# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0001193125-26-081230
**Filing Date:** 2026-2
**Character Count:** 462944
**Document Hash:** f3120033264e5792030ec37a3585306d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-081230.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-081230

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JANUS INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000277751

**ORGANIZATION NAME:**
- **EIN:** 840592523
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01879
- **FILM NUMBER:** 26695673

**BUSINESS ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206
- **BUSINESS PHONE:** 303-333-3863

**MAIL ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JANUS FUND /MD/
- **DATE OF NAME CHANGE:** 19870701

## Series and Classes Contracts Data

### Janus Henderson Multi-Sector Income Fund (Series ID: S000044285)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000137958 | Class A      | JMUAX           |
| C000137959 | Class C      | JMUCX           |
| C000137960 | Class D      | JMUDX           |
| C000137961 | Class I      | JMUIX           |
| C000137962 | Class N      | JMTNX           |
| C000137963 | Class S      | JMUSX           |
| C000137964 | Class T      | JMUTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JANUS INVESTMENT FUND

- **b. Investment Company Act file number:** 811-01879

- **c. CIK number of Registrant:** 0000277751

- **d. LEI of Registrant:** W6UYDZFUOFJ4HQQ32382

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

  - **Street Address 1:** 151 Detroit Street

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 303-333-3863

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

- **a. Name of Series:** Janus Henderson Multi-Sector Income Fund

- **b. EDGAR series identifier (if any):** S000044285

- **c. LEI of Series:** 549300WARVMK66TM8315

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8061906508.07

**Total Liabilities:** $1504527754.81

**Net Assets:** $6557378753.26

**Delayed Delivery Securities:** $132147314.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7063.610199724453 | **1-Year:** -162112.341067798800 | **5-Year:** -651332.900275832500 | **10-Year:** -746304.907062806200 | **30-Year:** -220350.533645218030

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

- **3-Month:** -13380.439209406852 | **1-Year:** -346425.835090869600 | **5-Year:** -785370.378054457500 | **10-Year:** -442167.368354440140 | **30-Year:** -84054.001764653760

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000137958 | 0.68%                | 0.62%                | 0.58%                |
| Class ID C000137959 | 0.50%                | 0.69%                | 0.40%                |
| Class ID C000137960 | 0.59%                | 0.74%                | 0.48%                |
| Class ID C000137961 | 0.70%                | 0.63%                | 0.60%                |
| Class ID C000137962 | 0.71%                | 0.75%                | 0.50%                |
| Class ID C000137963 | 0.55%                | 0.71%                | 0.45%                |
| Class ID C000137964 | 0.58%                | 0.74%                | 0.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14764302.00             | $-16046732.00                              |
| Month 2  | $654325.00               | $10631355.00                               |
| Month 3  | $-796243.00              | $792555.00                                 |

**Designated Index Information**

- **Index Name:** 55%Bloomberg US Corp High Yld Bond/25%Bloomberg US Corp/20%Bloomberg Securitized

- **Index Identifier:** INTRNL-1465165005

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                                    | Sell EUR / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-98147.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $623.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell EUR / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-142852.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell EUR / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22814.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quiksilver Inc                                                                         | Authentic Brands Group Inc - Class A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        60 | NS      | $9327.99      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ggam Finance Ltd.                                                                      | GGAMFI 8 06/15/28 144A                                                                         | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    167000 | PA      | $176847.82    | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA5021                                                                                      | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74217 | PA      | $73653.78     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                    | AFRMT 2025-3A E                                                                                | CUSIP: 00833BAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7959898.81   | 0.12%             | 2034-10-16      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2024-A G                                                                                 | CUSIP: 02007G2A0<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   2350175 | PA      | $2442657.92   | 0.04%             | 2032-05-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GN BD7109                                                                                      | CUSIP: 3617BN3S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       375 | PA      | $360.96       | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GN BD7135                                                                                      | CUSIP: 3617BN4U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1428 | PA      | $1373.70      | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2024-B E                                                                                 | CUSIP: 02007G4F7<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   1162017 | PA      | $1167589.72   | 0.02%             | 2032-09-15      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2024-A E                                                                                 | CUSIP: 02007GZ89<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   1304545 | PA      | $1325074.10   | 0.02%             | 2032-05-17      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GN 784182                                                                                      | CUSIP: 3622A2UF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8248 | PA      | $8202.84      | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2015-Wolf Mz                                                          | GWT 2024-WLF2 E                                                                                | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3507000 | PA      | $3516401.30   | 0.05%             | 2041-05-15      | Variable      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Aretec Escrow Issuer 2 Inc.                                                            | RCAP 10 08/15/30 144A                                                                          | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3568000 | PA      | $3850382.22   | 0.06%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BLP TRUST 2025-IND2                                                                    | BLP 2025-IND2 E                                                                                | CUSIP: 05556WAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30139000 | PA      | $30171633.20  | 0.46%             | 2042-12-15      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST                                                             | GAM 2021-FRR2 CK74                                                                             | CUSIP: 36459TBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18068494 | PA      | $14697310.53  | 0.22%             | 2051-09-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                       | GEL 7.875 05/15/32                                                                             | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234542.25    | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BKV Upstream Midstream LLC                                                             | BKVCOR 7.5 10/15/30 144A                                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197642.84    | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                             | BIO 3.7 03/15/32                                                                               | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    281000 | PA      | $265294.19    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                       | GPC 4.95 08/15/29                                                                              | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101669.66    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Protective Industrial Products                                                         | Protective Industrial Products Term Loan B 400 2032-01-05                                      | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12280000 | PA      | $12201039.60  | 0.19%             | 2032-05-21      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                                        | CLAST 2018-1 E                                                                                 | CUSIP: 12563AAA9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1000000 | NS      | $47500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2019-3                                                  | CRVNA 2021-N3 E                                                                                | CUSIP: 14687GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6770547 | PA      | $6629858.01   | 0.10%             | 2028-06-12      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GNR 2014-8 S                                                                                   | CUSIP: 38378P6S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264178 | PA      | $22509.05     | 0.00%             | 2044-01-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GNR 2014-166 SA                                                                                | CUSIP: 38378XM65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430143 | PA      | $31270.09     | 0.00%             | 2055-10-16      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2018-1                                            | CLAST 2018-1 C                                                                                 | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3837432 | PA      | $2878097.88   | 0.04%             | 2043-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Copeland (Emerson Electrics climate control business)                                  | Copeland (Emerson Electrics climate control business) Term Loan B 250 2030-05-01               | CUSIP: 26872NAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9715413 | PA      | $9734357.64   | 0.15%             | 2030-05-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding 2020-B                                              | GPIF 2023-2A B                                                                                 | CUSIP: 38410JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7438000 | PA      | $7481916.93   | 0.11%             | 2027-03-01      | Variable      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Funding 2020-B                                              | GPIF 2023-2A C                                                                                 | CUSIP: 38410JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5015958.00   | 0.08%             | 2027-03-01      | Variable      | 9.60%                 | Yes           |                  2 | On Loan: No      |
| Copeland (Emerson Electrics climate control business)                                  | Copeland (Emerson Electrics climate control business) Term Loan B (Incremental) 250 2031-06-11 | CUSIP: 26872NAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13369168 | PA      | $13388820.99  | 0.20%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc.                                                                   | EA 2.95 02/15/51                                                                               | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |  16767000 | PA      | $15466026.67  | 0.24%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Ellucian Holdings Inc.                                                                 | DAEL 6.5 12/01/29 144A                                                                         | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    192000 | PA      | $195773.00    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZK8962                                                                                      | CUSIP: 3131XC5X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115872 | PA      | $113296.89    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZK9163                                                                                      | CUSIP: 3131XDFC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68998 | PA      | $67429.22     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZM1434                                                                                      | CUSIP: 3131XUSX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1881 | PA      | $1778.66      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding 2020-B                                              | GPIF 2024-1A C                                                                                 | CUSIP: 38410KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4403342.68   | 0.07%             | 2028-03-01      | Variable      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Funding 2020-B                                              | GPIF 2024-1A D                                                                                 | CUSIP: 38410KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2704738.23   | 0.04%             | 2028-03-01      | Variable      | 11.34%                | Yes           |                  2 | On Loan: No      |
| Granite Ridge Resources Inc                                                            | Granite Ridge Resources Inc                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  33355000 | PA      | $32020800.00  | 0.49%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2015-Wolf Mz                                                          | GWT 2024-WOLF D                                                                                | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3177000 | PA      | $3182508.07   | 0.05%             | 2039-03-15      | Variable      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZM6276                                                                                      | CUSIP: 3131Y06M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1122 | PA      | $1088.59      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZM5707                                                                                      | CUSIP: 3131Y0KU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1975 | PA      | $1858.29      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 4.125 06/15/29                                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49830.46     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 6.2 03/01/55                                                                               | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153890.00    | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZN0627                                                                                      | CUSIP: 3131Y6VU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2621 | PA      | $2401.08      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZN4240                                                                                      | CUSIP: 3131YAV98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397869 | PA      | $395059.10    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                                              | HAHGRO 9.75 10/01/31 144A                                                                      | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86512.56     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Mhp Commercial Mortgage Trust 2022-Mhil                                                | MHP 2022-MHIL G                                                                                | CUSIP: 55293DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4104000 | PA      | $4084973.96   | 0.06%             | 2027-01-15      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| MKT 2020-525M MORTGAGE TRUST                                                           | MKT 2020-525M A                                                                                | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2755000 | PA      | $2486681.31   | 0.04%             | 2040-02-12      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| MKT 2020-525M MORTGAGE TRUST                                                           | MKT 2020-525M F                                                                                | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11900000 | PA      | $8625263.62   | 0.13%             | 2040-02-12      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC & MIWD Finance Corp.                                                | MIWIDO 5.5 02/01/30 144A                                                                       | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |    197000 | PA      | $190815.36    | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mvw 2019-2 LLC                                                                         | MVWOT 2021-1WA D                                                                               | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658965 | PA      | $630369.48    | 0.01%             | 2041-01-22      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                          | MFT 2025-1A D                                                                                  | CUSIP: 570920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13864000 | PA      | $13959137.59  | 0.21%             | 2035-07-16      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Medline Industries                                                                     | Medline Industries Term Loan B (Incremental) 200 2030-10-01                                    | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7356829 | PA      | $7380591.89   | 0.11%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MELLO WHSE SECURITIZATION TR 19-1                                                      | MWST 2024-1 F                                                                                  | CUSIP: 58553FAF2<br>LEI: 549300MG3C2ML9FTA089 | Long             | ABS-O            | CORP              | US        |  11458000 | PA      | $11430957.97  | 0.17%             | 2057-10-25      | Variable      | 8.98%                 | Yes           |                  2 | On Loan: No      |
| Datasite (fka Merrill Corp)                                                            | Datasite (fka Merrill Corp) Term Loan B 325 2031-06-19                                         | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |  13565659 | PA      | $13599573.23  | 0.21%             | 2031-07-03      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZN4528                                                                                      | CUSIP: 3131YBA57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    856434 | PA      | $849394.00    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZS3695                                                                                      | CUSIP: 3132A4C89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8693 | PA      | $9241.57      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications/Midcontinent Communications Finance Corp                   | MIDCON 8 08/15/32 144A                                                                         | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |  20904000 | PA      | $21397857.00  | 0.33%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                            | MWGAME 4.875 05/01/29 144A                                                                     | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    454000 | PA      | $446569.29    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2023-1PL D MTGE 144A                                                              | ACHV 2023-1PL D                                                                                | CUSIP: 00091XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010429 | PA      | $1019131.15   | 0.02%             | 2030-03-18      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks Inc                                                                       | AMCX 10.25 01/15/29 144A                                                                       | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    183000 | PA      | $191896.00    | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| AMC Networks Inc                                                                       | AMCX 10.5 07/15/32 144A                                                                        | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |  17411000 | PA      | $19234638.76  | 0.29%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| Angi Group Llc                                                                         | ANGI 3.875 08/15/28 144A                                                                       | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $331590.35    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AAR Corp.                                                                              | AIR 6.75 03/15/29 144A                                                                         | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70369.12     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Adams Homes Inc                                                                        | AHOMES 9.25 10/15/28 144A                                                                      | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $200815.30    | 0.00%             | 2028-10-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Advanced Drainage System Inc                                                           | WMS 6.375 06/15/30 144A                                                                        | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31699.70     | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Aethon United Br Lp / Aethon United Finance Corporation                                | AETUNI 7.5 10/01/29 144A                                                                       | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    242000 | PA      | $253537.59    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings                                                                      | Ahead DB Holdings Term Loan B-3 350 2031-02-01                                                 | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   6051630 | PA      | $6039223.77   | 0.09%             | 2031-02-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                           | BFH V8.375 06/15/35 144A                                                                       | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    178000 | PA      | $184023.35    | 0.00%             | 2035-06-15      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                           | BFH 6.75 05/15/31 144A                                                                         | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212239.58    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY V5.737 05/15/29                                                                           | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251220.48    | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                   | Alpha Generation LLC Term Loan B 275 2031-09-08                                                | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   4243140 | PA      | $4254172.16   | 0.06%             | 2031-09-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                   | ALPGEN 6.25 01/15/34 144A                                                                      | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |  33093000 | PA      | $33390075.86  | 0.51%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                          | GOOGL 5.3 05/15/65                                                                             | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     89000 | PA      | $83703.01     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                          | GOOGL 5.45 11/15/55                                                                            | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    261000 | PA      | $256032.29    | 0.00%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                                        | AS 6.75 02/16/31 144A                                                                          | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    244000 | PA      | $255738.35    | 0.00%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                    | AXL 7.75 10/15/33 144A                                                                         | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    269000 | PA      | $273997.65    | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                       | AEP V3.875 02/15/62                                                                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  12055000 | PA      | $11852673.70  | 0.18%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                           | AM 5.75 07/01/34 144A                                                                          | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |  11564000 | PA      | $11651433.79  | 0.18%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Arcosa Inc                                                                             | ACA 4.375 04/15/29 144A                                                                        | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191680.22    | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                                    | BPR 2024-PMDW E                                                                                | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $15845186.63  | 0.24%             | 2041-11-05      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Boyne USA Inc                                                                          | BIGSKY 4.75 05/15/29 144A                                                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $190360.77    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Brinks Company                                                                         | BCO 6.5 06/15/29 144A                                                                          | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191548.08    | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DROP MTGE TST                                                                          | DROP 2021-FILE A                                                                               | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2578620.94   | 0.04%             | 2043-10-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| DROP MTGE TST                                                                          | DROP 2021-FILE D                                                                               | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $12533100.95  | 0.19%             | 2043-10-15      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY 8 11/01/31 *                                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    224000 | PA      | $254241.29    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NW 2021-FRR1 BK88                                                                      | NW 2021-FRR1 BK88                                                                              | CUSIP: 62955LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $17322346.00  | 0.26%             | 2051-12-18      | Variable      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                               | MRP 6.375 08/01/30 144A                                                                        | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12775000 | PA      | $13071686.60  | 0.20%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                               | MRP 6.25 09/15/32 144A                                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11767000 | PA      | $11872707.55  | 0.18%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.                                | HOUS 5.75 01/15/29 144A                                                                        | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    279000 | PA      | $270963.37    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.                                | HOUS 7 04/15/30 144A                                                                           | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194160.29    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AASET 2019-2 TRUST                                                                     | AASET 2019-2 C                                                                                 | CUSIP: 00038RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4723808 | PA      | $4612798.55   | 0.07%             | 2039-10-16      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.                                | HOUS 9.75 04/15/30 144A                                                                        | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    430000 | PA      | $466666.96    | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                               | SWCH 2025-DATA E                                                                               | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21830000 | PA      | $21502967.96  | 0.33%             | 2042-02-17      | Variable      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                               | SWCH 2025-DATA F                                                                               | CUSIP: 78489CAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24830000 | PA      | $24430809.03  | 0.37%             | 2042-02-17      | Variable      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| ARTFI 2024-1A C                                                                        | ARTFI 2024-1A D                                                                                | CUSIP: 83589CAE8<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4009248.80   | 0.06%             | 2031-12-22      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| 280 Park Avenue Trust                                                                  | PRK 2017-280P B                                                                                | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5360826.67   | 0.08%             | 2034-09-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |  14930000 | PA      | $17718135.70  | 0.27%             | 2032-07-26      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |  18220000 | PA      | $21504134.71  | 0.33%             | 2032-10-07      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                             | ADNT 7.5 02/15/33 144A                                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    249000 | PA      | $256981.70    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SAS                                                                      | SFRFP 6.875 07/15/32 144A                                                                      | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    201000 | PA      | $192746.82    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                         | ANGSJ 3.375 11/01/28                                                                           | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    240000 | PA      | $232832.96    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                     | MTNA 6.55 11/29/27                                                                             | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    243000 | PA      | $253004.70    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC / Brightstar Global Solutions Corp.                             | BRSL 5.75 01/15/33 144A                                                                        | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |  16972000 | PA      | $16850394.09  | 0.26%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 3.875 01/15/28 144A                                                                      | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    268000 | PA      | $264181.48    | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 4.375 01/15/28 144A                                                                      | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    199000 | PA      | $197745.29    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Athenahealth Group Inc.                                                                | ATHENA 6.5 02/15/30 144A                                                                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    254000 | PA      | $253235.58    | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EUC (End User Computing)                                                               | EUC (End User Computing) Term Loan B 450 2031-04-01                                            | CUSIP: 60753DAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15886530 | PA      | $15787239.19  | 0.24%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Mohegan Escrow Issuer LLC                                                              | MOHEGN 8.25 04/15/30 144A                                                                      | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27433000 | PA      | $28596214.07  | 0.44%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V3.772 01/24/29 GMTN                                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    214000 | PA      | $212791.17    | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MTN COML MTG TR 2022-LPFL                                                              | MTN 2022-LPFL F                                                                                | CUSIP: 62475WAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19300000 | PA      | $19279952.90  | 0.29%             | 2039-03-15      | Variable      | 9.05%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC/ NGL Energy Finance Corp                                      | NGL 8.125 02/15/29 144A                                                                        | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $473311.69    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ACCELERATED 2024-1 LLC                                                                 | AALLC 2024-1A D                                                                                | CUSIP: 00440MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6653867 | PA      | $6705110.64   | 0.10%             | 2044-08-22      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| ACHM TR 2024-HE1                                                                       | ACHM 2024-HE1 B                                                                                | CUSIP: 00449TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4601225 | PA      | $4764299.86   | 0.07%             | 2039-05-25      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                    | AFRMT 2025-3A D                                                                                | CUSIP: 00833BAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2726000 | PA      | $2681684.89   | 0.04%             | 2034-10-16      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                    | AFFRM 2024-A 1E                                                                                | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4017426.63   | 0.06%             | 2029-02-15      | Fixed         | 9.17%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 6.125 06/15/29 144A                                                                      | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $190944.17    | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC/ NGL Energy Finance Corp                                      | NGL 8.375 02/15/32 144A                                                                        | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $276495.86    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                       | NRG 3.375 02/15/29 144A                                                                        | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    272000 | PA      | $260246.96    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| NRG Energy, Inc.                                                                       | NRG 5.75 01/15/34 144A                                                                         | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  14308000 | PA      | $14453512.36  | 0.22%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                | NBR 9.125 01/31/30 144A                                                                        | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    186000 | PA      | $194474.16    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR2                                                         | BAMLL 2024-FRR2 E                                                                              | CUSIP: 05493UAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10755758 | PA      | $9321714.30   | 0.14%             | 2050-07-27      | Variable      | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                 | BAMLL 2024-FRR4 E                                                                              | CUSIP: 05493VAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994762.30    | 0.02%             | 2048-11-27      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZS7403                                                                                      | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    663375 | PA      | $653059.44    | 0.01%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZT0534                                                                                      | CUSIP: 3132ACSX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30923 | PA      | $29157.41     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                    | NAVI 5.5 03/15/29                                                                              | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  21805000 | PA      | $21644866.26  | 0.33%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| New Home Company Inc                                                                   | NWHM 9.25 10/01/29 144A                                                                        | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |   6538000 | PA      | $6823486.28   | 0.10%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| New Home Company Inc                                                                   | NWHM 8.5 11/01/30 144A                                                                         | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |  18419000 | PA      | $18968862.41  | 0.29%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                     | NWL 6.625 05/15/32                                                                             | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106717.75    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Nexstar Media Inc.                                                                     | NXST 4.75 11/01/28 144A                                                                        | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23825.88     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC.                                                                  | NEFINA 8 04/15/30 144A                                                                         | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $450888.54    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                        | JWN 4.375 04/01/30                                                                             | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95589.08     | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                             | NOG 7.875 10/15/33 144A                                                                        | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262886.72    | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                 | BAMLL 2024-FRR4 F                                                                              | CUSIP: 05493VAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1778284 | PA      | $1767691.98   | 0.03%             | 2048-11-27      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10                     | BAMLL 2025-FRR5 E736                                                                           | CUSIP: 05494BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24861668 | PA      | $22664458.42  | 0.35%             | 2052-09-27      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| ATI Inc                                                                                | ATI 4.875 10/01/29                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    197000 | PA      | $196677.08    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: 01957TAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5630000 | PA      | $6655121.92   | 0.10%             | 2032-08-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2024-B G                                                                                 | CUSIP: 02007G4H3<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   4212311 | PA      | $4323869.24   | 0.07%             | 2032-09-15      | Fixed         | 11.39%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2025-A E                                                                                 | CUSIP: 02007G5H2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   7493650 | PA      | $7480290.54   | 0.11%             | 2033-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                    | HNDLIN 4.75 01/30/30 144A                                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    462000 | PA      | $446292.19    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                    | HNDLIN 3.875 08/15/31 144A                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    283000 | PA      | $257944.03    | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10                     | BAMLL 2025-FRR5 EK73                                                                           | CUSIP: 05494BAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18449665 | PA      | $14158498.01  | 0.22%             | 2051-02-27      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10                     | BAMLL 2025-FRR5 EK86                                                                           | CUSIP: 05494BBJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19564243 | PA      | $15130060.15  | 0.23%             | 2051-11-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                 | BAMLL 2024-FRR3 E                                                                              | CUSIP: 054988AJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3776872 | PA      | $3453660.89   | 0.05%             | 2050-01-27      | Variable      | 0.49%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                     | BX 2025-ROIC E                                                                                 | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22827967 | PA      | $22692941.97  | 0.35%             | 2030-03-15      | Variable      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2025-A F                                                                                 | CUSIP: 02007G5J8<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   2490964 | PA      | $2497186.00   | 0.04%             | 2033-06-15      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2025-B F                                                                                 | CUSIP: 02007G6T5<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   3254669 | PA      | $3260155.25   | 0.05%             | 2033-09-15      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                                  | BWXT 4.125 06/30/28 144A                                                                       | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    202000 | PA      | $198885.26    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust 2017-CC                                                                      | BXP 2017-GM D                                                                                  | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6870000 | PA      | $6658855.78   | 0.10%             | 2039-06-13      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BXHPP LTD                                                                              | BXHPP 2021-FILM A                                                                              | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8670000 | PA      | $8374007.59   | 0.13%             | 2036-08-15      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| BXHPP LTD                                                                              | BXHPP 2021-FILM B                                                                              | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14243000 | PA      | $13422947.40  | 0.20%             | 2036-08-15      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZT1633                                                                                      | CUSIP: 3132ADY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4661 | PA      | $4522.61      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZT1926                                                                                      | CUSIP: 3132AED78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3225955 | PA      | $2974892.32   | 0.05%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FR QA1615                                                                                      | CUSIP: 31334XYL7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   1733519 | PA      | $1620607.59   | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QA5622                                                                                      | CUSIP: 3133A0G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352152 | PA      | $315975.13    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2021-BXMF G                                                                                 | CUSIP: 05609RAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12367786 | PA      | $12323355.03  | 0.19%             | 2026-10-15      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2024-WPT B                                                                                  | CUSIP: 05612JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7663000 | PA      | $7657199.06   | 0.12%             | 2034-03-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                         | SOLEIN 7.25 02/15/33 144*                                                                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   8473000 | PA      | $8514869.84   | 0.13%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Solenis                                                                                | Solenis Term Loan B (Incremental) 325 2032-07-15                                               | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   4667000 | PA      | $4634937.71   | 0.07%             | 2032-11-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 3.5 01/15/27                                                                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202999.21    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 7.875 03/15/30                                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    236000 | PA      | $249525.63    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                 | ABCLN 2025-B G                                                                                 | CUSIP: 02007G6U2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   5811908 | PA      | $5820714.87   | 0.09%             | 2033-09-15      | Fixed         | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VI LLC                                              | AXIS 2024-1A E                                                                                 | CUSIP: 03237CAF9<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   2875000 | PA      | $2952078.46   | 0.05%             | 2032-04-20      | Fixed         | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VI LLC                                              | AXIS 2025-1A E                                                                                 | CUSIP: 03237FAF2<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1520128.05   | 0.02%             | 2034-01-20      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VI LLC                                              | AXIS 2024-2A E                                                                                 | CUSIP: 03238BAF0<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1434616.96   | 0.02%             | 2032-10-20      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QN0783                                                                                      | CUSIP: 3133G62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97921 | PA      | $95062.99     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QN0786                                                                                      | CUSIP: 3133G62T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217059 | PA      | $210903.04    | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-B                                                    | BX 2024-BIO2 D                                                                                 | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7480000 | PA      | $7313967.57   | 0.11%             | 2041-08-13      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2024-BRBK A                                                                                 | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25000000 | PA      | $25114121.44  | 0.38%             | 2041-10-15      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FN MA1447                                                                                      | CUSIP: 31418ATD0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    305480 | PA      | $279854.88    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA2894                                                                                      | CUSIP: 31418CGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34520 | PA      | $31251.32     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD                                                                              | Blackbird Apartments                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   7806148 | NS      | $7864694.14   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| LV Collective LLC                                                                      | University of Michigan Student Housing Land Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    678005 | PA      | $679700.11    | 0.01%             | 2028-11-21      | Fixed         | 9.39%                 | No            |                  3 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2024-AIR2 D                                                                                 | CUSIP: 05613QAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16987080 | PA      | $17018459.94  | 0.26%             | 2041-10-15      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-ARIA                                                                     | BX 2025-ARIA C                                                                                 | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19000000 | PA      | $19107887.51  | 0.29%             | 2042-12-13      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund IVB LP                                                 | BVCLN 2024-CAR1 E                                                                              | CUSIP: 07336QAE2<br>LEI: 549300PYZPV2K342TZ72 | Long             | ABS-O            | CORP              | US        |    688556 | PA      | $694966.89    | 0.01%             | 2031-12-26      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII                                                    | BVCLN 2025-EDU1 C                                                                              | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   5395080 | PA      | $5395056.97   | 0.08%             | 2048-07-27      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 7.5 05/15/31                                                                               | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    243000 | PA      | $255672.32    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Qnity Electronics Inc.                                                                 | QNTELE 6.25 08/15/33 144A                                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    172000 | PA      | $178286.86    | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC            | AMPBEV 4 09/01/29 144A                                                                         | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | N/A       |    282000 | PA      | $265470.77    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cetera Financial Group                                                                 | Cetera Financial Group Term Loan B 300 2030-08-01                                              | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   4534000 | PA      | $4548191.42   | 0.07%             | 2030-08-09      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Ashton Woods (USA) LLC/Ashton Woods Finance Co.                                        | ASHWOO 4.625 08/01/29 144A                                                                     | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $197352.20    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                   | ASUCOR 8 12/31/32 144A                                                                         | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |  13407000 | PA      | $13911256.31  | 0.21%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion                                                                                | Asurion First-lien Term Loan B-13 425 2030-09-01                                               | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  13765500 | PA      | $13754762.91  | 0.21%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                         | ATWALD 6.25 01/15/30                                                                           | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |  11805000 | PA      | $12428549.07  | 0.19%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Blue Bridge Financial LLC                                                              | BBEF 2023-1A C                                                                                 | CUSIP: 09531MAC4<br>LEI: 549300UZCOJ7LHE4T940 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2740658.20   | 0.04%             | 2030-11-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Blue Bridge Financial LLC                                                              | BBEF 2023-1A D                                                                                 | CUSIP: 09531MAD2<br>LEI: 549300UZCOJ7LHE4T940 | Long             | ABS-O            | CORP              | US        |   1743000 | PA      | $1746620.04   | 0.03%             | 2030-11-15      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| Railworks Holdings LP / Railworks Rally Inc.                                           | RWORKS 8.25 11/15/28 144A                                                                      | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $195094.16    | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Silver Aircraft Lease Investment Ltd/Silver Aircraft Leasing Inc                       | SLVRR 2019-1 C                                                                                 | CUSIP: 827304AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    898315 | PA      | $729018.59    | 0.01%             | 2044-07-15      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GN BB4357                                                                                      | CUSIP: 3617AUZW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2625 | PA      | $2524.05      | 0.00%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                           | KSS 10 06/01/30 144A                                                                           | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $192720.85    | 0.00%             | 2030-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                         | ATWALD 4.95 11/15/30                                                                           | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   9526000 | PA      | $9557658.33   | 0.15%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2023-1 LLC                                                       | XCAP 2023-1A E                                                                                 | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2606292.53   | 0.04%             | 2032-12-15      | Fixed         | 10.97%                | Yes           |                  2 | On Loan: No      |
| LGI Homes Inc                                                                          | LGIH 4 07/15/29 144A                                                                           | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   6159000 | PA      | $5612831.58   | 0.09%             | 2029-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes Inc                                                                          | LGIH 7 11/15/32 144A                                                                           | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |  25098000 | PA      | $23990478.47  | 0.37%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2021-1A D                                                                                | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5952225.88   | 0.09%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                        | BGS 8 09/15/28 144A                                                                            | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255806.17    | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| The Bank of New York Mellon Corp.                                                      | BK V6.474 10/25/34 MTN                                                                         | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    230000 | PA      | $257302.10    | 0.00%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-SP2                                                | BVCLN 2024-EDU1 C                                                                              | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2433279 | PA      | $2431964.45   | 0.04%             | 2047-06-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECS TR 24-RM8                                                      | BABS 2024-RM8 A2                                                                               | CUSIP: 10637YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12014881 | PA      | $11579387.22  | 0.18%             | 2064-05-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | Broadcom Inc COM USD0.001                                                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     16688 | NS      | $5775716.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-SP2                                                | BVCLN 2024-EDU1 D                                                                              | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    973312 | PA      | $994420.94    | 0.02%             | 2047-06-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                  | BZH 7.25 10/15/29                                                                              | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    187000 | PA      | $191117.55    | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SILVER HLDGS LTD                                                                       | SLVRR 2019-1 E                                                                                 | CUSIP: 82774HAA2<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |   1500000 | NS      | $371250.00    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   6040000 | PA      | $7152835.17   | 0.11%             | 2031-05-16      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                       | GMABDC 6.25 12/15/32 144A                                                                      | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    260000 | PA      | $266460.10    | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Global Aircraft Leasing Co Ltd                                                         | GALCLD 8.75 09/01/27 144A                                                                      | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    194000 | PA      | $201187.51    | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                        | MAGLLC 4.875 05/01/29 144A                                                                     | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    269000 | PA      | $265021.87    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL1                                                                 | LHOME 2024-RTL1 A1                                                                             | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6076000 | PA      | $6091543.62   | 0.09%             | 2029-01-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL3                                                                 | LHOME 2024-RTL3 A2                                                                             | CUSIP: 50205GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3648134.52   | 0.06%             | 2029-05-25      | Variable      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL2                                                         | LHOME 2024-RTL2 A1                                                                             | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5303729 | PA      | $5334126.79   | 0.08%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL2                                                         | LHOME 2024-RTL2 A2                                                                             | CUSIP: 50205JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2075000 | PA      | $2093733.31   | 0.03%             | 2029-03-25      | Variable      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                   | LHOME 2024-RTL5 A2                                                                             | CUSIP: 50205WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9488000 | PA      | $9556003.34   | 0.15%             | 2039-09-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                   | LVS 5.625 06/15/28                                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    254000 | PA      | $260424.97    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Darktrace                                                                              | Darktrace First-lien Term Loan 325 2031-06-12                                                  | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |  16296000 | PA      | $16345539.84  | 0.25%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Tr 2023-2                                                      | LBZZ 2023-2A B                                                                                 | CUSIP: 52608MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9826000 | PA      | $10160008.00  | 0.15%             | 2029-06-15      | Fixed         | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 3.75 07/15/29 144A                                                                        | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   6822000 | PA      | $6211499.22   | 0.09%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 6.875 06/30/33 144A                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   4496346 | PA      | $4601011.94   | 0.07%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 7 03/31/34 144A                                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   4234245 | PA      | $4363694.17   | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                     | BURLN 6.25 04/15/28 144A                                                                       | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   4962000 | PA      | $4935106.01   | 0.08%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                     | BURLN 6.875 04/15/30 144A                                                                      | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   9384000 | PA      | $9150830.31   | 0.14%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                     | BURLN 7.5 07/15/33 144A                                                                        | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |  10032000 | PA      | $9573148.46   | 0.15%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                            | BJETS 2024-2A B                                                                                | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2851161 | PA      | $2846505.06   | 0.04%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                            | BJETS 2024-2A C                                                                                | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2322948 | PA      | $2339247.72   | 0.04%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                            | BJETS 2022-1A C                                                                                | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1333228 | PA      | $1333328.95   | 0.02%             | 2037-06-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                            | BJETS 2024-1A B                                                                                | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918554 | PA      | $949085.39    | 0.01%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                            | BJETS 2024-1A C                                                                                | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3751716 | PA      | $3884335.75   | 0.06%             | 2039-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2025-VLT7 E                                                                                 | CUSIP: 123913AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16641000 | PA      | $16594837.45  | 0.25%             | 2044-07-15      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                                               | BX 2024-AIRC A                                                                                 | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9361952 | PA      | $9371083.43   | 0.14%             | 2041-08-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                             | CZR 6 10/15/32 144A                                                                            | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  32544000 | PA      | $31647377.00  | 0.48%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Cali Mortgage Trust 2019-101C                                                          | CALI 2019-101C B                                                                               | CUSIP: 129890AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8311000 | PA      | $7863309.28   | 0.12%             | 2039-03-10      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                                       | CRC 8.25 06/15/29 144A                                                                         | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    435000 | PA      | $455001.63    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V3.95 PERP M                                                                               | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  16368000 | PA      | $16171246.82  | 0.25%             | 2099-12-31      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| GoEasy Limited                                                                         | GSYCN 7.625 07/01/29 144A                                                                      | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    241000 | PA      | $238305.56    | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                                                        | MDPK 2018-32A A1R2                                                                             | CUSIP: 55817AAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20072220.00  | 0.31%             | 2037-07-22      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V5.817 02/01/34                                                                            | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    243000 | PA      | $254330.68    | 0.00%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                              | ECPG 9.25 04/01/29 144A                                                                        | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210750.00    | 0.00%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Lxvi Ltd.                                                         | MDPK 2024-66A A2                                                                               | CUSIP: 55822YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  27000000 | PA      | $27060255.90  | 0.41%             | 2037-10-21      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Xxxiv Ltd.                                                        | MDPK 2025-73A A1                                                                               | CUSIP: 55823HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  57500000 | PA      | $57660149.00  | 0.88%             | 2038-10-18      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                              | ECPG 8.5 05/15/30 144A                                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214989.20    | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EnerSys                                                                                | ENS 4.375 12/15/27 144A                                                                        | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    198000 | PA      | $196517.69    | 0.00%             | 2027-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE LTD 2024-44                                                                  | MAGNE 2024-44A A1                                                                              | CUSIP: 55955UAA0<br>LEI: 529900QN6D2QU338OD40 | Long             | ABS-CBDO         | CORP              | KY        |  35700000 | PA      | $35824846.47  | 0.55%             | 2037-10-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 8.5 05/01/30 144A                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    183000 | PA      | $190308.69    | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-3                                             | EART 2024-3A E                                                                                 | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6670000 | PA      | $6861764.93   | 0.10%             | 2031-10-15      | Fixed         | 7.84%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                             | EART 2025-5A E                                                                                 | CUSIP: 30166VAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3760795.50   | 0.06%             | 2033-06-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2016-3                                             | EART 2024-1A E                                                                                 | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $10547647.95  | 0.16%             | 2031-08-15      | Fixed         | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2016-3                                             | EART 2023-1A E                                                                                 | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3277608.95   | 0.05%             | 2030-09-16      | Fixed         | 12.07%                | Yes           |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLE                                                    | ESART 2025-2 D                                                                                 | CUSIP: 30185EAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5970000 | PA      | $5976191.17   | 0.09%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                   | ESA 2025-ESH D                                                                                 | CUSIP: 30227TAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   6021000 | PA      | $6053251.05   | 0.09%             | 2042-10-15      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                   | ESA 2025-ESH E                                                                                 | CUSIP: 30227TAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   9353000 | PA      | $9407807.25   | 0.14%             | 2042-10-15      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                   | ESA 2025-ESH F                                                                                 | CUSIP: 30227TAL4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2517778.33   | 0.04%             | 2042-10-15      | Variable      | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Extenet Issuer Llc                                                                     | EXTNT 2024-1A C                                                                                | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5412273.63   | 0.08%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                         | FREMF 2018-KSW4 C                                                                              | CUSIP: 302960AH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18042207 | PA      | $16734592.53  | 0.26%             | 2028-10-25      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                         | FREMF 2018-KF45 B                                                                              | CUSIP: 30296TAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297760 | PA      | $308097.98    | 0.00%             | 2029-07-25      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                         | FREMF 2020-KF78 C                                                                              | CUSIP: 302979AG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19265435 | PA      | $18987140.37  | 0.29%             | 2030-03-25      | Variable      | 11.99%                | Yes           |                  2 | On Loan: No      |
| FREMF 2019-K98 MTG TR                                                                  | FREMF 2019-KF70 C                                                                              | CUSIP: 30298UAJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13914000 | PA      | $13770528.60  | 0.21%             | 2029-09-25      | Variable      | 10.12%                | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                         | FREMF 2019-KF72 B                                                                              | CUSIP: 30314JAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2679587 | PA      | $2667078.35   | 0.04%             | 2026-11-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-KJ32 MTG TR                                                                 | FREMF 2020-KJ32 BFX                                                                            | CUSIP: 30317BAC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11052624 | PA      | $9971514.83   | 0.15%             | 2033-11-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                         | FREMF 2021-KF98 CS                                                                             | CUSIP: 30318HAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3329340 | PA      | $3403147.57   | 0.05%             | 2030-12-25      | Variable      | 12.51%                | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                 | FAIRIC 4 06/15/28 144A                                                                         | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195277.70    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2023-K511 MORTGAGE TRUST                                                         | FREMF 2023-K511 C                                                                              | CUSIP: 30334FAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19094019 | PA      | $17972485.97  | 0.27%             | 2028-11-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR ZT1145                                                                                      | CUSIP: 3132ADHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1801 | PA      | $1798.28      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR QA4936                                                                                      | CUSIP: 31346YPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204029 | PA      | $183069.08    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AL8438                                                                                      | CUSIP: 3138ETLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1501061 | PA      | $1375144.97   | 0.02%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AR9225                                                                                      | CUSIP: 3138W7HB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1305533 | PA      | $1196018.81   | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AS8547                                                                                      | CUSIP: 3138WJP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283991 | PA      | $257100.86    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AT2957                                                                                      | CUSIP: 3138WQJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1478 | PA      | $1354.30      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BE3616                                                                                      | CUSIP: 3140FPAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601636 | PA      | $584713.59    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR SL1631                                                                                      | CUSIP: 31427NY52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20662844 | PA      | $20881539.91  | 0.32%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FR RJ3069                                                                                      | CUSIP: 3142GTMT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26881274 | PA      | $27383641.16  | 0.42%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                               | FERG 5 10/03/34                                                                                | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221899.00    | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                    | FRTITA 4.625 01/15/29 144A                                                                     | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467000 | PA      | $453565.86    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                    | FRTITA 6.75 01/15/30 144A                                                                      | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $255758.45    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Firstcash Inc                                                                          | FCFS 5.625 01/01/30 144A                                                                       | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199739.68    | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Firstcash Inc                                                                          | FCFS 4.625 09/01/28 144A                                                                       | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    458000 | PA      | $455062.62    | 0.01%             | 2028-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Five Point Operating Company LP Five Point Capital Corp                                | FPH 8 10/01/30 144A                                                                            | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $200597.76    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Flash Compute LLC                                                                      | FLASHC 7.25 12/31/30 144A                                                                      | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18894000 | PA      | $18719473.10  | 0.29%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GCI LIBERTY 12% SERIES A CUMULATIVE PREFERRED                                          | GCI/Liberty - Series A                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      9750 | NS      | $9750000.00   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ford Motor Credit Company LLC                                                          | F 7.35 11/04/27                                                                                | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    248000 | PA      | $258832.04    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                          | F 3.815 11/02/27                                                                               | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    268000 | PA      | $263863.39    | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                        | FOXA 4.709 01/25/29                                                                            | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253198.61    | 0.00%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                        | FOXA 6.5 10/13/33                                                                              | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    232000 | PA      | $255753.48    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | SLST 2020-2 M1                                                                                 | CUSIP: 35564CGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4312808 | PA      | $4290620.85   | 0.07%             | 2060-09-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-DNA2 B2                                                                             | CUSIP: 35564KDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12308000 | PA      | $15159237.74  | 0.23%             | 2033-08-25      | Variable      | 9.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-DNA3 B2                                                                             | CUSIP: 35564KFH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20836000 | PA      | $26082586.10  | 0.40%             | 2033-10-25      | Variable      | 10.12%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-HQA3 M2                                                                             | CUSIP: 35564KJP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29152135 | PA      | $29392454.19  | 0.45%             | 2041-09-25      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-HQA3 B1                                                                             | CUSIP: 35564KKK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4734000 | PA      | $4811612.92   | 0.07%             | 2041-09-25      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-HQA3 B2                                                                             | CUSIP: 35564KKL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50800000 | PA      | $52277260.82  | 0.80%             | 2041-09-25      | Variable      | 10.12%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-DNA6 B1                                                                             | CUSIP: 35564KLU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14440000 | PA      | $14677161.98  | 0.22%             | 2041-10-25      | Variable      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-DNA7 B1                                                                             | CUSIP: 35564KND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38921208 | PA      | $39842523.47  | 0.61%             | 2041-11-25      | Variable      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-DNA7 B2                                                                             | CUSIP: 35564KNE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15600000 | PA      | $16463675.11  | 0.25%             | 2041-11-25      | Variable      | 11.67%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-HQA4 B1                                                                             | CUSIP: 35564KPN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27058500 | PA      | $27631941.13  | 0.42%             | 2041-12-25      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2023-HQA3 M2                                                                             | CUSIP: 35564NAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7490866 | PA      | $7825298.26   | 0.12%             | 2043-11-25      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2024-HQA2 M2                                                                             | CUSIP: 35564NEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8748096 | PA      | $8786403.75   | 0.13%             | 2044-08-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2024-DNA3 M2                                                                             | CUSIP: 35564NFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10310573 | PA      | $10304059.20  | 0.16%             | 2044-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 9.125 05/15/31 144A                                                                     | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    243000 | PA      | $260995.85    | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 6.875 05/01/31 144A                                                                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |  10627000 | PA      | $10633387.04  | 0.16%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                   | FYBR 8.625 03/15/31 144A                                                                       | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10336000 | PA      | $10875363.49  | 0.17%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                                                                   | GCAT 2022-INV1 A26                                                                             | CUSIP: 36168YBC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14095510 | PA      | $12238659.41  | 0.19%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Company                                                                 | GM 6.6 04/01/36                                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    238000 | PA      | $259018.71    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM V5.75 PERP A                                                                                | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  21721000 | PA      | $21450643.27  | 0.33%             | 2099-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM 5.9 01/07/35                                                                                | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $265479.49    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM 6.15 07/15/35                                                                               | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    249000 | PA      | $262393.66    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENVA 2018 LLC                                                                          | ENVA 2024-A A                                                                                  | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28536 | PA      | $28562.39     | 0.00%             | 2030-10-21      | Fixed         | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Froneri International Ltd.                                                             | ICECR L 09/30/32 2                                                                             | CUSIP: G3679YAL6<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | LU        |  16320000 | PA      | $19215251.88  | 0.29%             | 2032-09-30      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    960000 | PA      | $1303504.04   | 0.02%             | 2032-08-30      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |  11350000 | PA      | $13414097.11  | 0.20%             | 2032-06-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2024-1 Ltd/ LLC                                                | BCC 2023-3A A1R                                                                                | CUSIP: 05682CAL1<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | KY        |  62250000 | PA      | $62407760.18  | 0.95%             | 2038-10-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BARINGS LN PARTNERS CLO LTD 5                                                          | BABSN LP-5A A                                                                                  | CUSIP: 06764CAA4<br>LEI: 2549006Y8VRIV10TBW72 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25008607.50  | 0.38%             | 2035-01-22      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Barings Clo 2021-I Ltd.                                                                | BABSN 2023-3A D2R                                                                              | CUSIP: 067932AY9<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003124.50   | 0.08%             | 2038-10-15      | Variable      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                 | BRPCN 4.875 02/15/30 144A                                                                      | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $465727.00    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                                                     | CM V4.857 03/30/29                                                                             | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    259000 | PA      | $263281.61    | 0.00%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                          | ENBCN 5.3 04/05/29                                                                             | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $261836.07    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                   | FMGAU 4.5 09/15/27 144A                                                                        | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $199502.00    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                   | FMGAU 6.125 04/15/32 144A                                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    228000 | PA      | $237914.27    | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                              | EOFP 8 06/15/30 144A                                                                           | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $471197.32    | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| First Quantum Minerals Ltd.                                                            | FMCN 7.25 02/15/34 144A                                                                        | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  17945000 | PA      | $18865664.46  | 0.29%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                       | GWCN 8.375 11/15/32 144A                                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    249000 | PA      | $253634.64    | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                       | GWCN 6.5 01/15/31 144A                                                                         | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   9064000 | PA      | $9275068.11   | 0.14%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                                | BFLD 2025-5MW D                                                                                | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5091661.62   | 0.08%             | 2042-10-10      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC / Blue Racer Finance Corp                                    | BLURAC 7 07/15/29 144A                                                                         | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $185638.51    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 8.5 01/15/36 144A                                                                         | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |  16929000 | PA      | $17335002.11  | 0.26%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                  | RGCARE 10 06/01/32 144A                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   6673000 | PA      | $7087286.60   | 0.11%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                   | OWL 6.25 04/18/34                                                                              | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    252000 | PA      | $259861.14    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                             | BA 7.008 05/01/64                                                                              | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $238612.58    | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Di Issuer Llc                                                                          | LMDV 2025-1A B                                                                                 | CUSIP: 538908AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13214000 | PA      | $13276602.24  | 0.20%             | 2055-12-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Di Issuer Llc                                                                          | LMDV 2025-1A C                                                                                 | CUSIP: 538908AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9410000 | PA      | $9409059.00   | 0.14%             | 2055-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| LOANME TRUST SBL                                                                       | LMTBL 2019-1 B                                                                                 | CUSIP: 53947KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4197919 | PA      | $1217396.43   | 0.02%             | 2030-08-15      | Variable      | 13.00%                | Yes           |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                                  | LONRID 8.75 02/15/32 144A                                                                      | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   7343000 | PA      | $7816190.26   | 0.12%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BOOTS GROUP FINCO L.P.                                                                 | BOOTFN L 08/30/32 3                                                                            | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |   2705000 | PA      | $2717388.90   | 0.04%             | 2032-08-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                | BAH 5.95 04/15/35                                                                              | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  17048000 | PA      | $17663194.30  | 0.27%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Lumen Technologies Inc                                                                 | LUMN 4.125 04/15/29 144A                                                                       | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $5613300.00   | 0.09%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                 | LUMN 10 10/15/32 144A                                                                          | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5025000.00   | 0.08%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                        | CVI 8.5 01/15/29 144A                                                                          | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    448000 | PA      | $460475.62    | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CVR Partners, LP and CVR Nitrogen Finance Corporation                                  | UAN 6.125 06/15/28 144A                                                                        | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |    183000 | PA      | $183497.03    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health                                                                       | LifePoint Health Term Loan B (Incremental) 350 2031-05-01                                      | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    983813 | PA      | $984364.08    | 0.02%             | 2031-05-19      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy                                                                      | Long Ridge Energy Term Loan B 450 2032-01-21                                                   | CUSIP: 54288BAB1<br>LEI: 984500764EC9AZ2FC764 | Long             | LON              | CORP              | US        |  21770795 | PA      | $21535017.29  | 0.33%             | 2032-02-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                        | CVS 6 06/01/63                                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    247000 | PA      | $238457.28    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                        | CVS V6.75 12/10/54                                                                             | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  11744000 | PA      | $12265081.28  | 0.19%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   5760000 | PA      | $6838845.11   | 0.10%             | 2029-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Cognita Schools                                                                        | Cognita Schools Term Loan B 350 2031-10-01                                                     | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | US        |   6652690 | PA      | $6661005.61   | 0.10%             | 2031-10-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                        | CVS V7 03/10/55                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7179000 | PA      | $7531116.17   | 0.11%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Crocs Inc                                                                              | CROX 4.25 03/15/29 144A                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    206000 | PA      | $199360.72    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                                            | ARDGRP 8.875 02/15/32 144A                                                                     | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    235000 | PA      | $244236.68    | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                     | ARES 2024-ALF8 A1                                                                              | CUSIP: 04021MAA6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20043664.00  | 0.31%             | 2038-01-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | US T-NOTE 5YR                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      8319 | NC      | $-3770500.17  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                    | US T-NOTE 2YR                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2779 | NC      | $-370284.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                    | US T-NOTE 10YR                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1996 | NC      | $-1749551.88  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                    | US T-BOND 30YR                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -317 | NC      | $76893.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                    | US T-NOTE ULTRA 10Y                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -3237 | NC      | $2267590.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                    | US T-BOND ULTRA                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -875 | NC      | $1561828.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL 2017-Cx10 Commercial Mortgage Trust                                              | CSAIL 2021-C20 XA                                                                              | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  57915772 | PA      | $2193156.92   | 0.03%             | 2054-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| AVOLDALE HILLS PREFERRED USD (PRIVATE DEAL)                                            | Avondale Hill Holdings LP                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4508385 | NS      | $4553469.06   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                      | BRKHEC 6.125 04/01/36                                                                          | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    236000 | PA      | $255941.14    | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                                 | OBDC 5.95 03/15/29                                                                             | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262386.61    | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                                  | BEAMOB L 08/06/30 2                                                                            | CUSIP: 07363PAC4<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |    685145 | PA      | $688145.94    | 0.01%             | 2030-08-06      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility                                                                        | Beacon Mobility Term Loan B 325 2030-06-09                                                     | CUSIP: 07363PAB6<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |   5001980 | PA      | $5023888.67   | 0.08%             | 2030-08-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Essential Home                                                                         | Essential Home Term Loan B 325 2032-09-15                                                      | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10638970 | PA      | $10714293.91  | 0.16%             | 2032-12-02      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                    | AZORRA 7.75 04/15/30 144A                                                                      | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    246000 | PA      | $259756.07    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                    | AZORRA 7.25 01/15/31 144A                                                                      | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    202000 | PA      | $211662.14    | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                         | BNP V9.25 PERP 144A                                                                            | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2432000 | PA      | $2594162.74   | 0.04%             | 2099-12-31      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                     | BBVASM V6.138 09/14/28                                                                         | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207116.07    | 0.00%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                     | BBVASM V6.033 03/13/35                                                                         | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $212579.57    | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                            | BCECN V6.875 09/15/55                                                                          | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51586.65     | 0.00%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD 2021-11                                                             | CGMS 2021-11A A2R                                                                              | CUSIP: 143122AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13532009.85  | 0.21%             | 2037-07-27      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Us Clo 2018-2 LLC                                                              | CGMS 2017-2A AR2                                                                               | CUSIP: 14315JBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  32500000 | PA      | $32609947.50  | 0.50%             | 2037-07-20      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Capital Four Clo XI Designated Activity Co.                                            | CFOUR 11A D                                                                                    | CUSIP: BCC3Q5JR5<br>LEI: 25490035KVDRNZGTO841 | Long             | ABS-O            | CORP              | IE        |  13500000 | PA      | $15943195.57  | 0.24%             | 2039-01-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Arini European CLO II Designated Activity Co.                                          | ARINI 2A DR                                                                                    | CUSIP: BCC3QF9B9<br>LEI: 635400I3AJDMBZIMZK57 | Long             | ABS-O            | CORP              | IE        |  13110000 | PA      | $15416071.48  | 0.24%             | 2038-10-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IX CLO                                                                   | CEDF 2018-9A AR                                                                                | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  29000000 | PA      | $29094453.00  | 0.44%             | 2037-07-20      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                       | DB V6.72 01/18/29                                                                              | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    235000 | PA      | $246030.79    | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                       | DB V4.999 09/11/30                                                                             | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    300000 | PA      | $304606.31    | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 24 LTD                                                                         | KKR 35A AR                                                                                     | CUSIP: 48254LAN5<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20000020.00  | 0.31%             | 2038-01-20      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                  | KIOXIA 6.625 07/24/33 144A                                                                     | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |  15242000 | PA      | $15849784.35  | 0.24%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LATAM Airlines Group SA                                                                | LTMCI 7.625 01/07/31 144A                                                                      | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |  20394000 | PA      | $21412323.00  | 0.33%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: L7000HAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2660000 | PA      | $3152152.67   | 0.05%             | 2030-01-21      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC            | AMPBEV 3 09/01/29 REGs                                                                         | CUSIP: G05210AA0<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | N/A       |  21585000 | PA      | $24061597.14  | 0.37%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                         | CSMC 2021-BHAR E                                                                               | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2989500 | PA      | $2944915.12   | 0.04%             | 2038-11-15      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018 C5                                            | CGCMT 2018-C5 XA                                                                               | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31534694 | PA      | $432620.51    | 0.01%             | 2051-06-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                                                  | COIN 2017-1A A2                                                                                | CUSIP: 19260MAA4<br>LEI: 5493004UNX3RE1I4DH23 | Long             | ABS-O            | CORP              | US        |  15541275 | PA      | $14334821.28  | 0.22%             | 2047-04-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                      | CMPDC 2024-2A B2                                                                               | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5010106.36   | 0.08%             | 2049-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H5 MORTGAGE TRUST                                                           | EQS 2024-1C B                                                                                  | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2069978 | PA      | $2095212.97   | 0.03%             | 2031-01-20      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H5 MORTGAGE TRUST                                                           | EQS 2024-1C C                                                                                  | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887133 | PA      | $882003.44    | 0.01%             | 2031-01-20      | Fixed         | 10.16%                | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                       | DTMINC 4.125 06/15/29 144A                                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2896307.57   | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                       | DTMINC 5.8 12/15/34 144A                                                                       | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14931000 | PA      | $15495316.85  | 0.24%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Dayforce (Ceridian HCM)                                                                | Dayforce (Ceridian HCM) Term Loan B 300 2032-09-22                                             | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  23806000 | PA      | $23721012.58  | 0.36%             | 2032-08-20      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                    | DC 2023-DC D                                                                                   | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10302831.47  | 0.16%             | 2040-09-12      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                             | DKL 8.625 03/15/29 144A                                                                        | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    181000 | PA      | $189717.70    | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                     | DELL 8.1 07/15/36                                                                              | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    207000 | PA      | $250827.89    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                                   | DAL 5.25 07/10/30                                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    259000 | PA      | $266139.73    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                                     | DLX 8 06/01/29 144A                                                                            | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193525.83    | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Deluxe Corporation                                                                     | DLX 8.125 09/15/29 144A                                                                        | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    191000 | PA      | $201214.45    | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                         | DNFRA 2021-1A B                                                                                | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3899507.20   | 0.06%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                                           | DBD 7.75 03/31/30 144A                                                                         | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79812.43     | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV                                                                                | DIRECTV Term Loan B 525 2029-08-01                                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9906811 | PA      | $9928705.20   | 0.15%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                                 | DY 4.5 04/15/29 144A                                                                           | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    194000 | PA      | $191633.06    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Dawson Forest Holdings LLC                                                             | Dawson Forest                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4443541 | NS      | $4487976.86   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                              | CHASE 2021-CL1 M1                                                                              | CUSIP: 46591HBX7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |   1204709 | PA      | $1194253.87   | 0.02%             | 2050-02-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                              | CHASE 2021-CL1 M4                                                                              | CUSIP: 46591HCA6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |   1950183 | PA      | $1947340.83   | 0.03%             | 2050-02-25      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                              | CHASE 2021-CL1 M5                                                                              | CUSIP: 46591HCB4<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |    780169 | PA      | $782755.22    | 0.01%             | 2050-02-25      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                              | CACLN 2021-2 G                                                                                 | CUSIP: 48128U2S7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |    152731 | PA      | $153038.74    | 0.00%             | 2028-12-26      | Fixed         | 8.48%                 | Yes           |                  2 | On Loan: No      |
| Cologix Canadian Issuer Limited Partnership                                            | CLGIX 2022-1CAN A2                                                                             | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3613596.62   | 0.06%             | 2052-01-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING CLO LTD                                                                  | CEDF 2021-14A AR                                                                               | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  37860000 | PA      | $37988671.00  | 0.58%             | 2037-10-15      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                       | DB V3.547 09/18/31                                                                             | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    271000 | PA      | $258624.03    | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                    | MUFG V5.615 04/24/36                                                                           | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209336.92    | 0.00%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 5.875 01/15/31 144A                                                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  25683000 | PA      | $25585826.06  | 0.39%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OCP Clo 2017-14 Ltd / LLC                                                              | OCP 2017-14A A1R                                                                               | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20068166.00  | 0.31%             | 2037-07-20      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                         | SOLEIN 5.375 10/01/29 REGs                                                                     | CUSIP: U68195AC7<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   7762000 | PA      | $8448685.12   | 0.13%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V6.051 02/01/35                                                                            | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1298677.58   | 0.02%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Victra (fka A Wireless)                                                                | Victra (fka A Wireless) Term Loan B 375 2029-03-01                                             | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   4687662 | PA      | $4689115.68   | 0.07%             | 2029-03-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Vital Energy Inc                                                                       | VTLE 7.875 04/15/32 144A                                                                       | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    261000 | PA      | $257159.11    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| WarnerMedia Holdings Inc.                                                              | WBD 4.054 03/15/29                                                                             | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   8838000 | PA      | $8176033.80   | 0.12%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                    | RITM 8 04/01/29 144A                                                                           | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   9873000 | PA      | $10136618.28  | 0.15%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                    | RITM 8 07/15/30 144A                                                                           | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |  14977000 | PA      | $15316425.70  | 0.23%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                           | CAS 2024-R04 1B1                                                                               | CUSIP: 20753GAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4590000 | PA      | $4609303.96   | 0.07%             | 2044-05-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2021-R03 1B1                                                                               | CUSIP: 20754AAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3442000 | PA      | $3488278.46   | 0.05%             | 2041-12-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2023-R06 1B2                                                                               | CUSIP: 20754EAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14170667 | PA      | $15469894.24  | 0.24%             | 2043-07-27      | Variable      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2022-R01 1B1                                                                               | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13477000 | PA      | $13708891.77  | 0.21%             | 2041-12-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                             | JACENT 6.75 02/15/29 144a                                                                      | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    223000 | PA      | $218506.55    | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                               | JANEST 6.75 05/01/33 144A                                                                      | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |  28725000 | PA      | $29983050.15  | 0.46%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                    | GRADE 2023-FIG4 C                                                                              | CUSIP: 79581UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4994958 | PA      | $5175194.45   | 0.08%             | 2053-11-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                    | GRADE 2023-RTL3 A1                                                                             | CUSIP: 79583YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4325358 | PA      | $4305584.75   | 0.07%             | 2029-04-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                        | SRFC 2024-2A D                                                                                 | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1809153 | PA      | $1815426.18   | 0.03%             | 2041-06-20      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                        | SRFC 2024-3A D                                                                                 | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3175111 | PA      | $3144578.85   | 0.05%             | 2041-08-20      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                        | SRFC 2025-1A D                                                                                 | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5790760 | PA      | $5722350.56   | 0.09%             | 2042-01-21      | Fixed         | 6.86%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2024-1 RECEIVABLES                                                    | SRFC 2024-1A D                                                                                 | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    853645 | PA      | $863367.61    | 0.01%             | 2043-01-20      | Fixed         | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                          | SURCEN 7.25 04/15/32 144A                                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |  10585000 | PA      | $10706391.96  | 0.16%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corporation                                                                      | SYY 6.6 04/01/50                                                                               | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    175000 | PA      | $192254.90    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating, LLC                                                         | TERP 4.75 01/15/30 144A                                                                        | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    202000 | PA      | $196260.33    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JANUS CAPITAL GROUP INC                                                                | Janus Henderson Cash Liquidity Fund LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        | 273137094 | NS      | $273219035.44 | 4.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                | JBSSBZ 7.25 11/15/53                                                                           | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    216000 | PA      | $241795.37    | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Clubessential                                                                          | Clubessential Term Loan B 300 2032-01-26                                                       | CUSIP: 12523EAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10636622 | PA      | $10623326.72  | 0.16%             | 2032-03-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                 | CMS V6.5 06/01/55                                                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  16512000 | PA      | $16978794.24  | 0.26%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                                    | AMBATH 9.75 07/15/30 144A                                                                      | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253758.63    | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CPC ASSET SECURITIZATION III LLC                                                       | CPCAS 2024-1A D                                                                                | CUSIP: 126203AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8437000 | PA      | $8550055.80   | 0.13%             | 2030-08-15      | Fixed         | 13.45%                | Yes           |                  2 | On Loan: No      |
| American Bath                                                                          | American Bath Term Loan B 525 2030-06-24                                                       | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |  13014000 | PA      | $12558510.00  | 0.19%             | 2030-07-08      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V6.183 01/30/36                                                                            | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  17529000 | PA      | $18298222.30  | 0.28%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower Inc.                                                                 | CVT 8 06/15/30 144A                                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   6071000 | PA      | $6252970.94   | 0.10%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                                | CSV 4.25 05/15/29 144A                                                                         | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $193329.80    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co                                                                             | CVNA 9 06/01/30 144A                                                                           | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |  11442000 | PA      | $11993396.60  | 0.18%             | 2030-06-01      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                               | CE 6.879 07/15/32                                                                              | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48909.34     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                      | CNK 5.25 07/15/28 144A                                                                         | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124986.20    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cipher Mining Inc                                                                      | CIFR 0 10/01/31                                                                                | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   7193000 | PA      | $8541687.50   | 0.13%             | 2031-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                     | CIFR 7.125 11/15/30 144A                                                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18361000 | PA      | $18700364.71  | 0.29%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V3.52 10/27/28                                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    258000 | PA      | $255688.55    | 0.00%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V3.875 PERP X                                                                                | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5291481.38   | 0.08%             | 2099-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V5.592 11/19/34                                                                              | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17665000 | PA      | $18117673.93  | 0.28%             | 2034-11-19      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V5.411 09/19/39                                                                              | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201262.45    | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V5.333 03/27/36 .                                                                            | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172878.52    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                           | CFG V5.841 01/23/30                                                                            | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250320.82    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                           | CFG V6.645 04/25/35                                                                            | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    238000 | PA      | $261697.96    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                  | CIVI 8.75 07/01/31 144A                                                                        | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  13644000 | PA      | $14154302.79  | 0.22%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                  | CIVI 9.625 06/15/33 144A                                                                       | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  15743000 | PA      | $16996429.17  | 0.26%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                              | TIBX 6.625 08/15/33 144A                                                                       | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  13073000 | PA      | $12956092.08  | 0.20%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                   | NOVHOL 8.75 04/15/30 144A                                                                      | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    184000 | PA      | $187068.94    | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Colonial Enterprises                                                                   | Colonial Enterprises Term Loan B 175 2032-06-03                                                | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |  17321333 | PA      | $17299681.66  | 0.26%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                                  | CMA V5.982 01/30/30                                                                            | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    249000 | PA      | $259761.20    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                              | COMM 2024-WCL1 C                                                                               | CUSIP: 20047DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3754196.18   | 0.06%             | 2041-06-17      | Variable      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                              | COMM 2024-WCL1 D                                                                               | CUSIP: 20047DAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11234865.82  | 0.17%             | 2041-06-17      | Variable      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                    | CMP 6.75 12/01/27 144A                                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53998.26     | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL/Connect US Finco LLC                                                | ISATLN 9 09/15/29 144A                                                                         | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | N/A       |    446000 | PA      | $473089.69    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                         | CRWV 9.25 06/01/30 144A                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6415430.94   | 0.10%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                         | CRWV 9 02/01/31 144A                                                                           | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |  16802000 | PA      | $15399369.04  | 0.23%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                                  | CVA 4.875 12/01/29 144A                                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192235.92    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION II LLC                                                      | CPEF 2023-1A B                                                                                 | CUSIP: 224092AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6524000 | PA      | $6650303.44   | 0.10%             | 2032-03-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION II LLC                                                      | CPEF 2023-1A C                                                                                 | CUSIP: 224092AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5736480.60   | 0.09%             | 2032-03-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing SaRL LLC and Herbalife International Inc.                                | HLF 4.875 06/01/29 144A                                                                        | CUSIP: 40390DAC9<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |  12669000 | PA      | $11897759.80  | 0.18%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing SaRL LLC and Herbalife International Inc.                                | HLF 12.25 04/15/29 144A                                                                        | CUSIP: 40390DAD7<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |   4327000 | PA      | $4672039.31   | 0.07%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                      | DINO 6.25 01/15/35                                                                             | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255464.44    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                             | HLEND 5.45 01/14/28                                                                            | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    198000 | PA      | $200112.85    | 0.00%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                           | HESM 5.125 06/15/28 144A                                                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $67270.41     | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                         | HPE 6.35 10/15/45                                                                              | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256296.96    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                | HILCRP 5.75 02/01/29 144A                                                                      | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188969.88    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                | HILCRP 7.25 02/15/35 144A                                                                      | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    272000 | PA      | $258501.20    | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                      | HI 6.25 02/15/29                                                                               | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196291.39    | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                      | HLT 5.875 04/01/29 144A                                                                        | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    183000 | PA      | $187354.70    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                                                   | HGVT 2022-1D D                                                                                 | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    674633 | PA      | $675333.55    | 0.01%             | 2034-06-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                                             | HGVT 2025-1A C                                                                                 | CUSIP: 43283CAC5<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |   2655416 | PA      | $2685633.48   | 0.04%             | 2042-05-27      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc | HGVLLC 5 06/01/29 144A                                                                         | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    468000 | PA      | $454581.46    | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc | HGVLLC 4.875 07/01/31 144A                                                                     | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22997000 | PA      | $21468170.94  | 0.33%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                                                   | HGVT 2025-2A C                                                                                 | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6079287 | PA      | $6082451.79   | 0.09%             | 2044-05-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                                    | HOF 2024-RTL1 A2                                                                               | CUSIP: 43789FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4359000 | PA      | $4370016.94   | 0.07%             | 2029-07-25      | Variable      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                    | HWIRE 2021-1 C                                                                                 | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2955104.30   | 0.05%             | 2051-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc.                                                            | HHH 5.375 08/01/28 144A                                                                        | CUSIP: 44267DAD9<br>LEI: 254900TY494BHXIU6M60 | Long             | DBT              | CORP              | US        |    194000 | PA      | $194722.84    | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners Llc                                                   | HOWARD 6.625 01/15/34 144A                                                                     | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14933000 | PA      | $15341186.39  | 0.23%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                                                 | HBGCN 7.375 01/31/32 144A                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45130.82     | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                           | HPP 4.65 04/01/29                                                                              | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    208000 | PA      | $192267.92    | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Hudson's Bay Simon JV Trust                                                            | HBCT 2015-HB7 C7                                                                               | CUSIP: 44422PBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250852 | PA      | $4205773.44   | 0.06%             | 2034-08-05      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                            | HBCT 2015-HB10 A10                                                                             | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3403738.71   | 0.05%             | 2034-08-05      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                            | HBCT 2015-HB10 B10                                                                             | CUSIP: 44422PBW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2610923 | PA      | $2538913.24   | 0.04%             | 2034-08-05      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                            | HBCT 2015-HB10 C10                                                                             | CUSIP: 44422PBY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3864419 | PA      | $3621736.80   | 0.06%             | 2034-08-05      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                       | INTMAT 6.5 08/01/29 144A                                                                       | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |  29546000 | PA      | $28353863.22  | 0.43%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Intel Corporation                                                                      | INTC 5.9 02/10/63                                                                              | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    258000 | PA      | $241256.94    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l. / ION Platform Finance US Inc.                           | IONPLA 7.875 09/30/32 144a                                                                     | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |  21569000 | PA      | $20465903.54  | 0.31%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Kimmeridge Texas Gas LLC                                                               | KTGLLC 8.5 02/15/30 144A                                                                       | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    181000 | PA      | $188501.36    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                            | RCKT 2024-CES1 A1B                                                                             | CUSIP: 749424AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6814704 | PA      | $6871977.31   | 0.10%             | 2044-02-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Rand Parent LLC                                                                        | AAWW 8.5 02/15/30 144A                                                                         | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20498000 | PA      | $21355903.20  | 0.33%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Chord Energy Corp.                                                                     | CHRD 6 10/01/30 144A                                                                           | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    262000 | PA      | $265212.91    | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW V5.853 05/19/34                                                                           | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $257086.71    | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2022-R01 1B2                                                                               | CUSIP: 20754LAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5369302 | PA      | $5559096.85   | 0.08%             | 2041-12-25      | Variable      | 9.87%                 | Yes           |                  2 | On Loan: No      |
| CONN AVN SEC TR 2022-R07                                                               | CAS 2022-R07 1B2                                                                               | CUSIP: 20754MAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13156297 | PA      | $15101489.45  | 0.23%             | 2042-06-25      | Variable      | 15.87%                | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2021-R01 1B1                                                                               | CUSIP: 20754RAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27737621 | PA      | $28194213.09  | 0.43%             | 2041-10-25      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2025-R01 1M2                                                                               | CUSIP: 20755JAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7908000 | PA      | $7902610.20   | 0.12%             | 2045-01-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2024-R06 1M2                                                                               | CUSIP: 20755RAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4335227 | PA      | $4336591.01   | 0.07%             | 2044-09-26      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2024-R03 2B1                                                                               | CUSIP: 207941AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8290000 | PA      | $8520795.63   | 0.13%             | 2044-03-25      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                           | CAS 2023-R05 1B1                                                                               | CUSIP: 207942AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2378000 | PA      | $2541804.28   | 0.04%             | 2043-06-25      | Variable      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                         | DNFRA 2021-1A C                                                                                | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3420000 | PA      | $3319197.89   | 0.05%             | 2049-04-15      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Diamond Issuer Llc                                                                     | SHINE 2021-1A C                                                                                | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4798406.50   | 0.07%             | 2051-11-20      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V7.964 11/02/34                                                                            | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2393361.29   | 0.04%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2017-3                                                    | DRIVE 2025-1 D                                                                                 | CUSIP: 262102AF3<br>LEI: 549300RZ091I85JWZO63 | Long             | ABS-O            | CORP              | US        |   2673000 | PA      | $2711083.41   | 0.04%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc.                                                                   | EXP 5 03/15/36                                                                                 | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    269000 | PA      | $263493.97    | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                         | SATS 10.75 11/30/29 .                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    248000 | PA      | $274238.70    | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Electronic Arts Inc.                                                                   | EA 1.85 02/15/31                                                                               | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    299000 | PA      | $287390.50    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                                     | ACT 6.25 05/28/29                                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    244000 | PA      | $255368.39    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1                                                                | FHF 2025-1A C                                                                                  | CUSIP: 30340RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6100000 | PA      | $6199857.11   | 0.09%             | 2031-08-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1                                                                | FHF 2025-1A D                                                                                  | CUSIP: 30340RAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4340000 | PA      | $4382192.44   | 0.07%             | 2032-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Fhf Issuer Trust 2024-1                                                                | FHF 2025-2A A2                                                                                 | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24039000 | PA      | $24362360.89  | 0.37%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | FNR 2020-100 BI                                                                                | CUSIP: 3136BDDN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11966214 | PA      | $1551660.18   | 0.02%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNR 2025-12 FC                                                                                 | CUSIP: 3136BVFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31179225 | PA      | $31270367.38  | 0.48%             | 2055-03-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BF0189                                                                                      | CUSIP: 3140FXF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18656 | PA      | $16229.97     | 0.00%             | 2057-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BF0167                                                                                      | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4193088 | PA      | $3659546.21   | 0.06%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BJ4559                                                                                      | CUSIP: 3140H6B57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2083 | PA      | $1964.59      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BJ4566                                                                                      | CUSIP: 3140H6CC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8210 | PA      | $7979.40      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BJ4960                                                                                      | CUSIP: 3140H6QN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2687443 | PA      | $2519284.29   | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BK1964                                                                                      | CUSIP: 3140HFFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2496 | PA      | $2424.56      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BM3511                                                                                      | CUSIP: 3140J73V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5691 | PA      | $5698.61      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BM5836                                                                                      | CUSIP: 3140JAPW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712173 | PA      | $656747.43    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BO2983                                                                                      | CUSIP: 3140JXJ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299036 | PA      | $271720.67    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BO3223                                                                                      | CUSIP: 3140JXSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67017 | PA      | $65140.54     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN FA2021                                                                                      | CUSIP: 3140W2G70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37193224 | PA      | $37586877.26  | 0.57%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FS5362                                                                                      | CUSIP: 3140XL5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3754307 | PA      | $3726352.85   | 0.06%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN 995757                                                                                      | CUSIP: 31416CE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       449 | PA      | $475.84       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AB6280                                                                                      | CUSIP: 31417C6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768155 | PA      | $708372.82    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AB8517                                                                                      | CUSIP: 31417FPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26990 | PA      | $24725.53     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FN MA1327                                                                                      | CUSIP: 31418APM4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    948147 | PA      | $874357.13    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FN MA1363                                                                                      | CUSIP: 31418AQR2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    396575 | PA      | $365710.92    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                | FN MA1384                                                                                      | CUSIP: 31418ARE0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    360828 | PA      | $330560.56    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Operating Partnership LLC/ EF Holdco Inc/ EF Cayman Holdings Ltd   | EFC 7.375 09/30/30 144A                                                                        | CUSIP: 31574BAA4<br>LEI: 5493001B24G0P4YVJ571 | Long             | DBT              | CORP              | N/A       |  17348000 | PA      | $17483644.01  | 0.27%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-1                                                      | FCAT 2023-1 E                                                                                  | CUSIP: 337955AN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7999009.60   | 0.12%             | 2030-04-15      | Fixed         | 11.44%                | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trst                                                              | FCAT 2022-4 E                                                                                  | CUSIP: 33843XAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $3855879.50   | 0.06%             | 2030-01-15      | Fixed         | 12.66%                | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2023-3                                                      | FCAT 2023-3 E                                                                                  | CUSIP: 33846BAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4725000 | PA      | $4445271.02   | 0.07%             | 2030-06-17      | Fixed         | 9.74%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mtg Tr 2017-1                                                                 | FSMT 2021-13IN A17                                                                             | CUSIP: 33853HAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13195955 | PA      | $11453428.38  | 0.17%             | 2051-12-30      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                        | FFIN 2023-2A D                                                                                 | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2560176 | PA      | $2731399.17   | 0.04%             | 2049-06-15      | Fixed         | 9.10%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-3                                                        | FFIN 2025-3A D                                                                                 | CUSIP: 35042TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3725000 | PA      | $3718034.10   | 0.06%             | 2052-08-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | GN BC7161                                                                                      | CUSIP: 3617BA5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       324 | PA      | $311.34       | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BH3672                                                                                      | CUSIP: 3617H1CH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       527 | PA      | $519.76       | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BH3673                                                                                      | CUSIP: 3617H1CJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1404 | PA      | $1377.87      | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kraken Oil & Gas Partners LLC                                                          | KRAOIG 7.625 08/15/29 144A                                                                     | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148092.05    | 0.00%             | 2029-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                              | KHC 6.875 01/26/39                                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    237000 | PA      | $264745.46    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                             | LHX 5.35 06/01/34                                                                              | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232912.85    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                      | LAMR 4.875 01/15/29                                                                            | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $188671.91    | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lions Gate Television Inc.                                                             | LGF 6 04/15/30 144a                                                                            | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22024000 | PA      | $21032920.00  | 0.32%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.5 04/15/37                                                                               | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    251000 | PA      | $256944.46    | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                            | MTCHII 4.125 08/01/30 144A                                                                     | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118313.90    | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                            | MCFE 7.375 02/15/30 144A                                                                       | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |  16352000 | PA      | $14260212.42  | 0.22%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                          | ONDK 2025-2A C                                                                                 | CUSIP: 67108SAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1758872.68   | 0.03%             | 2032-11-17      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                          | ONDK 2024-1A B                                                                                 | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6089841.00   | 0.09%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                          | ONDK 2025-1A C                                                                                 | CUSIP: 68237DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1296727.40   | 0.02%             | 2032-04-19      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                          | ONDK 2025-1A D                                                                                 | CUSIP: 68237DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2819786.76   | 0.04%             | 2032-04-19      | Fixed         | 8.77%                 | Yes           |                  2 | On Loan: No      |
| PRA Group Inc.                                                                         | PRAA 8.875 01/31/30 144A                                                                       | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    188000 | PA      | $195042.48    | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                                    | TGE 9 08/01/29 144A                                                                            | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    188000 | PA      | $195411.52    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Prima Capital Cre Securitization 2019-VII Ltd.                                         | PRIMA 2019-7A D                                                                                | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10500000 | PA      | $10038523.95  | 0.15%             | 2050-12-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Tidewater Inc New                                                                      | TDW 9.125 07/15/30 144A                                                                        | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    252000 | PA      | $270380.64    | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                      | CHTR 8.375 07/15/33                                                                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $245788.22    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital                                                                        | TOLHOS 5.325 11/15/28 B                                                                        | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121673.42    | 0.00%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                     | TAST 2024-1A C                                                                                 | CUSIP: 89616LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1366272.46   | 0.02%             | 2028-01-18      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                     | TAST 2024-1A D                                                                                 | CUSIP: 89616LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3145000 | PA      | $1840571.79   | 0.03%             | 2028-04-17      | Fixed         | 8.61%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                           | TACLN 2025-1 C                                                                                 | CUSIP: 897926CC3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | ABS-O            | CORP              | US        |   1651528 | PA      | $1651822.18   | 0.03%             | 2033-09-26      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                           | TACLN 2025-1 D                                                                                 | CUSIP: 897926CE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | ABS-O            | CORP              | US        |   2117344 | PA      | $2121763.60   | 0.03%             | 2033-09-26      | Fixed         | 9.69%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust 2018-2                                                    | UPST 2025-3 C                                                                                  | CUSIP: 91684FAD0<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |   6427000 | PA      | $6380447.77   | 0.10%             | 2035-09-20      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust 2018-2                                                    | UPST 2023-3 B                                                                                  | CUSIP: 91684MAB9<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |  14500000 | PA      | $14857015.91  | 0.23%             | 2033-10-20      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                             | DRSLF 2016-42A A2RR                                                                            | CUSIP: 26244YBC9<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |  12250000 | PA      | $12282017.83  | 0.19%             | 2037-07-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD/ LLC                                                                | DRSLF 2022-108A A1R                                                                            | CUSIP: 26253MAN0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | JE        |  26050000 | PA      | $26142412.38  | 0.40%             | 2037-07-20      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ecaf I Ltd                                                                             | ECAF 2015-1A B1                                                                                | CUSIP: 26827EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3163638 | PA      | $1550182.62   | 0.02%             | 2040-06-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                               | LLOYDS V5.871 03/06/29                                                                         | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207353.53    | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                               | LLOYDS V5.59 11/26/35                                                                          | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209015.22    | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                               | LLOYDS V5.679 01/05/35                                                                         | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    243000 | PA      | $255829.21    | 0.00%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                                   | MXPRLL 7.75 07/15/30 144A                                                                      | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |  24174000 | PA      | $25015182.68  | 0.38%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Precision Drilling Corporation                                                         | PDCN 6.875 01/15/29 144A                                                                       | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $196185.02    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TGS ASA                                                                                | TGSNO 8.5 01/15/30 144A                                                                        | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $208828.75    | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Huntsworth/UDG Healthcare                                                              | Huntsworth/UDG Healthcare Term Loan B 425 2028-07-21                                           | CUSIP: 12509YAE6<br>LEI: 984500803A2B056E7D30 | Long             | LON              | CORP              | GB        |   4286000 | PA      | $4168135.00   | 0.06%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                | SORT 2022-1A A1                                                                                | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22915639 | PA      | $22642652.18  | 0.35%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                | SORT 2022-1A A2                                                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21445995 | PA      | $21152512.82  | 0.32%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Cpts 2019-Cpt Mtg Trust                                                                | CPTS 2019-CPT F                                                                                | CUSIP: 12654YAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11135000 | PA      | $8691365.95   | 0.13%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                               | CE 7.2 11/15/33                                                                                | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    263000 | PA      | $277837.43    | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                 | CNP V5.95 04/01/56                                                                             | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  17369000 | PA      | $17501455.99  | 0.27%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                                    | CCO 7.75 04/15/28 144A                                                                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    262000 | PA      | $262193.36    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| The Charles Schwab Corporation                                                         | SCHW V6.136 08/24/34                                                                           | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    233000 | PA      | $253963.43    | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Tibco Software Inc                                                                     | TIBX 6.5 03/31/29 144A                                                                         | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $251245.80    | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   3250000 | PA      | $3829049.11   | 0.06%             | 2028-07-10      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |  11060000 | PA      | $13059271.20  | 0.20%             | 2032-03-18      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |  11440000 | PA      | $13557701.97  | 0.21%             | 2031-10-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 5.75 08/01/32 144A                                                                         | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  20706000 | PA      | $21250173.97  | 0.32%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cifc Funding 2019-VII Ltd. / Cifc Funding 2019-VII LLC                                 | CIFC 2019-7A A1R                                                                               | CUSIP: 171935AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  49782000 | PA      | $49921389.60  | 0.76%             | 2038-10-19      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V3.973 05/22/30                                                                           | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $256839.79    | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V7.39 11/03/28                                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    236000 | PA      | $249490.11    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V6.161 03/09/29                                                                           | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    239000 | PA      | $248821.25    | 0.00%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                      | INEGRP 7.5 04/15/29 144a                                                                       | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $217170.18    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| ING Groep N.V.                                                                         | INTNED V6.114 09/11/34                                                                         | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    243000 | PA      | $262546.31    | 0.00%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                         | INTNED V5.55 03/19/35                                                                          | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $208022.96    | 0.00%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                 | ISPIM 5.71 01/15/26                                                                            | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    276000 | PA      | $276132.94    | 0.00%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Ithaca Energy (North Sea) plc                                                          | IAECN 8.125 10/15/29 144A                                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206608.61    | 0.00%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2900000 | PA      | $2792858.91   | 0.04%             | 2031-06-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: G4800AAF1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |  10760000 | PA      | $12709593.31  | 0.19%             | 2031-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International S.a.r.l.                                                   | LHMCFI 4.875 10/15/31 144A                                                                     | CUSIP: YJ0765216<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |  16660000 | PA      | $20097168.71  | 0.31%             | 2031-10-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                                    | CCO 7.5 06/01/29 144A                                                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    267000 | PA      | $265118.00    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                   | CLF 7.5 09/15/31 144A                                                                          | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    258000 | PA      | $272148.72    | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holding LLC                                                          | RCM 6.875 11/15/31 144A                                                                        | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14035000 | PA      | $14460835.94  | 0.22%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                              | RRX 6.4 04/15/33                                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    240000 | PA      | $258152.38    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                              | TIBX 9 09/30/29 144A                                                                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  13068000 | PA      | $13610457.78  | 0.21%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                              | CACC 6.625 03/15/30                                                                            | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $197388.56    | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corporation                                                          | RF V5.722 06/06/30                                                                             | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260631.61    | 0.00%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                          | RF V5.502 09/06/35                                                                             | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    252000 | PA      | $259571.63    | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                           | HESM 4.25 02/15/30 144A                                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27998000 | PA      | $27384446.23  | 0.42%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc.                                                                            | HUM 5.5 03/15/53                                                                               | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  20508000 | PA      | $18659781.51  | 0.28%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| APH Somerset Inv 2 LLC / APH2 Somerset Inv 2 LLC / APH3 Somerset Inv 2                 | AQUARI 7.875 11/01/29 144A                                                                     | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $310065.15    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                          | RIVLEN 6.25 10/15/30 144A                                                                      | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15207000 | PA      | $15522225.90  | 0.24%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SB MULTIFAMILY REPACK TRUST                                                            | SB 2020-FRR2 A2                                                                                | CUSIP: 78397JAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14043606 | PA      | $13679555.29  | 0.21%             | 2039-12-27      | Variable      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                            | CRGYFN 8.375 01/15/34 144A                                                                     | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    256000 | PA      | $254295.04    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| JH North America Holdings Inc.                                                         | JHXAU 5.875 01/31/31 144A                                                                      | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |  14410000 | PA      | $14708647.25  | 0.22%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Apld Computeco LLC                                                                     | APLD 9.25 12/15/30 144A                                                                        | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27089000 | PA      | $26571611.21  | 0.41%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                    | ALA 2025-OANA D                                                                                | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2670000 | PA      | $2680641.16   | 0.04%             | 2040-06-15      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust 2025-DLFN                                                | SCG 2025-DLFN E                                                                                | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6475000 | PA      | $6436808.81   | 0.10%             | 2035-03-15      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| SCG COMMERICAL MORTGAGE TRUST 2025-FLWR                                                | SCG 2025-FLWR E                                                                                | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6733000 | PA      | $6726759.90   | 0.10%             | 2042-08-15      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Janus Detroit Street Trust                                                             | Janus Detroit Street Trust HENDERSON EMERGING MARKETS DEBT HARD CURRENCY ETF                   | CUSIP: 47103U738<br>LEI: 5493003MM7OCK5UJW595 | Long             | EC               | RF                | US        |   4662146 | NS      | $250240686.55 | 3.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Finance LLC/JFIN Co-Issuer Corp                                              | JEFFIN 5 08/15/28                                                                              | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192553.90    | 0.00%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                     | UNSEAM 7.875 02/15/31 144A                                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179159.39    | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY V6.848 01/03/30                                                                           | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    234000 | PA      | $248273.78    | 0.00%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                         | JEFCAP 8.25 05/15/30 144A                                                                      | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $456440.84    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                              | JMIKE 2025-1A A2                                                                               | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14907638 | PA      | $15187859.05  | 0.23%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom-Munksjo                                                                       | Ahlstrom-Munksjo Term Loan B (Incremental) 425 2030-05-18                                      | CUSIP: 78475BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | FI        |  11430132 | PA      | $11487282.34  | 0.18%             | 2030-05-23      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US Finco Inc                           | SCGALO 6.625 03/01/30 144A                                                                     | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    259000 | PA      | $230189.01    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                              | APODS 5.2 12/08/28 144A                                                                        | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3574329.01   | 0.05%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Senior Incorporated                                                       | ABR 7.875 07/15/30 144A                                                                        | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74527.85     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V3.65 PERP KK                                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16251000 | PA      | $16159423.99  | 0.25%             | 2099-12-31      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| K Hovnanian Enterprises Inc                                                            | HOV 8 04/01/31 144A                                                                            | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |  14945000 | PA      | $15252373.82  | 0.23%             | 2031-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Sofi Consumer Ln Program 2016-5 Llc                                                    | SCLP 2025-3 D                                                                                  | CUSIP: 83390JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10243000 | PA      | $10288566.86  | 0.16%             | 2034-08-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                             | STENOR 7.375 06/01/31 144A                                                                     | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    233000 | PA      | $244375.40    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Star Parent Inc.                                                                       | SYNH 9 10/01/30 144A                                                                           | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   4342000 | PA      | $4633817.61   | 0.07%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Syneos Health fka INC Research/inVentiv Health                                         | Syneos Health fka INC Research/inVentiv Health Term Loan B 400 2030-09-04                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |  20275788 | PA      | $20291602.89  | 0.31%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                          | SGI 4 04/15/29 144A                                                                            | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    469000 | PA      | $456939.10    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Twitter Inc                                                                            | TWTR L 10/29/29 1                                                                              | CUSIP: 90184NAG3<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |   7497726 | PA      | $7358492.87   | 0.11%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| Twitter Inc                                                                            | Twitter Inc                                                                                    | CUSIP: 90184NAK4<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |  28186000 | PA      | $28065082.06  | 0.43%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc.                                                                          | VERCOR 8.5 08/15/30 144A                                                                       | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    235000 | PA      | $245493.22    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Vertical Bridge Llc 2016-1                                                             | VBTOW 2025-1A C                                                                                | CUSIP: 92535VAU6<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   5923000 | PA      | $5929147.48   | 0.09%             | 2055-08-16      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Vertical Bridge Llc 2016-1                                                             | VBTOW 2025-1A D                                                                                | CUSIP: 92535VAW2<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |  16900000 | PA      | $16823779.31  | 0.26%             | 2055-08-16      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Viking Baked Goods Acquisition Corp                                                    | RISBAK 8.625 11/01/31 144A                                                                     | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100321.20    | 0.00%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                              | VNOM 5.7 08/01/35                                                                              | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |  21316000 | PA      | $21753617.48  | 0.33%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                               | VST 6.95 10/15/33 144A                                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3638313.57   | 0.06%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                               | VST 6 04/15/34 144A                                                                            | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  13541000 | PA      | $14249641.15  | 0.22%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Voltagrid LLC                                                                          | VOLTAG 7.375 11/01/30 144A                                                                     | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |  19990000 | PA      | $19805007.34  | 0.30%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                                                 | VNTV 2025-RTL1 A1                                                                              | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16491000 | PA      | $16802178.57  | 0.26%             | 2030-03-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                     | EVRI 9.25 07/01/32 144A                                                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |  23090000 | PA      | $24501283.89  | 0.37%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| WBI Operations LLC                                                                     | WBI 6.25 10/15/30 144A                                                                         | CUSIP: 92944BAA9<br>LEI: 254900A83461EGRMOV11 | Long             | DBT              | CORP              | US        |    196000 | PA      | $197181.88    | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wabash National Corporation                                                            | WNC 4.5 10/15/28 144A                                                                          | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    218000 | PA      | $203896.69    | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Watco Companies, L.L.C. / Watco Finance Corp.                                          | WATCOS 7.125 08/01/32 144A                                                                     | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |  11082000 | PA      | $11606256.17  | 0.18%             | 2032-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                            | W 7.25 10/31/29 144A                                                                           | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    447000 | PA      | $466520.49    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                | WEEKHM 4.875 09/15/28 144A                                                                     | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    192000 | PA      | $189347.52    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                         | WFCM 2025-VTT D                                                                                | CUSIP: 94990GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11187000 | PA      | $11231259.24  | 0.17%             | 2038-03-15      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                         | WFCM 2025-VTT E                                                                                | CUSIP: 94990GAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7617000 | PA      | $7669901.59   | 0.12%             | 2038-03-15      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                         | WFCM 2021-C61 XA                                                                               | CUSIP: 95003QBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  75453452 | PA      | $3752073.94   | 0.06%             | 2054-11-15      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                         | WELL 3.1 01/15/30                                                                              | CUSIP: 95040QAJ3<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |    132000 | PA      | $126612.89    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                               | WCC 6.375 03/15/29 144A                                                                        | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196207.07    | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust 2025-1                                                 | WEFUN 2025-1 C                                                                                 | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8406000 | PA      | $8462265.09   | 0.13%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.45 11/15/34                                                                              | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221576.92    | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts 2022-1 Llc                                                            | WESTR 2022-1A D                                                                                | CUSIP: 96034JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085997 | PA      | $1078727.26   | 0.02%             | 2036-08-20      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts 2020-1 Llc                                                            | WESTR 2024-1A C                                                                                | CUSIP: 96034KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2498829 | PA      | $2534472.78   | 0.04%             | 2038-01-20      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts 2020-1 Llc                                                            | WESTR 2024-1A D                                                                                | CUSIP: 96034KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1249415 | PA      | $1271278.33   | 0.02%             | 2038-01-20      | Fixed         | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Wabtec Corp                                                                            | WAB 4.7 09/15/28                                                                               | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    217000 | PA      | $219658.43    | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp                                                                            | WAB 5.5 05/29/35                                                                               | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    252000 | PA      | $262815.88    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automboile Receivables Trust 2018-3                                           | WLAKE 2025-2A D                                                                                | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4740000 | PA      | $4760664.68   | 0.07%             | 2031-05-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                          | WHTCAP 7.375 11/15/30 144A                                                                     | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253433.72    | 0.00%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WildFire Intermediate Holdings LLC                                                     | WILDFI 7.5 10/15/29 144A                                                                       | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    194000 | PA      | $195828.06    | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Wilsonart LLC                                                                          | WLSNRT 11 08/15/32 144A                                                                        | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |  19050000 | PA      | $17022741.10  | 0.26%             | 2032-08-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Uniti                                                                                  | Uniti Term Loan B 400 2032-09-16                                                               | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  18655000 | PA      | $18701637.50  | 0.29%             | 2032-10-06      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                             | WWW 4 08/15/29 144A                                                                            | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    216000 | PA      | $199660.01    | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Worldwide Plaza Tst                                                                    | WPT 2017-WWP F                                                                                 | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4305008 | PA      | $173594.01    | 0.00%             | 2036-11-10      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                                                       | WULF 7.75 10/15/30 144A                                                                        | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24444000 | PA      | $25183392.62  | 0.38%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Xhr LP                                                                                 | XHR 6.625 05/15/30 144A                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    187000 | PA      | $192999.90    | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                        | XEL 5.5 03/15/34                                                                               | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154668.17    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ahlstrom-Munksjo                                                                       | Ahlstrom-Munksjo Term Loan B 400 2028-02-29                                                    | CUSIP: BL3566777<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |   3550177 | PA      | $3566436.55   | 0.05%             | 2028-02-04      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Zuora Inc                                                                              | Zuora Inc Term Loan B 350 2031-12-04                                                           | CUSIP: 98980XAC9<br>LEI: 549300ISVGC1YZWQJ420 | Long             | LON              | CORP              | US        |  13012388 | PA      | $12960337.95  | 0.20%             | 2032-02-14      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Caesars Republic Alexander Valley                                                      | Caesars Republic Alexander Valley Term Loan B 900 2031-05-27                                   | CUSIP: 76837PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10866000 | PA      | $10540020.00  | 0.16%             | 2031-06-25      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                     | RAKUTN V5.125 PERP 144A                                                                        | CUSIP: 75102WAA6<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |  13041000 | PA      | $12973667.62  | 0.20%             | 2099-12-31      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                     | RAKUTN 9.75 04/15/29 144A                                                                      | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    232000 | PA      | $259482.81    | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Start II Ltd                                                                           | Start II Ltd COM                                                                               | CUSIP: 85572H101<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |   1500000 | NS      | $1425000.00   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                                | ZIGGO 5 01/15/32 144a                                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    298000 | PA      | $269676.04    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                                | ZIGGO 7.5 01/15/33 144A                                                                        | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |  16558000 | PA      | $16773714.31  | 0.26%             | 2033-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                               | VMED 5 07/15/30 144A                                                                           | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    271000 | PA      | $238915.55    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                             | VMED 6.75 01/15/33 144A                                                                        | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  16966000 | PA      | $16813903.20  | 0.26%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                  | WSTP V3.02 11/18/36                                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    206000 | PA      | $185970.28    | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                        | WYNMAC 5.625 08/26/28 144A                                                                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199910.12    | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Z Capital Credit Partners CLO 2015-1 Ltd./Z Capital Credit Partners CLO 2015-1 LLC     | ZCCP 2018-1A B                                                                                 | CUSIP: 98878CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    917368 | PA      | $920808.72    | 0.01%             | 2031-01-16      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| House Of HR Group BV                                                                   | HOUSEH 9 11/03/29 REGS                                                                         | CUSIP: N93531AA4<br>LEI: 724500AWBTX8I880X774 | Long             | DBT              | CORP              | NL        |  13300000 | PA      | $15662582.56  | 0.24%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                          | LBZZ 2024-1A B                                                                                 | CUSIP: 525935AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2536806.05   | 0.04%             | 2029-09-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                     | BX 2024-VLT4 E                                                                                 | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10345000 | PA      | $10319645.85  | 0.16%             | 2041-06-17      | Variable      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                     | BX 2024-VLT4 F                                                                                 | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8238184.95   | 0.13%             | 2041-06-17      | Variable      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                          | LBZZ 2024-1A C                                                                                 | CUSIP: 525935AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4981000 | PA      | $5074902.79   | 0.08%             | 2030-09-15      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                          | LBZZ 2025-2A C                                                                                 | CUSIP: 52611JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3329000 | PA      | $3194174.93   | 0.05%             | 2031-04-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2024-BRBK D                                                                                 | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4980017.64   | 0.08%             | 2041-10-15      | Variable      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| Blue Bridge Financial LLC                                                              | BBEF 2023-1A B                                                                                 | CUSIP: 09531MAB6<br>LEI: 549300UZCOJ7LHE4T940 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2851981.44   | 0.04%             | 2030-11-15      | Fixed         | 9.48%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 21-2A                                                             | OASIS 2025-1A B                                                                                | CUSIP: 53161AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13752000 | PA      | $13817929.84  | 0.21%             | 2039-08-15      | Fixed         | 8.05%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 24-1A                                                             | OASIS 2024-1A A                                                                                | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8003149.60   | 0.12%             | 2038-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                     | BX 2024-GPA3 C                                                                                 | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7040121 | PA      | $7051985.99   | 0.11%             | 2039-12-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| R.R. Donnelley & Sons Co.                                                              | RRD 9.5 08/01/29 144A                                                                          | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108202.50    | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 24-1A                                                             | OASIS 2024-1A B                                                                                | CUSIP: 53161XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3007214.70   | 0.05%             | 2038-09-30      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                                          | LIFE 2021-BMR E                                                                                | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12600000 | PA      | $12526258.36  | 0.19%             | 2038-03-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-RTL1                                                                         | EFMT 2025-RTL1 A2                                                                              | CUSIP: 26846FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8223000 | PA      | $8238534.07   | 0.13%             | 2040-11-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Enova International Inc.                                                               | ENVA 9.125 08/01/29 144A                                                                       | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    397000 | PA      | $422592.21    | 0.01%             | 2029-08-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | Sell GBP / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-151737.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell EUR / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1421212.19  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LUXURY LEASE PT AUTO 2021-ARC2                                                         | LLP 2024-4 A                                                                                   | CUSIP: 55068XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1404438 | PA      | $1405136.14   | 0.02%             | 2030-07-15      | Fixed         | 7.29%                 | Yes           |                  2 | On Loan: No      |
| LUXURY LEASE PT AUTO 2021-ARC2                                                         | LLP 2024-4 B                                                                                   | CUSIP: 55068XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5101119.45   | 0.08%             | 2030-07-15      | Fixed         | 10.49%                | Yes           |                  2 | On Loan: No      |
| FS COMMERCIAL MORTGAGE TRUST 2023-4                                                    | FS 2023-4SZN D                                                                                 | CUSIP: 30334RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5193000 | PA      | $5312815.46   | 0.08%             | 2039-11-10      | Variable      | 9.08%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AL5887                                                                                      | CUSIP: 3138ENRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2442 | PA      | $2451.24      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell CAD / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-51861.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell EUR / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-117449.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUXURY LEASE PARTNERS AUTO LEASE TRUST 2025-A                                          | LLP 2025-A A                                                                                   | CUSIP: 55069BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26207000 | PA      | $26266486.27  | 0.40%             | 2032-03-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                   | MTB V3.5 PERP                                                                                  | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   9971000 | PA      | $9660421.30   | 0.15%             | 2099-12-31      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AL5942                                                                                      | CUSIP: 3138ENS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3854 | PA      | $3919.64      | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN AL6542                                                                                      | CUSIP: 3138EPHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4070 | PA      | $4085.86      | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1510.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell EUR / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6953.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                   | MTB V6.082 03/13/32                                                                            | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    248000 | PA      | $263443.38    | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                        | MADIAQ 5.875 06/30/29 144A                                                                     | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    216000 | PA      | $214687.76    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORA FINANCIAL ASSET SECURITIZATION                                                    | FORA 2024-1A A                                                                                 | CUSIP: 34512PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4962000 | PA      | $4993275.49   | 0.08%             | 2029-08-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                          | F 2.9 02/16/28                                                                                 | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250351.85    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                    | MDLN L 10/23/28 7                                                                              | CUSIP: 58503UAG8<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  13000000 | PA      | $15289921.15  | 0.23%             | 2028-10-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| OVG Business Services                                                                  | OVG Business Services Term Loan B 300 2031-06-03                                               | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20101805 | PA      | $20101805.25  | 0.31%             | 2031-06-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2021-HQA4 B2                                                                             | CUSIP: 35564KPP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21984154 | PA      | $23004235.53  | 0.35%             | 2041-12-25      | Variable      | 10.87%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2022-DNA1 B2                                                                             | CUSIP: 35564KQZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18943000 | PA      | $19938018.21  | 0.30%             | 2042-01-27      | Variable      | 10.97%                | Yes           |                  2 | On Loan: No      |
| OAK STREET INVESTMENT                                                                  | OAKIG 2020-1A B1                                                                               | CUSIP: 67181DAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4499000 | PA      | $2684062.01   | 0.04%             | 2050-11-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NE                                                         | OAKIG 2021-1A B1                                                                               | CUSIP: 67190AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $4629713.75   | 0.07%             | 2051-01-20      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                | STACR 2022-DNA2 B2                                                                             | CUSIP: 35564KSQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13643002 | PA      | $14662704.46  | 0.22%             | 2042-02-25      | Variable      | 12.37%                | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION                                                     | GSMS 2025-800D A                                                                               | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22910000 | PA      | $22938112.89  | 0.35%             | 2041-11-25      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                      | FLXJET 8.875 12/15/29 144A                                                                     | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117714.87    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 6.125 07/08/39                                                                            | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    251000 | PA      | $246058.70    | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GALAXY SENIOR PARTICIPATION INTERES                                                    | GALAXY SENIOR PARTICIPATION INTERES 0% BDS 31/07/26 USD5000000 A1X 25-1 144A                   | CUSIP: 362922AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15961226 | PA      | $16046555.91  | 0.24%             | 2026-07-31      | Variable      | 6.84%                 | No            |                  3 | On Loan: No      |
| Gray Media Inc.                                                                        | GTN 10.5 07/15/29 144A                                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    358000 | PA      | $384972.08    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gray Media Inc.                                                                        | GTN 7.25 08/15/33 144A                                                                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  15285000 | PA      | $15618653.67  | 0.24%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Enviri Corp.                                                                           | NVRI 5.75 07/31/27 144A                                                                        | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    187000 | PA      | $187100.42    | 0.00%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 6.9 11/09/52                                                                              | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    237000 | PA      | $234185.58    | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                                 | OPCH 4.375 10/31/29 144A                                                                       | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    204000 | PA      | $199314.16    | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL E 144A                                                            | MHC 2021-MHC F                                                                                 | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4880000 | PA      | $4885673.60   | 0.07%             | 2038-04-15      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL E 144A                                                            | MHC 2021-MHC G                                                                                 | CUSIP: 55316VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8496000 | PA      | $8505856.86   | 0.13%             | 2038-04-15      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Osaic                                                                                  | Osaic Term Loan B 300 2032-07-07                                                               | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   4989000 | PA      | $5006760.84   | 0.08%             | 2032-07-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                              | ORAFP 8.5 03/01/31                                                                             | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $252698.30    | 0.00%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                          | MFT 2023-4A B                                                                                  | CUSIP: 57108UAB0<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2600115.05   | 0.04%             | 2033-12-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                          | MFT 2023-2A D                                                                                  | CUSIP: 57109LAD5<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |   9300000 | PA      | $9481518.27   | 0.14%             | 2033-06-15      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Marex Group Plc                                                                        | MARGRO 6.404 11/04/29                                                                          | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   3001000 | PA      | $3112173.13   | 0.05%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Oha Credit Partners Xv Limited                                                         | OAKC 2021-8A A2R                                                                               | CUSIP: 67707GAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26000000 | PA      | $26039624.00  | 0.40%             | 2038-01-20      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                          | MFT 2023-3A D                                                                                  | CUSIP: 57109RAD2<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |   9571000 | PA      | $9865358.11   | 0.15%             | 2033-09-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust 2017-1                                                          | MFT 2023-1A D                                                                                  | CUSIP: 57110PAD3<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |  14300000 | PA      | $14556684.43  | 0.22%             | 2033-04-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Ontario Gaming GTA LP / OTG Co Issuer Inc.                                             | ONGAME 8 08/01/30 144A                                                                         | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $181104.99    | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                                                         | OTEXCN 3.875 12/01/29 144A                                                                     | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    272000 | PA      | $258136.21    | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 5.8 01/15/35                                                                                | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    252000 | PA      | $265566.31    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 6.05 11/01/35                                                                               | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    241000 | PA      | $257123.20    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                       | NRG 6 01/15/36 144A                                                                            | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3063000 | PA      | $3103564.41   | 0.05%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mtg LLC / Nrm Fnt1 Excess LLC                                          | NZES 2024-FNT1 A                                                                               | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13759256 | PA      | $13896614.19  | 0.21%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage LLC/New Residential Mortgage FHT1 Excuss Owner LLC            | NZES 2025-FHT1 A                                                                               | CUSIP: 64832EAA7<br>LEI: 549300FB4YR8GY21CA08 | Long             | ABS-O            | CORP              | US        |  41241781 | PA      | $41906495.48  | 0.64%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                             | OXY 5.55 10/01/34                                                                              | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  17717000 | PA      | $18071564.47  | 0.28%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| RAIN CITY MORTGAGE TRUST                                                               | RCITY 2024-RTL1 A2                                                                             | CUSIP: 75079KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4440000 | PA      | $4487972.42   | 0.07%             | 2029-11-25      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Raptor Aircraft Fin I Ltd/LLC                                                          | RPTOR 2019-1 A                                                                                 | CUSIP: 75383HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7456386 | PA      | $6876114.02   | 0.10%             | 2044-08-23      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                            | KEYS 5.35 07/30/30                                                                             | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    235000 | PA      | $245081.30    | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                          | STWD 6.5 07/01/30 144A                                                                         | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41724.32     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance Us Inc                                                              | STLA 6.45 03/18/35 144A                                                                        | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |  15296000 | PA      | $15900342.97  | 0.24%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Air Transport                                                                          | Air Transport Term Loan B 225 2032-04-01                                                       | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |  13487000 | PA      | $13479717.02  | 0.21%             | 2032-04-09      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| StoneX Group Inc                                                                       | SNEX 7.875 03/01/31 144A                                                                       | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   6838000 | PA      | $7264827.96   | 0.11%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC / Summit Midstream Finance Corp.                        | SUMMPL 8.625 10/31/29 144A                                                                     | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441000 | PA      | $457294.07    | 0.01%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Husky Injection Molding                                                                | Husky Injection Molding Term Loan B (Incremental) 375 2029-02-01                               | CUSIP: C8856UAH1<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | US        |   2890000 | PA      | $2908467.10   | 0.04%             | 2029-02-15      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |  15923000 | PA      | $15923000.00  | 0.24%             | 2032-12-10      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Husky Ims CDN Escrow Co-Issuer Ltd / Husky IMS U S Escrow Co-Issuer LLC                | HUSKYI 9 02/15/29 144A                                                                         | CUSIP: 44805RAA3<br>LEI: 5493003ZDHRVP2N4C109 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $195063.72    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Kedrion S.p.A.                                                                         | KEDRIM 6.5 09/01/29 144A                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $196206.87    | 0.00%             | 2029-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                   | SUMIBK V5.796 07/08/46                                                                         | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $258358.67    | 0.00%             | 2046-07-08      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Kantar                                                                                 | Kantar Term Loan B (Incremental) 500 2029-02-01                                                | CUSIP: L8869UAC7<br>LEI: 213800CCW2O2WZ7YV169 | Long             | LON              | CORP              | LU        |  11055025 | PA      | $10267354.64  | 0.16%             | 2029-02-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2022-2                                                                    | REACH 2025-2A C                                                                                | CUSIP: 75525QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10037000 | PA      | $9981664.69   | 0.15%             | 2032-08-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST 2023-1                                                                 | REACH 2024-1A C                                                                                | CUSIP: 75526PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11152000 | PA      | $11463243.30  | 0.17%             | 2031-02-18      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| READYCAP LENDING                                                                       | RCLT 2023-3 A                                                                                  | CUSIP: 75576AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5196693 | PA      | $5231585.23   | 0.08%             | 2048-04-27      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Roblox Corporation                                                                     | RBLX 3.875 05/01/30 144A                                                                       | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22237000 | PA      | $21260275.35  | 0.32%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                                    | ROCSOF 6.5 02/15/29 144A                                                                       | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |  21854000 | PA      | $21416432.66  | 0.33%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                           | ROCKIE 4.95 07/15/29 144A                                                                      | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99781.41     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                           | ROCKIE 4.8 05/15/30 144A                                                                       | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137681.24    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Roller Bearing Company of America Inc.                                                 | RBC 4.375 10/15/29 144A                                                                        | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    455000 | PA      | $447674.64    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                           | RCL 5.375 01/15/36                                                                             | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  21536000 | PA      | $21626187.38  | 0.33%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCG TRUST 2025-SNIP                                                                    | SCG 2025-SNIP E                                                                                | CUSIP: 78398JAJ3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |   7875000 | PA      | $7845716.90   | 0.12%             | 2042-09-15      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| SF ABS ISSUER LLC                                                                      | SFARM 2025-1A A2                                                                               | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28618000 | PA      | $27797594.26  | 0.42%             | 2055-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                        | SEB4P 2021-1A A2                                                                               | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13712632 | PA      | $13563243.90  | 0.21%             | 2052-01-30      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                          | SM 7 08/01/32 144A                                                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    263000 | PA      | $258547.05    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SMRT MINI                                                                              | SMRT 2022-MINI E                                                                               | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6965969.60   | 0.11%             | 2039-01-17      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| SMRT MINI                                                                              | SMRT 2022-MINI F                                                                               | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20073000 | PA      | $19774120.79  | 0.30%             | 2039-01-17      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| E.W. Scripps Co.                                                                       | SSP 9.875 08/15/30 144A                                                                        | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    256000 | PA      | $255664.18    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2019-R04                                           | CAS 2019-R04 2B1                                                                               | CUSIP: 20753TAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3697026 | PA      | $3768855.47   | 0.06%             | 2039-06-27      | Variable      | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2024-R01 1B1                                                                               | CUSIP: 20753UAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14329655 | PA      | $14631615.45  | 0.22%             | 2044-01-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2019-R05 1B1                                                                               | CUSIP: 20754HAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5588547 | PA      | $5673837.00   | 0.09%             | 2039-07-25      | Variable      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNR 2018-27 EA                                                                                 | CUSIP: 3136B1N26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11132 | PA      | $10088.96     | 0.00%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNR 2018-56 SB                                                                                 | CUSIP: 3136B2SN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5352034 | PA      | $608135.59    | 0.01%             | 2048-08-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNR 2010-109 BS                                                                                | CUSIP: 31398NTM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588203 | PA      | $817096.18    | 0.01%             | 2040-10-25      | Variable      | 9.47%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2025-1 D                                                                                 | CUSIP: 446438TA1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   2034358 | PA      | $2034340.49   | 0.03%             | 2033-03-21      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2025-1 E                                                                                 | CUSIP: 446438TB9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   2732770 | PA      | $2742880.83   | 0.04%             | 2033-03-21      | Variable      | 11.07%                | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2024-1 C                                                                                 | CUSIP: 44644NAC3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   1099204 | PA      | $1108228.82   | 0.02%             | 2032-05-20      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2024-1 D                                                                                 | CUSIP: 44644NAD1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    439681 | PA      | $451508.95    | 0.01%             | 2032-05-20      | Variable      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2024-1 E                                                                                 | CUSIP: 44644NAE9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   1319044 | PA      | $1358544.53   | 0.02%             | 2032-05-20      | Variable      | 12.17%                | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2024-2 E                                                                                 | CUSIP: 44644NAL3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   1123401 | PA      | $1127619.59   | 0.02%             | 2032-10-20      | Variable      | 11.42%                | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                       | HACLN 2025-2 D                                                                                 | CUSIP: 44644NAR0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   3002091 | PA      | $3004359.02   | 0.05%             | 2033-09-20      | Variable      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                          | LBZZ 2024-2A C                                                                                 | CUSIP: 525920AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2032752.17   | 0.03%             | 2031-05-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 21-2A                                                             | OASIS 2025-1A C                                                                                | CUSIP: 53161AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3005222.40   | 0.05%             | 2039-08-15      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                                          | ONDK 2023-1A B                                                                                 | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6293732.50   | 0.10%             | 2030-08-19      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                      | PNC V4.626 06/06/33                                                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    248000 | PA      | $245797.89    | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                      | PNC V6.875 10/20/34                                                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    227000 | PA      | $256879.32    | 0.00%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                                                | PTC 4 02/15/28 144A                                                                            | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    266000 | PA      | $262002.34    | 0.00%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                            | BRKHEC 5.45 02/15/34                                                                           | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    247000 | PA      | $250588.00    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                         | PAID 2022-1 C                                                                                  | CUSIP: 69546MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675337 | PA      | $1665026.58   | 0.03%             | 2029-10-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Pagaya US Holding Co. LLC                                                              | PGY 8.875 08/01/30                                                                             | CUSIP: 69549FAC3<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174126.49    | 0.00%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| PrimeSource                                                                            | PrimeSource Term Loan B 450 2031-09-17                                                         | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   4685000 | PA      | $4707441.15   | 0.07%             | 2031-03-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES                                                           | PWNE 2022-1 D                                                                                  | CUSIP: 70410DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4978123.50   | 0.08%             | 2028-07-17      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES                                                           | PWNE 2022-1 E                                                                                  | CUSIP: 70410DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5379000 | PA      | $4909100.78   | 0.07%             | 2029-09-17      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                 | PENN 4.125 07/01/29 144A                                                                       | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21475000 | PA      | $19889129.23  | 0.30%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                        | PFSI 6.875 02/15/33 144A                                                                       | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    243000 | PA      | $253680.50    | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                             | PFGC 4.25 08/01/29 144A                                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    197000 | PA      | $192603.47    | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Parexel                                                                                | Parexel Term Loan B 275 2031-12-01                                                             | CUSIP: 71911KAF1<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   6357000 | PA      | $6374227.47   | 0.10%             | 2031-12-12      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | PPC 6.25 07/01/33                                                                              | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  20016000 | PA      | $21397314.37  | 0.33%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                      | PBI 7.25 03/15/29 144A                                                                         | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105405.44    | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Planet Financial Group LLC                                                             | PLNFIN 10.5 12/15/29 144A                                                                      | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $244050.96    | 0.00%             | 2029-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 4.625 04/15/30 144A                                                                       | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92507.61     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2024-1                                                     | PREF 2024-1A D                                                                                 | CUSIP: 737473AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1123862.52   | 0.02%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2024-1                                                     | PREF 2024-1A E                                                                                 | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3276325.44   | 0.05%             | 2031-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT 2025-1 LLC                                                         | PREF 2025-1A E                                                                                 | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3049908.30   | 0.05%             | 2032-05-17      | Fixed         | 7.08%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 202                                                    | PART 2023-1A E                                                                                 | CUSIP: 74113GAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6359695.16   | 0.10%             | 2030-05-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| PRM7 TRUST 2025-PRM7                                                                   | PRM7 2025-PRM7 E                                                                               | CUSIP: 74290HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12016000 | PA      | $11876466.06  | 0.18%             | 2042-11-10      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Qlik Technologies                                                                      | Qlik Technologies Term Loan B (Add-on) 325 2030-10-01                                          | CUSIP: 74339DAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13053808 | PA      | $13024959.08  | 0.20%             | 2030-10-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LP / PFG Finance Corp                                     | PROFUN 9.75 09/15/29 144A                                                                      | CUSIP: 74387UAK7<br>LEI: 54930043BMDE130FJ617 | Long             | DBT              | CORP              | US        |    162000 | PA      | $170865.29    | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                     | XEL 5.35 05/15/34                                                                              | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    256000 | PA      | $263038.00    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sbna Auto Receivables Trust 2024-A                                                     | SBAT 2024-A E                                                                                  | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6131232.27   | 0.09%             | 2032-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                                | TEVA 6.15 02/01/36                                                                             | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |  10878000 | PA      | $11420799.69  | 0.17%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST 2021-1                                                           | THRM 2022-3A B                                                                                 | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3550351 | PA      | $3611623.48   | 0.06%             | 2029-04-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBOLT III AIR LEASE 2019                                                         | TBOLT 2019-1 E                                                                                 | CUSIP: 88607BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |   5000000 | NS      | $3500000.00   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TransDigm                                                                              | TransDigm Term Loan L (Incremental) 250 2032-01-01                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   6761700 | PA      | $6786785.91   | 0.10%             | 2032-01-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Trimas Corporation                                                                     | TRS 4.125 04/15/29 144A                                                                        | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    198000 | PA      | $192551.81    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Trimble Inc                                                                            | TRMB 6.1 03/15/33                                                                              | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    237000 | PA      | $255188.17    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                 | TFC V6.123 10/28/33 MTN                                                                        | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37817.95     | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                 | TFC V4.873 01/26/29 MTN                                                                        | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    257000 | PA      | $261089.32    | 0.00%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                             | TWLO 3.625 03/15/29                                                                            | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246323.63    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                           | USFOOD 4.75 02/15/29 144A                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    189000 | PA      | $187938.61    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                          | USB V3.7 PERP                                                                                  | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  16493000 | PA      | $16095449.92  | 0.25%             | 2099-12-31      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                                | USI Inc Term Loan B 225 2030-09-01                                                             | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   8612002 | PA      | $8623972.81   | 0.13%             | 2030-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| U S Bank National Assn Minneapolis Minnesota                                           | USCLN 2023-1 C                                                                                 | CUSIP: 90357PAW4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    809145 | PA      | $823496.98    | 0.01%             | 2032-08-25      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust 2012-1                                         | UACST 2024-1 D                                                                                 | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4549598.23   | 0.07%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                          | USB V4.653 02/01/29                                                                            | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253124.93    | 0.00%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                | UNH 5.3 06/15/35                                                                               | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  14762000 | PA      | $15284167.22  | 0.23%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                        | UHS 2.65 10/15/30                                                                              | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    293000 | PA      | $267198.15    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                          | UVN 8.5 07/31/31 144A                                                                          | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  13930000 | PA      | $14551681.97  | 0.22%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                          | UVN 9.375 08/01/32 144A                                                                        | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   9944000 | PA      | $10687940.47  | 0.16%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                             | USAC 6.25 10/01/33 144A                                                                        | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |  21364000 | PA      | $21620154.36  | 0.33%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                | VBTEL 2024-1A F                                                                                | CUSIP: 91823ABG5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11325710.00  | 0.17%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                    | VLO 6.625 06/15/37                                                                             | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    233000 | PA      | $256563.43    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                             | VLCYVG 8 06/01/29 144A                                                                         | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $183358.71    | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                                    | VRTV 10.5 11/30/30 144A                                                                        | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |  25769000 | PA      | $27707163.80  | 0.42%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                           | VSAT 5.625 04/15/27 144A                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192722.22    | 0.00%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                           | VSAT 7.5 05/30/31 144A                                                                         | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256714.92    | 0.00%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                    | VIAV 3.75 10/01/29 144A                                                                        | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119640.60    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                       | PARA V6.375 03/30/62                                                                           | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    189000 | PA      | $175464.68    | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp.                                             | VICTRA 8.75 09/15/29 144A                                                                      | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |  16714000 | PA      | $17633403.71  | 0.27%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Travel Plus Leisure Co                                                                 | TNL 4.5 04/01/27                                                                               | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203023.95    | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.625 03/01/30 144A                                                                        | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    201000 | PA      | $195986.60    | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Qlik Technologies                                                                      | Qlik Technologies Second-lien Term Loan 500 2032-11-09                                         | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9996000 | PA      | $9564972.48   | 0.15%             | 2033-05-09      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   8240000 | PA      | $9701043.73   | 0.15%             | 2029-12-31      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   4951826 | PA      | $5858934.02   | 0.09%             | 2029-09-16      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | N/A                                                                                            | CUSIP: N6872NAR7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |  10010000 | PA      | $11815702.89  | 0.18%             | 2032-09-29      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Versant Media Group                                                                    | Versant Media Group Term Loan B 350 2030-10-16                                                 | CUSIP: 92528PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10052000 | PA      | $10045767.76  | 0.15%             | 2030-10-23      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Ping Identity                                                                          | Ping Identity Term Loan B 275 2032-10-25                                                       | CUSIP: 72342MAB3<br>LEI: 254900DJEBSADAC6R313 | Long             | LON              | CORP              | US        |  10087000 | PA      | $10099608.75  | 0.15%             | 2032-11-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                                            | PROGRP 5.375 04/15/31 REGS                                                                     | CUSIP: D6S035AH1<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |  17800000 | PA      | $21381324.69  | 0.33%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXIV Ltd.                                                  | OCT42 2019-3A A1RR                                                                             | CUSIP: 67576PAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20071996.00  | 0.31%             | 2037-07-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Perenti Finance Pty Ltd.                                                               | ASLAU 7.5 04/26/29 144A                                                                        | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $207999.64    | 0.00%             | 2029-04-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PRIMA CAP LTD                                                                          | PRIMA 2019-1S C                                                                                | CUSIP: 74166KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8432000 | PA      | $7089410.58   | 0.11%             | 2033-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Limited / Thunderbolt Aircraft Lease US LLC                 | TBOLT 2018-A G                                                                                 | CUSIP: 88606X100<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |        10 | NS      | $1806967.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                              | TD V6.35 10/31/85                                                                              | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11405000 | PA      | $11563597.93  | 0.18%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                         | TEVA 4.375 05/09/30                                                                            | CUSIP: N8539TAL8<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |  13996000 | PA      | $16875965.11  | 0.26%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO 2021-2 Designated Activity Company                          | PLMER 2021-2A DR                                                                               | CUSIP: BCC3Q13Y6<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-O            | CORP              | IE        |  10270000 | PA      | $12083585.05  | 0.18%             | 2038-03-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Penta Clo 15 DAC                                                                       | PENTA 2023-15A DR                                                                              | CUSIP: BCC3Q6XP1<br>LEI: 5493009DHFYZRQZRBR67 | Long             | ABS-O            | CORP              | IE        |   6520000 | PA      | $7679556.16   | 0.12%             | 2038-10-15      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                    | GRADE 2024-FIG5 C                                                                              | CUSIP: 79582MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3082135 | PA      | $3076866.48   | 0.05%             | 2054-04-25      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 202                                                    | GRADE 2024-RTL4 A1                                                                             | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12560275 | PA      | $12592838.77  | 0.19%             | 2030-02-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 202                                                    | GRADE 2024-RTL6 A2                                                                             | CUSIP: 79585UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11300000 | PA      | $11375931.48  | 0.17%             | 2030-07-25      | Variable      | 8.68%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 202                                                    | GRADE 2024-RTL5 A1                                                                             | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8052542 | PA      | $8119990.90   | 0.12%             | 2030-04-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT LINKED N                                                    | SBCLN 2024-B E                                                                                 | CUSIP: 80280BAE8<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |   5331192 | PA      | $5365611.21   | 0.08%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT LINKED N                                                    | SBCLN 2024-B F                                                                                 | CUSIP: 80280BAF5<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |  14394219 | PA      | $14552092.93  | 0.22%             | 2033-01-18      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT LINKED N                                                    | SBCLN 2024-B G                                                                                 | CUSIP: 80280BAG3<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |   8896871 | PA      | $8990517.71   | 0.14%             | 2033-01-18      | Fixed         | 12.23%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                  | SBCLN 2023-A E                                                                                 | CUSIP: 80290CBX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11655 | PA      | $11671.77     | 0.00%             | 2033-06-15      | Fixed         | 10.07%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                  | SBCLN 2023-B E                                                                                 | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2087729 | PA      | $2126084.42   | 0.03%             | 2033-12-15      | Fixed         | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                  | SBCLN 2023-B F                                                                                 | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4715811 | PA      | $4916516.10   | 0.07%             | 2033-12-15      | Fixed         | 12.24%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                  | SBCLN 2023-B G                                                                                 | CUSIP: 80290CCG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2210536 | PA      | $2300742.29   | 0.04%             | 2033-12-15      | Fixed         | 17.13%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                  | SBCLN 2024-A E                                                                                 | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5192416 | PA      | $5267601.75   | 0.08%             | 2032-06-15      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                  | SBCLN 2024-A F                                                                                 | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5881046 | PA      | $6033897.92   | 0.09%             | 2032-06-15      | Fixed         | 10.17%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                  | SBCLN 2024-A G                                                                                 | CUSIP: 80290CCP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700582 | PA      | $5839477.69   | 0.09%             | 2032-06-15      | Fixed         | 13.03%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                  | SBCLN 2025-A F                                                                                 | CUSIP: 80290CCV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5828000 | PA      | $5840827.43   | 0.09%             | 2034-01-16      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                        | SRFC 2025-3A C                                                                                 | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2684613 | PA      | $2664921.09   | 0.04%             | 2044-08-22      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                        | SRFC 2025-3A D                                                                                 | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3937432 | PA      | $3853118.13   | 0.06%             | 2044-08-22      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                        | SRFC 2021-1A D                                                                                 | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1139834 | PA      | $1137474.00   | 0.02%             | 2037-11-20      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                        | SRFC 2022-3A C                                                                                 | CUSIP: 826934AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484696 | PA      | $495496.69    | 0.01%             | 2039-07-20      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                        | SRFC 2023-1A C                                                                                 | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647784 | PA      | $661995.95    | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                      | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29792606 | PA      | $25200194.96  | 0.38%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                      | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 216140409 | PA      | $199147666.18 | 3.04%             | 2051-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                                    | SRFC 2023-3A D                                                                                 | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    943447 | PA      | $967528.38    | 0.01%             | 2040-09-20      | Fixed         | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                          | FUN 7.25 05/15/31 144A                                                                         | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |  19929000 | PA      | $19122222.07  | 0.29%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                    | EXE 5.375 03/15/30                                                                             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    258000 | PA      | $261505.84    | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                   | SXC 4.875 06/30/29 144A                                                                        | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    217000 | PA      | $201488.91    | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                      | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  97660947 | PA      | $92630529.28  | 1.41%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                      | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  81238280 | PA      | $81021048.84  | 1.24%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                              | SUN V7.875 PERP 144A                                                                           | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  35276000 | PA      | $36238153.25  | 0.55%             | 2099-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                           | SWTCH 2024-2A C                                                                                | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10469873.79  | 0.16%             | 2054-06-25      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                      | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 320557652 | PA      | $325013403.36 | 4.96%             | 2055-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                      | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 150568000 | PA      | $154553534.96 | 2.36%             | 2055-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                     | TTWO 4.95 03/28/28                                                                             | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    257000 | PA      | $261978.18    | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                | TLN 6.25 02/01/34 144A                                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |  13925000 | PA      | $14202301.06  | 0.22%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                  | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  98660539 | PA      | $89761753.02  | 1.37%             | 2055-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                  | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16054402 | PA      | $15152305.15  | 0.23%             | 2055-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                | TLN 6.5 02/01/36 144A                                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |  19991000 | PA      | $20672486.19  | 0.32%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                       | TEP 6.75 03/15/34 144A                                                                         | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |  31069000 | PA      | $31068241.92  | 0.47%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Talos Prodtn Inc                                                                       | TALO 9 02/01/29 144A                                                                           | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181761.48    | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Tapestry Inc                                                                           | TPR 5.5 03/11/35                                                                               | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    276000 | PA      | $282175.76    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 4 01/15/32                                                                                | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214693.84    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 6.125 05/15/55                                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223586.80    | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc.                                                              | TMH 8.375 06/30/28 144A                                                                        | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    197000 | PA      | $199373.85    | 0.00%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Tenneco LLC                                                                            | TENINC 8 11/17/28 144A                                                                         | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    462000 | PA      | $463478.34    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| STORM KING PARK CLO LTD                                                                | STKPK 2022-1A AR                                                                               | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  23900000 | PA      | $23985875.09  | 0.37%             | 2037-10-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Taseko Mines Limited                                                                   | TKOCN 8.25 05/01/30 144A                                                                       | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |  12751000 | PA      | $13544545.73  | 0.21%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Telus Corp.                                                                            | TCN V6.625 10/15/55 **                                                                         | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51022.15     | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                            | TCN V7 10/15/55                                                                                | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    183000 | PA      | $190499.34    | 0.00%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| United Parks & Resorts Inc                                                             | PRKS 5.25 08/15/29 144A                                                                        | CUSIP: 81282UAG7<br>LEI: 529900G0H4NV3IIK3269 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111852.97    | 0.00%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                                 | SRE 3.4 02/01/28                                                                               | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    269000 | PA      | $264902.08    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SK NEPTURE HUSKY GROUP                                                                 | SK Neptune Husky Finance Sarl                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    232620 | PA      | $27914.45     | 0.00%             | 2024-04-30      | Variable      | 13.59%                | No            |                  2 | On Loan: No      |
| Flutter Entertainment                                                                  | Flutter Entertainment Term Loan B (Incremental) 200 2032-05-17                                 | CUSIP: N3313EAJ9<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | NL        |   6615919 | PA      | $6615918.75   | 0.10%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                                | AQNCN V4.75 01/18/82                                                                           | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   8480000 | PA      | $8362702.10   | 0.13%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners Clo VIII Limited                                               | BSP 2022-28A AR                                                                                | CUSIP: 08179KAN3<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | JE        |  40000000 | PA      | $40159084.00  | 0.61%             | 2037-10-20      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                                                    | BSP 2025-43A A                                                                                 | CUSIP: 08179QAA8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |  29665000 | PA      | $29728732.29  | 0.45%             | 2038-10-20      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                             | RCICN V5.25 03/15/82 144A                                                                      | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $201911.81    | 0.00%             | 2082-03-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                             | RCICN V7 04/15/55                                                                              | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    244000 | PA      | $255273.04    | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Rogers Communications Inc.                                                             | RCICN V7.125 04/15/55                                                                          | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52649.60     | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                     | RPRX 1.75 09/02/27                                                                             | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $255216.21    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                        | SANUK V3.823 11/03/28                                                                          | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $255298.31    | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                        | SANUK V4.858 09/11/30                                                                          | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    262000 | PA      | $265129.46    | 0.00%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                        | SANUK V5.136 09/22/36                                                                          | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    266000 | PA      | $265301.68    | 0.00%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                              | STX 8.25 12/15/29 144a                                                                         | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    178000 | PA      | $188757.79    | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Seaspan Corporation                                                                    | SSW 5.5 08/01/29 144A                                                                          | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    204000 | PA      | $193727.06    | 0.00%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Heubach Group                                                                          | Heubach Group Term Loan B 500 2028-10-06                                                       | CUSIP: L6124KAC4<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   7944280 | PA      | $158885.61    | 0.00%             | 2029-01-03      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                               | FLTR 6.125 06/04/31 REGs                                                                       | CUSIP: G35906AD1<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |  11140000 | PA      | $15118417.99  | 0.23%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blackrock European Clo XVI Designated Activity Co.                                     | BECLO 16A D                                                                                    | CUSIP: BCC3QQJ99<br>LEI: 6354009JWTSUFPGGS872 | Long             | ABS-O            | CORP              | IE        |  10180000 | PA      | $11984070.32  | 0.18%             | 2039-01-17      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                    | Sell EUR / Buy USD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9867.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6233.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-420.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-41301.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy EUR                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-58.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Sell USD / Buy CAD                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-62.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                      | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 186309381 | PA      | $164775183.82 | 2.51%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                      | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 163003836 | PA      | $159073161.50 | 2.43%             | 2055-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                      | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9400000 | PA      | $9769796.00   | 0.15%             | 2055-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                  | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7343765 | PA      | $7323452.15   | 0.11%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Receive Performance on Equity.JAAA UN/Pay: USD/SOF                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        | 278324216 | OU      | $-439517.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Collateral Fund                                                   | Janus Henderson Cash Collateral Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  74088034 | NS      | $74088034.00  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                    | Royal Bank of Canada                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |  18522008 | PA      | $18522008.00  | 0.28%             | 2026-01-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Euro Member Countries Cash Balance                                                     | Euro Member Countries Cash Balance                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | XX        |  -8543601 | OU      | $-8543601.21  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Pound Cash Balance                                                      | United Kingdom Pound Cash Balance                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      7109 | OU      | $7108.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-13

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

**Title:** VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER