    | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                            | Atlas CC Acquisition Corp Term Loan B                                               | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     327053 | PA      | $274024.28    | 0.03%             | 2028-05-25      | Floating      | 8.98%                 | 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      | $169889.03    | 0.02%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                   | Vodafone Group PLC                                                                  | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4745000 | PA      | $4770765.35   | 0.46%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                            | Mileage Plus Holdings LLC 2020 Term Loan B                                          | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     479520 | PA      | $492587.39    | 0.05%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                 | Covanta Holding Corp                                                                | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     282000 | PA      | $227725.70    | 0.02%             | 2030-09-01      | Fixed         | 5.00%                 | 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        |      71090 | PA      | $68705.97     | 0.01%             | 2027-08-06      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP VISTRA OPER                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -755160 | PA      | $-755160.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                              | Darling Ingredients Inc                                                             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     714000 | PA      | $697935.00    | 0.07%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP AETNA INC 3                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2633750 | PA      | $-2633750.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                             | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     804000 | PA      | $731768.64    | 0.07%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP CALLON PETR                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -858602 | PA      | $-858602.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP T MOBILE US                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -947155 | PA      | $-947155.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                           | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7065000 | PA      | $6898947.77   | 0.66%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     181000 | PA      | $158082.22    | 0.02%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP CARNIVAL HO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -344615 | PA      | $-344615.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                      | Lions Gate Capital Holdings LLC 2018 Term Loan B                                    | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |     258504 | PA      | $246225.04    | 0.02%             | 2025-03-24      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP GENERAL MIL                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -576600 | PA      | $-576600.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     627000 | PA      | $517851.26    | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                               | Pertamina Persero PT                                                                | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     250000 | PA      | $221277.50    | 0.02%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CITIC                                                | CITIC Ltd                                                                           | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $191890.00    | 0.02%             | 2026-06-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO, LLC                                 | KKR Apple Bidco, LLC 2021 2nd Lien Term Loan                                        | CUSIP: 000000000<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      15000 | PA      | $14421.45     | 0.00%             | 2029-09-21      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                         | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     191000 | PA      | $159743.16    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP DELL INTERN                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2619938 | PA      | $-2619937.50  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                               | China Evergrande Group                                                              | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     350000 | PA      | $24237.50     | 0.00%             | 2024-04-11      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                       | Highbridge Loan Management 4-2014 Ltd                                               | CUSIP: 44330GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     650000 | PA      | $627498.37    | 0.06%             | 2030-01-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP HESS CORPOR                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -4643750 | PA      | $-4643750.00  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                    | Vedanta Resources Finance II PLC                                                    | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $346825.00    | 0.03%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                             | Fortress Transportation and Infrastructure Investors LLC                            | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     125000 | PA      | $117525.48    | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                | MET TRANSPRTN AUTH NY REVENUE                                                       | CUSIP: 59259YCA5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   10000000 | PA      | $10284730.00  | 0.98%             | 2031-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $310301.24    | 0.03%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kestrel Bidco Inc.                                   | Kestrel Bidco Inc. Term Loan B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      29663 | PA      | $26909.63     | 0.00%             | 2026-12-11      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     226000 | PA      | $201013.92    | 0.02%             | 2026-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                                | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     988000 | PA      | $862154.24    | 0.08%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Midas Intermediate Holdco II, LLC                    | Midas Intermediate Holdco II, LLC 2022 PIK Term Loan                                | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     486645 | PA      | $419001.60    | 0.04%             | 2027-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                        | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     932000 | PA      | $760877.74    | 0.07%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     645000 | PA      | $647219.93    | 0.06%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                       | William Carter Co/The                                                               | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     365000 | PA      | $350115.00    | 0.03%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                    | Iron Mountain Inc                                                                   | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     606000 | PA      | $557277.60    | 0.05%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     905000 | PA      | $836546.80    | 0.08%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -391072 | PA      | $-391072.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ANHEUSER BU                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -5193750 | PA      | $-5193750.00  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                 | Times China Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     570000 | PA      | $93622.50     | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vizient, Inc.                                        | Vizient, Inc. 2022 Term Loan B                                                      | CUSIP: 92855LAQ9<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |      31840 | PA      | $31768.36     | 0.00%             | 2029-04-28      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP CROWN CASTL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -4506250 | PA      | $-4506250.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                    | MicroStrategy Inc                                                                   | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     180000 | PA      | $128709.00    | 0.01%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Edgewater Generation, L.L.C.                         | Edgewater Generation, L.L.C. Term Loan                                              | CUSIP: 28031FAD2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |      60579 | PA      | $57293.05     | 0.01%             | 2025-12-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SABINE PASS                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -2449469 | PA      | $-2449468.75  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1)                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  108600000 | OU      | $-843649.72   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                            | SBA Senior Finance II LLC 2018 Term Loan B                                          | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |     187041 | PA      | $186210.98    | 0.02%             | 2025-04-11      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                                | Korea Expressway Corp                                                               | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $174772.00    | 0.02%             | 2026-05-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                | CD&R Smokey Buyer Inc                                                               | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     507000 | PA      | $435066.84    | 0.04%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1347000 | PA      | $1306557.48   | 0.12%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                      | Murphy Oil Corp                                                                     | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      46000 | PA      | $44265.34     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                            | BlackRock Liquidity Funds: T-Fund, Institutional Shares                             | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    8145069 | NS      | $8145069.31   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                   | Mattamy Group Corp                                                                  | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     427000 | PA      | $346068.23    | 0.03%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                              | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    2778000 | PA      | $1904273.41   | 0.18%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                     | Boyd Gaming Corp                                                                    | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     775000 | PA      | $674250.00    | 0.06%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP WELLS FARGO                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -4021174 | PA      | $-4021173.75  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                | eG Global Finance PLC                                                               | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     503000 | PA      | $439134.09    | 0.04%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                             | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1571000 | PA      | $1412676.88   | 0.14%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -4777892 | PA      | $-4777892.50  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP SERVICE COR                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -455000 | PA      | $-455000.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                 | MGIC Investment Corp                                                                | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     337000 | PA      | $310742.66    | 0.03%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp. 2021 Term Loan G                                              | CUSIP: 92929LAV0<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |     305000 | PA      | $301059.40    | 0.03%             | 2028-01-20      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                          | Apache Corp                                                                         | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      11000 | PA      | $9115.84      | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corporation                          | Covanta Holding Corporation 2021 Term Loan B                                        | CUSIP: 000000000<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      83100 | PA      | $82403.05     | 0.01%             | 2028-11-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive, Inc                             | Peloton Interactive, Inc Term Loan                                                  | CUSIP: 70614EAD2<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |      40898 | PA      | $40113.49     | 0.00%             | 2027-05-25      | Variable      | 11.76%                | No            |                  2 | On Loan: No      |
| SOLIS IV BV                                          | Solis IV BV USD Term Loan B1                                                        | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     306345 | PA      | $268324.52    | 0.03%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                    | Clean Harbors Inc                                                                   | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    1142000 | PA      | $1059150.01   | 0.10%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                               | Comstock Resources Inc                                                              | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     792000 | PA      | $714780.00    | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GUOREN P&C INSURANCE                                 | Guoren Property & Casualty Insurance Co Ltd                                         | CUSIP: 000000000<br>LEI: 300300F1001211000064 | Long             | DBT              | CORP              | CN        |     200000 | PA      | $171000.00    | 0.02%             | 2026-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP LOWES COMPA                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -4084300 | PA      | $-4084300.00  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                         | ADT Security Corp/The                                                               | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      59000 | PA      | $50139.90     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                     | Altria Group Inc                                                                    | CUSIP: 02209SAH6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   13392000 | PA      | $17000863.17  | 1.62%             | 2039-02-06      | Fixed         | 10.20%                | No            |                  2 | On Loan: No      |
| BANK OF CHINA/LONDON                                 | Bank of China Ltd/London                                                            | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | DBT              | CORP              | CN        |     200000 | PA      | $185850.00    | 0.02%             | 2024-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                               | Crown Americas LLC / Crown Americas Capital Corp VI                                 | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     355000 | PA      | $344616.25    | 0.03%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                                 | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     478000 | PA      | $390635.94    | 0.04%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MP Clo III, LTD                                      | MP CLO III LTD                                                                      | CUSIP: 553205AG0<br>LEI: 549300FWSFBNCWDD1P18 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $933577.90    | 0.09%             | 2030-10-20      | Floating      | 6.24%                 | 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        |      52000 | PA      | $46115.68     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP CVS HEALTH                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -3437764 | PA      | $-3437763.75  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                               | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     509000 | PA      | $498283.11    | 0.05%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP MERCK CO                                                                        | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -7005825 | PA      | $-7005825.00  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| SHUI ON DEVELOPMENT HLDG                             | Shui On Development Holding Ltd                                                     | CUSIP: 000000000<br>LEI: 3003005J4J3G9CZFDK52 | Long             | DBT              | CORP              | KY        |     225000 | PA      | $211500.00    | 0.02%             | 2023-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FOUR SEASONS HOTELS LIMITED                          | Four Seasons Hotels Limited 2022 Term Loan B                                        | CUSIP: 35100DAS5<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |     205997 | PA      | $205922.97    | 0.02%             | 2029-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                        | APX Group Inc                                                                       | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     555000 | PA      | $459643.69    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                          | NVIDIA Corp                                                                         | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2101999.97   | 0.20%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                              | Korea Electric Power Corp                                                           | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     300000 | PA      | $288534.00    | 0.03%             | 2025-06-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     382000 | PA      | $288042.19    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                | Palmer Square CLO 2015-1 Ltd                                                        | CUSIP: 69689ABL3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2381399.50   | 0.23%             | 2034-05-21      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Synaptics Incorporated                               | Synaptics Incorporated Term Loan B                                                  | CUSIP: 87159JAH7<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | LON              | CORP              | US        |     110877 | PA      | $108382.46    | 0.01%             | 2028-12-02      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                               | Yanlord Land HK Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $192000.00    | 0.02%             | 2024-02-27      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                | ICBCIL Finance Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $181350.00    | 0.02%             | 2025-08-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                      | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1121000 | PA      | $1036611.11   | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orbcomm Inc.                                         | Orbcomm Inc. Term Loan B                                                            | CUSIP: 68558RAB9<br>LEI: 529900PSC8WVCY267I23 | Long             | LON              | CORP              | US        |     148496 | PA      | $126469.79    | 0.01%             | 2028-09-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                  | Bangkok Bank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $191560.00    | 0.02%             | 2028-09-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                        | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     141000 | PA      | $124700.40    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     627000 | PA      | $519137.19    | 0.05%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc                                | Nabors Industries Inc                                                               | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     700000 | PA      | $667527.00    | 0.06%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company | Setanta Aircraft Leasing Designated Activity Company Term Loan B                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |     150000 | PA      | $149025.00    | 0.01%             | 2028-11-05      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ALTICE FRAN                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -283961 | PA      | $-283961.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1716091.33   | 0.16%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                    | Medco Laurel Tree Pte Ltd                                                           | CUSIP: 000000000<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |     400000 | PA      | $353825.00    | 0.03%             | 2028-11-12      | Fixed         | 6.95%                 | 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        |     133000 | PA      | $107277.80    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     342000 | PA      | $269393.40    | 0.03%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                 | BWX Technologies Inc                                                                | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62912.50     | 0.01%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                        | New Arclin U.S. Holding Corp. 2021 Term Loan                                        | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     188327 | PA      | $164880.31    | 0.02%             | 2028-09-30      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                   | Clean Harbors Inc. 2021 Incremental Term Loan B                                     | CUSIP: 18449EAF7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |     147510 | PA      | $146608.71    | 0.01%             | 2028-10-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC             | Amentum Government Services Holdings LLC 2022 Term Loan                             | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |      53865 | PA      | $52367.01     | 0.01%             | 2029-02-15      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                  | Bangkok Bank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $166725.00    | 0.02%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     707000 | PA      | $587817.48    | 0.06%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                               | Marriott International Inc/MD                                                       | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1306164.60   | 0.12%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP BALL CORPOR                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |    -545570 | PA      | $-545570.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aviation Limited                          | Castlelake Aviation Limited Term Loan B                                             | CUSIP: 14855NAB2<br>LEI: 2138003EQK2PETKID103 | Long             | LON              | CORP              | IE        |     188116 | PA      | $186201.38    | 0.02%             | 2026-10-22      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NABORS INDU                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -455700 | PA      | $-455700.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                    | Waste Pro USA Inc                                                                   | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    1419000 | PA      | $1253118.90   | 0.12%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                      | Discovery Purchaser Corporation Term Loan                                           | CUSIP: 000000000<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     142000 | PA      | $129113.50    | 0.01%             | 2029-10-04      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                    | Delta TopCo, Inc. 2020 2nd Lien Term Loan                                           | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      45000 | PA      | $35043.75     | 0.00%             | 2028-12-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                       | CarVal CLO I Ltd                                                                    | CUSIP: 146865AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $461881.70    | 0.04%             | 2031-07-16      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                             | OZLM XXI Ltd                                                                        | CUSIP: 67112AAE1<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1682674.38   | 0.16%             | 2031-01-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP GENERAL MOT                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2923794 | PA      | $-2923793.75  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                            | Hess Corp                                                                           | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4773317.10   | 0.46%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                        | Videotron Ltd                                                                       | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     421000 | PA      | $354692.50    | 0.03%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP COMCAST COR                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -435319 | PA      | $-435318.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP DIAMONDBACK                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -600310 | PA      | $-600310.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                              | SCIH Salt Holdings Inc. 2021 Incremental Term Loan B                                | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      75304 | PA      | $73018.12     | 0.01%             | 2027-03-16      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORPORATION                                  | Virtusa Corporation First Lien Term Loan B                                          | CUSIP: 92828KAK8<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |      74244 | PA      | $71460.16     | 0.01%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                | Indonesia Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $194600.00    | 0.02%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMG US Midco 2, Inc.                                 | SMG US Midco 2, Inc. 2020 Term Loan                                                 | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     152821 | PA      | $148491.99    | 0.01%             | 2025-01-23      | Floating      | 6.91%                 | 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        |     950000 | PA      | $770165.00    | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electronics for Imaging, Inc.                        | Electronics for Imaging, Inc. Term Loan                                             | CUSIP: 28608EAE6<br>LEI: 549300PN42C4XYPSEV84 | Long             | LON              | CORP              | US        |      66723 | PA      | $44234.09     | 0.00%             | 2026-07-23      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                 | Huarong Finance 2019 Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $191787.50    | 0.02%             | 2023-09-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman CLO XXII Ltd                                                       | CUSIP: 64131BAJ2<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $952415.00    | 0.09%             | 2030-10-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Belron Finance US LLC                                | Belron Finance US LLC 2018 Term Loan B                                              | CUSIP: 08078UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     373093 | PA      | $370760.96    | 0.04%             | 2025-11-13      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    2367000 | PA      | $2263579.99   | 0.22%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     133000 | PA      | $108780.77    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1170533.28   | 0.11%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                         | Enbridge Inc                                                                        | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5880000 | PA      | $5399247.14   | 0.52%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings, LLC                   | Maravai Intermediate Holdings, LLC 2022 Term Loan B                                 | CUSIP: 56589PAJ4<br>LEI: 2549005DIMMJLV8LMZ14 | Long             | LON              | CORP              | US        |     240459 | PA      | $235650.14    | 0.02%             | 2027-10-19      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP COMSTOCK RE                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -767981 | PA      | $-767981.25   | -0.07%            |  |  |  | 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        |      88000 | PA      | $78815.23     | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSH Group Holdings, Inc.                             | SSH Group Holdings, Inc. 2018 1st Lien Term Loan                                    | CUSIP: 78482HAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      76802 | PA      | $74813.12     | 0.01%             | 2025-07-30      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                           | Mattel Inc                                                                          | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     753000 | PA      | $612935.45    | 0.06%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                             | LCM Investments Holdings II LLC                                                     | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     456000 | PA      | $365159.60    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                         | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     385000 | PA      | $295242.64    | 0.03%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                            | Ball Corp                                                                           | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     147000 | PA      | $117323.64    | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc.                       | Catalent Pharma Solutions Inc. 2021 Term Loan B3                                    | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |     189055 | PA      | $185688.34    | 0.02%             | 2028-02-22      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                                  | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      78000 | PA      | $71771.24     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ION Trading Finance Limited                          | ION Trading Finance Limited 2021 USD Term Loan                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      74246 | PA      | $70215.41     | 0.01%             | 2028-04-03      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                 | Tencent Holdings Ltd                                                                | CUSIP: 88032XAM6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $191516.00    | 0.02%             | 2026-04-11      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PT PAKUWON JATI                                      | Pakuwon Jati Tbk PT                                                                 | CUSIP: 000000000<br>LEI: 254900GUXQAQB065PM73 | Long             | DBT              | CORP              | ID        |     500000 | PA      | $439937.50    | 0.04%             | 2028-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                     | HealthEquity Inc                                                                    | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     980000 | PA      | $856422.00    | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                              | Booz Allen Hamilton Inc                                                             | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     561000 | PA      | $497025.04    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                 | Range Resources Corp                                                                | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      26000 | PA      | $22908.79     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                               | AthenaHealth Group Inc                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    2157000 | PA      | $1589562.69   | 0.15%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                  | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |      96000 | PA      | $80642.81     | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                  | NuStar Logistics LP                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      45000 | PA      | $41609.91     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL BK CHINA/NY                             | Agricultural Bank of China Ltd/New York                                             | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |     200000 | PA      | $179828.00    | 0.02%             | 2026-01-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                             | SK Invictus Intermediate II Sarl                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1148000 | PA      | $941360.00    | 0.09%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                      | Whatabrands LLC 2021 Term Loan B                                                    | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     311028 | PA      | $300206.85    | 0.03%             | 2028-08-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     796000 | PA      | $596795.58    | 0.06%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| York CLO Ltd                                         | York CLO 1 Ltd                                                                      | CUSIP: 986255AU1<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |    1903512 | PA      | $1882932.16   | 0.18%             | 2029-10-22      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                     | Trans Union, LLC 2019 Term Loan B5                                                  | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     112013 | PA      | $110312.20    | 0.01%             | 2026-11-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                             | Telefonica Emisiones SA                                                             | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $4014967.45   | 0.38%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 29273RBJ7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    3579000 | PA      | $3311438.47   | 0.32%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                                 | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4385180.56   | 0.42%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                      | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     514000 | PA      | $390741.54    | 0.04%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo, LLC                             | Oscar AcquisitionCo, LLC Term Loan B                                                | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |     122692 | PA      | $115868.34    | 0.01%             | 2029-04-29      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ACE CAP TRU                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -8295000 | PA      | $-8295000.00  | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1008000 | PA      | $920082.24    | 0.09%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      66000 | PA      | $67913.34     | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     697000 | PA      | $620556.53    | 0.06%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                             | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                               | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     614000 | PA      | $540235.68    | 0.05%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                  | Cheniere Energy Inc                                                                 | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     113000 | PA      | $102137.01    | 0.01%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| International Paper Co                               | International Paper Co                                                              | CUSIP: 460146CC5<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4943437.64   | 0.47%             | 2038-06-15      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                             | Weatherford International Ltd                                                       | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     505000 | PA      | $484955.65    | 0.05%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1630000 | PA      | $1242875.00   | 0.12%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP WALMART INC                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -5182188 | PA      | $-5182187.50  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ALTICE FINA                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -551241 | PA      | $-551241.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                          | NVIDIA Corp                                                                         | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1297994.93   | 0.12%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                        | CommScope Inc                                                                       | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     464000 | PA      | $331699.13    | 0.03%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                | Alibaba Group Holding Ltd                                                           | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $193184.00    | 0.02%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                             | Altice France Holding SA                                                            | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     642000 | PA      | $489525.00    | 0.05%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                    | Kingpin Intermediate Holdings LLC 2018 Term Loan B                                  | CUSIP: 49579GAF9<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |     188627 | PA      | $188155.83    | 0.02%             | 2024-07-03      | Floating      | 7.89%                 | No            |                  3 | On Loan: No      |
| Netflix Inc                                          | Netflix Inc                                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1698000 | PA      | $1720973.94   | 0.16%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                                | Vertical US Newco Inc Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     194172 | PA      | $186527.33    | 0.02%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                                  | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     327000 | PA      | $313426.23    | 0.03%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                | Palmer Square CLO 2019-1 Ltd                                                        | CUSIP: 69700GAQ5<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $922903.20    | 0.09%             | 2034-11-14      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     409000 | PA      | $357343.30    | 0.03%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                | Tempo Acquisition LLC 2022 Term Loan B                                              | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |     587835 | PA      | $585483.80    | 0.06%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman CLO XXII Ltd                                                       | CUSIP: 64131BAH6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $388125.16    | 0.04%             | 2030-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                   | Raytheon Technologies Corp                                                          | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2527502.08   | 0.24%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                | DuPont de Nemours Inc                                                               | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7138496.33   | 0.68%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     163000 | PA      | $125890.99    | 0.01%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TML HOLDINGS PTE LTD                                 | TML Holdings Pte Ltd                                                                | CUSIP: 000000000<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $178600.00    | 0.02%             | 2026-06-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                   | Wand NewCo 3, Inc. 2020 Term Loan                                                   | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     339120 | PA      | $320831.53    | 0.03%             | 2026-02-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP INTERNATION                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -10562500 | PA      | $-10562500.00 | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                              | LCPR Senior Secured Financing DAC                                                   | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    1214000 | PA      | $1005687.51   | 0.10%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ROYAL CARIB                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -410288 | PA      | $-410287.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     214000 | PA      | $204662.02    | 0.02%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 77 CLO Ltd                                                                   | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3398706.15   | 0.32%             | 2034-05-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                | SRS Distribution Inc. 2022 Incremental Term Loan                                    | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |      67562 | PA      | $64437.70     | 0.01%             | 2028-06-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                               | Williams Scotsman International Inc                                                 | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |     541000 | PA      | $488252.50    | 0.05%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                              | Global Aircraft Leasing Co Ltd                                                      | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     338272 | PA      | $287605.62    | 0.03%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                        | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    2489000 | PA      | $2206660.29   | 0.21%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1190391.00   | 0.11%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                             | China Cinda 2020 I Management Ltd                                                   | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $178600.00    | 0.02%             | 2027-03-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                         | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $1709909.03   | 0.16%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                        | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      44000 | PA      | $42239.59     | 0.00%             | 2025-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UTZ Quality Foods, LLC                               | UTZ Quality Foods, LLC 2021 Term Loan B                                             | CUSIP: 91809EAE1<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |     260721 | PA      | $257829.23    | 0.02%             | 2028-01-20      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP CROWN CASTL                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -766594 | PA      | $-766593.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     124000 | PA      | $93314.96     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                  | White Cap Buyer LLC                                                                 | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1999000 | PA      | $1729152.63   | 0.17%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                       | Galaxy XX CLO Ltd                                                                   | CUSIP: 36320MAS7<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $941108.50    | 0.09%             | 2031-04-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     302000 | PA      | $302755.00    | 0.03%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP UBS GROUP A                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -2387894 | PA      | $-2387893.75  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1953000 | PA      | $1425708.20   | 0.14%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PAI Holdco, Inc.                                     | PAI Holdco, Inc. 2020 Term Loan B                                                   | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |     142146 | PA      | $124645.05    | 0.01%             | 2027-10-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                      | Benefit Street Partners Clo XII Ltd                                                 | CUSIP: 08179HAC4<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $945777.90    | 0.09%             | 2030-10-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Funding 3 LTD                                                            | CUSIP: 67112RAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1708041.48   | 0.16%             | 2035-07-02      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                   | Yango Justice International Ltd                                                     | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $3000.00      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                                             | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2980987.59   | 0.28%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CDK Global, Inc.                                     | CDK Global, Inc. 2022 USD Term Loan B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     298000 | PA      | $294951.46    | 0.03%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                          | Netflix Inc                                                                         | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $1946790.00   | 0.19%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                       | TransAlta Corp                                                                      | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $168511.42    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                        | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10970000 | PA      | $10414869.62  | 1.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                    | Magenta Buyer LLC 2021 USD 1st Lien Term Loan                                       | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     251722 | PA      | $214278.06    | 0.02%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| AQGEN ISLAND HOLDINGS, INC.                          | AqGen Island Holdings, Inc. Term Loan                                               | CUSIP: 03836BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     454571 | PA      | $433169.53    | 0.04%             | 2028-08-02      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP ALLIANT HOL                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -1742500 | PA      | $-1742500.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MPLX LP 5 2                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -3080000 | PA      | $-3080000.00  | -0.29%            |  |  |  | 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        |    2030000 | PA      | $1858668.00   | 0.18%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                    | Generate CLO 2 Ltd                                                                  | CUSIP: 98625TAN5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1416417.00   | 0.14%             | 2031-01-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3740929.92   | 0.36%             | 2031-07-16      | Fixed         | 7.45%                 | 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        |      29000 | PA      | $25789.00     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROCS, INC.                                          | Crocs, Inc. Term Loan B                                                             | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |     189598 | PA      | $185569.53    | 0.02%             | 2029-02-20      | Floating      | 7.80%                 | 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        |    1823000 | PA      | $1648484.21   | 0.16%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                | Northrop Grumman Corp                                                               | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1988837.71   | 0.19%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                          | City Football Group Limited Term Loan                                               | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |     224305 | PA      | $209164.41    | 0.02%             | 2028-07-21      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2018 Term Loan B                                            | CUSIP: 02376CBB0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     161691 | PA      | $155122.84    | 0.01%             | 2025-06-27      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     307000 | PA      | $246774.47    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                             | Consolidated Communications Inc                                                     | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    1313000 | PA      | $1020280.75   | 0.10%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                             | Cloud Software Group Holdings Inc                                                   | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3192245.82   | 0.31%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                             | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     377000 | PA      | $362862.50    | 0.03%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                      | Golub Capital Partners CLO 53B Ltd                                                  | CUSIP: 38177YAC6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $962920.50    | 0.09%             | 2034-07-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP SABINE PASS                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -1453231 | PA      | $-1453231.25  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                 | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    5000000 | PA      | $4970000.00   | 0.48%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                              | Pakistan Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     450000 | PA      | $180049.50    | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                        | Ingevity Corp                                                                       | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85986.52     | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                              | Studio City Finance Ltd                                                             | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $230118.75    | 0.02%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                             | Plains All American Pipeline LP                                                     | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $1904900.00   | 0.18%             | 2023-01-30      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                 | Ascend Learning, LLC 2021 2nd Lien Term Loan                                        | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     100000 | PA      | $85375.00     | 0.01%             | 2029-12-10      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| PTC Inc                                              | PTC Inc                                                                             | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     867000 | PA      | $780328.51    | 0.07%             | 2028-02-15      | 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        |    1050000 | PA      | $85144.50     | 0.01%             | 2022-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                   | Steel Dynamics Inc                                                                  | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $742336.09    | 0.07%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WP CITYMD BIDCO LLC                                  | WP CityMD Bidco LLC 2021 1st Lien Term Loan B                                       | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     186436 | PA      | $185984.61    | 0.02%             | 2028-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                                   | ABJA Investment Co Pte Ltd                                                          | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $198000.00    | 0.02%             | 2023-07-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                      | Madison IAQ LLC Term Loan                                                           | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     455056 | PA      | $422351.50    | 0.04%             | 2028-06-21      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                        | RealPage, Inc 1st Lien Term Loan                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     813037 | PA      | $771572.26    | 0.07%             | 2028-04-24      | Floating      | 7.38%                 | 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        |    1500000 | PA      | $1176663.83   | 0.11%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US ULTRA BOND CBT MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -54 | NC      | $606244.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Electron BidCo Inc.                                  | Electron BidCo Inc. 2021 Term Loan                                                  | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     298742 | PA      | $290452.40    | 0.03%             | 2028-11-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                       | US Foods, Inc. 2019 Term Loan B                                                     | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |      45340 | PA      | $44824.66     | 0.00%             | 2026-09-13      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2018-I Ltd                                                             | CUSIP: 12551RAG3<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1113176.40   | 0.11%             | 2031-04-18      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP MPH ACQUISI                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -291540 | PA      | $-291540.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| A-L Parent LLC                                       | A-L Parent LLC 2016 1st Lien Term Loan                                              | CUSIP: 00165HAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      91615 | PA      | $68220.46     | 0.01%             | 2023-12-01      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                              | Exxon Mobil Corp                                                                    | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $2928518.43   | 0.28%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                                 | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     988000 | PA      | $939341.44    | 0.09%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                         | ING Groep NV                                                                        | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3326000 | PA      | $2423387.79   | 0.23%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     824000 | PA      | $791778.35    | 0.08%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings, Inc                           | Triton Water Holdings, Inc Term Loan                                                | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |     404288 | PA      | $374572.82    | 0.04%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                    | Service Corp International/US                                                       | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     468000 | PA      | $438761.60    | 0.04%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TICP CLO LTD                                         | TICP CLO XII Ltd                                                                    | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $956585.60    | 0.09%             | 2034-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                 | Southern Copper Corp                                                                | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3951753.75   | 0.38%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                              | Principal Financial Group Inc                                                       | CUSIP: 74251VAL6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4837500.00   | 0.46%             | 2055-05-15      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                          | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6998000 | PA      | $6356328.26   | 0.61%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                                | Xiaomi Best Time International Ltd                                                  | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $154162.50    | 0.01%             | 2030-04-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP HCA INC 5 6                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -798639 | PA      | $-798638.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CROCS INC                                            | Crocs Inc                                                                           | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     244000 | PA      | $198847.80    | 0.02%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP TELEFONICA                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -3893750 | PA      | $-3893750.00  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                     | Proofpoint, Inc. 1st Lien Term Loan                                                 | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     448610 | PA      | $430414.38    | 0.04%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     430000 | PA      | $394579.61    | 0.04%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      61000 | PA      | $48137.26     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                              | Albion Financing 3 SARL USD Term Loan                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     222750 | PA      | $210035.43    | 0.02%             | 2026-08-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                              | PPL Capital Funding Inc                                                             | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $7133850.00   | 0.68%             | 2067-03-30      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                      | Allegro CLO II-S Ltd                                                                | CUSIP: 01751EAG3<br>LEI: 635400R1GOVCHJ4SNX58 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $484387.30    | 0.05%             | 2028-10-21      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                         | AGL CLO 12 Ltd                                                                      | CUSIP: 00120BAG5<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $460371.15    | 0.04%             | 2034-07-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| RIZAL COMMERCIAL BANKING                             | Rizal Commercial Banking Corp                                                       | CUSIP: 000000000<br>LEI: CIKZWI6KV077KV2E2J69 | Long             | DBT              | CORP              | PH        |     700000 | PA      | $595787.50    | 0.06%             | 2025-08-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                | NGL Energy Operating LLC / NGL Energy Finance Corp                                  | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     364000 | PA      | $324102.43    | 0.03%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ILIAD HOLDI                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -361250 | PA      | $-361250.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                 | Times China Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     326000 | PA      | $52424.88     | 0.01%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                               | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1033573.18   | 0.10%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ANHEUSER BU                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -5468162 | PA      | $-5468162.50  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                 | Ascend Learning, LLC 2021 Term Loan                                                 | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     148322 | PA      | $139978.70    | 0.01%             | 2028-12-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     818000 | PA      | $618162.60    | 0.06%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP NORTHROP GR                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -1899000 | PA      | $-1899000.00  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                              | State Grid Overseas Investment BVI Ltd                                              | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $180256.00    | 0.02%             | 2025-08-05      | Fixed         | 1.00%                 | 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        |     477000 | PA      | $415280.97    | 0.04%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | RRP SWF ESCROW                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -341145 | PA      | $-341145.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                               | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141000 | PA      | $138842.50    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | 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        |     668000 | PA      | $598951.83    | 0.06%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                  | Go Daddy Operating Co LLC / GD Finance Co Inc                                       | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     369000 | PA      | $308923.82    | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                         | Filtration Group Corporation 2018 1st Lien Term Loan                                | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     298613 | PA      | $295005.63    | 0.03%             | 2025-03-29      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                      | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      98000 | PA      | $97050.78     | 0.01%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP LIVE NATION                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -221705 | PA      | $-221705.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                             | Kaisa Group Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $26000.00     | 0.00%             | 2023-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                 | Chart Industries Inc                                                                | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     891000 | PA      | $895713.39    | 0.09%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WANDA PROPERTIES INTL                                | Wanda Properties International Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     285000 | PA      | $251387.81    | 0.02%             | 2024-01-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gardner Denver, Inc.                                 | Gardner Denver, Inc. 2020 USD Term Loan B2                                          | CUSIP: 365556AT6<br>LEI: 549300MJL50HVCB7RP74 | Long             | LON              | CORP              | US        |     142760 | PA      | $141422.37    | 0.01%             | 2027-03-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                               | UPC Broadband Finco BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     934000 | PA      | $776896.53    | 0.07%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                               | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     224000 | PA      | $198493.12    | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                | Toronto-Dominion Bank/The                                                           | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7214000 | PA      | $7502560.00   | 0.72%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                             | Regatta XVI Funding Ltd                                                             | CUSIP: 75888TAJ4<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $947555.30    | 0.09%             | 2033-01-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                           | Terex Corp                                                                          | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     688000 | PA      | $618340.00    | 0.06%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     319000 | PA      | $315747.97    | 0.03%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** BlackRock Credit Allocation Income Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer