# EDGAR Filing Document

**Accession Number:** 0001139819
**File Stem:** 0001410368-25-012522
**Filing Date:** 2025-9
**Character Count:** 277452
**Document Hash:** 54b09bfac5b1cc56de0297ca7d8f8999
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012522.hdr.sgml**: 20250929

**ACCESSION NUMBER**: 0001410368-25-012522

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250929

**DATE AS OF CHANGE**: 20250929

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT TRUST I
- **CENTRAL INDEX KEY:** 0001139819

**ORGANIZATION NAME:**
- **EIN:** 223805271
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10371
- **FILM NUMBER:** 251352271

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT EQUITY TRUST
- **DATE OF NAME CHANGE:** 20110729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT BLEND TRUST
- **DATE OF NAME CHANGE:** 20010502

## Series and Classes Contracts Data

### Lord Abbett Investment Grade Floating Rate Fund (Series ID: S000080204)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000241940 | Class R6     | LGRUX           |
| C000241941 | Class R5     | IGRSX           |
| C000241944 | Class A      | LGRAX           |
| C000241945 | Class I      | LGRYX           |
| C000241946 | Class F3     | IGRNX           |
| C000241947 | Class F      | LGRFX           |
| C000241948 | Class C      | IGRCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT TRUST I

- **b. Investment Company Act file number:** 811-10371

- **c. CIK number of Registrant:** 0001139819

- **d. LEI of Registrant:** 549300XXOBNDWQ1JMK89

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

  - **Street Address 1:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

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

- **a. Name of Series:** Lord Abbett Investment Grade Floating Rate Fund

- **b. EDGAR series identifier (if any):** S000080204

- **c. LEI of Series:** 5493000ASR1JUCTRMV48

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $2881034570.29

**Total Liabilities:** $202971223.42

**Net Assets:** $2678063346.87

**Delayed Delivery Securities:** $187917993.58

**Cash Not Reported:** $12287573.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4391.51000000 | **1-Year:** -121201.59000000 | **5-Year:** -530122.68000000 | **10-Year:** -69719.96000000 | **30-Year:** -133.80000000

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

- **3-Month:** 2584.82000000 | **1-Year:** -18319.46000000 | **5-Year:** 81933.04000000 | **10-Year:** -21746.15000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241940 | 0.81%                | 0.60%                | 0.51%                |
| Class ID C000241944 | 0.79%                | 0.58%                | 0.50%                |
| Class ID C000241947 | 0.81%                | 0.60%                | 0.52%                |
| Class ID C000241946 | 0.81%                | 0.60%                | 0.52%                |
| Class ID C000241941 | 0.81%                | 0.60%                | 0.52%                |
| Class ID C000241945 | 0.81%                | 0.60%                | 0.52%                |
| Class ID C000241948 | 0.73%                | 0.52%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $283145.05               | $6936714.51                                |
| Month 2  | $259316.96               | $3308804.50                                |
| Month 3  | $-148980.59              | $1170898.78                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KKR Financial CLO Ltd                                   | KKR CLO 56 Ltd                                                                                                 | CUSIP: 48256HAA0<br>LEI: 254900BBJPGN777LWF70 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $254707.75    | 0.01%             | 2037-10-15      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | TD Securities REPO 4.35% 8-1-2                                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |  36500000 | PA      | $36500000.00  | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran CAVU 2024-1 Ltd                                                                                       | CUSIP: 89625LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4474813.20   | 0.17%             | 2038-01-25      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital Clo 4 Ltd                                                                                           | CUSIP: 883933AE3<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2397086.40   | 0.09%             | 2035-04-15      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 9 Ltd                                                                                         | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11558351.00  | 0.43%             | 2038-03-31      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CTM CLO Ltd                                             | CTM CLO 2025-1 Ltd                                                                                             | CUSIP: 12719PAJ0<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002482.00   | 0.07%             | 2038-07-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                                  | COLOSSUS ACQUIRECO LLC TERM LOAN B                                                                             | CUSIP: 000000000<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   3500000 | PA      | $3485632.50   | 0.13%             | 2032-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                       | Kommunalbanken AS                                                                                              | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  20000000 | PA      | $20019976.40  | 0.75%             | 2028-03-03      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2021-1 Ltd                                                                                   | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5550000 | PA      | $5571767.10   | 0.21%             | 2038-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                          | Crown City CLO IV                                                                                              | CUSIP: 228233AS1<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3027765.00   | 0.11%             | 2037-04-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                 | National Australia Bank Ltd                                                                                    | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    781000 | PA      | $783424.04    | 0.03%             | 2027-10-26      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                             | Cherry Securitization Trust 2024-1                                                                             | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3950000 | PA      | $3968100.48   | 0.15%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2023-20 Ltd                                                                                | CUSIP: 11790AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7750000 | PA      | $7957134.25   | 0.30%             | 2038-04-15      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2018-2 Ltd                                                                                   | CUSIP: 69688MAS4<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015250.00   | 0.19%             | 2037-04-16      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    524899 | PA      | $526179.08    | 0.02%             | 2044-09-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 28 LTD                                                                                                 | CUSIP: 00120WAJ3<br>LEI: 2549006PN3V33YGKK115 | Long             | ABS-CBDO         | CORP              | JE        |  11200000 | PA      | $11333123.20  | 0.42%             | 2037-01-21      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                           | 1988 CLO 3 Ltd                                                                                                 | CUSIP: 653949AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4019600.00   | 0.15%             | 2038-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                           | SDR Commercial Mortgage Trust 2024-DSNY                                                                        | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1765000 | PA      | $1767065.40   | 0.07%             | 2039-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Hayfin US XV, Ltd.                                      | Hayfin US XV Ltd                                                                                               | CUSIP: 420916AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1030000 | PA      | $1041011.73   | 0.04%             | 2037-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                           | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1745483.28   | 0.07%             | 2027-04-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 5 Ltd                                                                                      | CUSIP: 93656FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005010.00   | 0.11%             | 2038-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                            | Dell Equipment Finance Trust 2025-1                                                                            | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4740000 | PA      | $4806425.41   | 0.18%             | 2031-08-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   6215140 | PA      | $6204263.50   | 0.23%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                           | 1988 CLO 4 Ltd                                                                                                 | CUSIP: 68252EAJ0<br>LEI: 2549000NTXDB3VOXDV92 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2018940.00   | 0.08%             | 2037-04-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Battery Park CLO Ltd                                    | Battery Park CLO II Ltd                                                                                        | CUSIP: 07134CAU1<br>LEI: 549300H738INUT5W2X22 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1258006.25   | 0.05%             | 2037-10-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                     | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                                              | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    128634 | PA      | $129242.15    | 0.00%             | 2031-12-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXVI Ltd                                                                                          | CUSIP: 89642MAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   9750000 | PA      | $9853593.75   | 0.37%             | 2038-07-20      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                    | Fairstone Financial Issuance Trust I                                                                           | CUSIP: 30575PAU0<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |   1650000 | PA      | $1183319.60   | 0.04%             | 2039-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                              | Atlas Senior Loan Fund XXII Ltd                                                                                | CUSIP: 04940BAA8<br>LEI: 529900J6GF0KI17SQP67 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2006994.00   | 0.07%             | 2036-01-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                                                         | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  16000000 | PA      | $16191320.32  | 0.60%             | 2027-05-05      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2024-I                                                                                         | CUSIP: 06763VAG0<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2517922.50   | 0.09%             | 2037-01-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                        | Empower CLO 2022-1 Ltd                                                                                         | CUSIP: 29246YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $746212.50    | 0.03%             | 2037-10-20      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR Financial CLO 2013-1 Ltd                                                                                   | CUSIP: 48249VAY7<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |    924453 | PA      | $925219.12    | 0.03%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                        | Empower CLO 2023-3 Ltd                                                                                         | CUSIP: 29247NAA9<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | JE        |   1800000 | PA      | $1814092.20   | 0.07%             | 2037-01-20      | Floating      | 12.14%                | No            |                  2 | On Loan: No      |
| Wellington Management CLO                               | Wellington Management Clo 2 Ltd                                                                                | CUSIP: 94958LAA6<br>LEI: 213800D61SXQACUYP461 | Long             | ABS-CBDO         | CORP              | JE        |   3300000 | PA      | $3308292.90   | 0.12%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach ABS Trust 2025-1                                                                                         | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    828071 | PA      | $828307.86    | 0.03%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                       | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5028485.45   | 0.19%             | 2028-11-26      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                | Jackson National Life Global Funding                                                                           | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2168450.70   | 0.08%             | 2028-01-14      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2021-3 Ltd                                                                                  | CUSIP: 77341NAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2267752.50   | 0.08%             | 2038-01-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 5 Ltd                                                                                          | CUSIP: 090976AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753255.00    | 0.03%             | 2037-10-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 22 Ltd                                                                                           | CUSIP: 05877GAG8<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2010616.00   | 0.08%             | 2037-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                           | PPM CLO 6-R Ltd                                                                                                | CUSIP: 693975AE4<br>LEI: 2549003CULWUB4AA0151 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5031615.00   | 0.19%             | 2037-01-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                               | Wellington Management CLO 1 Ltd                                                                                | CUSIP: 94957JAC8<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |   4535000 | PA      | $4553951.77   | 0.17%             | 2036-10-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-3                                                                     | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2416000 | PA      | $2467700.47   | 0.09%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                   | Navesink CLO 1 Ltd                                                                                             | CUSIP: 98886CAS5<br>LEI: 549300Z3UTJMSTE02P68 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4008884.00   | 0.15%             | 2033-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                          | Golub Capital Partners Clo 42M-R                                                                               | CUSIP: 381742AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3575000 | PA      | $3597454.58   | 0.13%             | 2036-01-20      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc 2025 Term Loan B                                                                         | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   6000000 | PA      | $6015000.00   | 0.22%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 21 Ltd                                                                                           | CUSIP: 05874RAE2<br>LEI: 254900FOV48Z8K26JH50 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2511242.50   | 0.09%             | 2037-10-20      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Commercial Mortgage Trust 2024-MRCO                                                                         | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1303415.62   | 0.05%             | 2039-06-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                          | VStrong Auto Receivables Trust 2023-A                                                                          | CUSIP: 92920CAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2199109.20   | 0.08%             | 2030-12-16      | Fixed         | 9.99%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 22 Ltd                                                                                                 | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4610000 | PA      | $4624369.37   | 0.17%             | 2037-01-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PFP III                                                 | PFP 2025-12 Ltd                                                                                                | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5111155.23   | 0.19%             | 2042-12-18      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2021-4 LTD                                                                                      | CUSIP: 14316TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3704010.80   | 0.14%             | 2034-04-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Silver Point Capital CLO 1, Ltd                         | Silver Point CLO 1 Ltd                                                                                         | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4010284.00   | 0.15%             | 2038-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad Clo 25 Ltd                                                                                                 | CUSIP: 75009GAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   3660000 | PA      | $3673937.28   | 0.14%             | 2037-07-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXIV Ltd                                                                                          | CUSIP: 89642XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   9450000 | PA      | $9524985.75   | 0.36%             | 2037-04-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2023-5 Ltd                                                                                      | CUSIP: 14319NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2043628.00   | 0.08%             | 2036-01-27      | Floating      | 12.21%                | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2023-B                                                                       | CUSIP: 00792FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3763845.75   | 0.14%             | 2028-09-15      | Fixed         | 8.78%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                         | Venture 48 CLO Ltd                                                                                             | CUSIP: 92340YAE1<br>LEI: 254900Q5GN624I1YXD24 | Long             | ABS-CBDO         | CORP              | JE        |   9000000 | PA      | $9030879.00   | 0.34%             | 2036-10-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                    | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5688000 | PA      | $5726087.47   | 0.21%             | 2028-08-03      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2022-2 Ltd                                                                                         | CUSIP: 67402RBJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6006552.00   | 0.22%             | 2037-10-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO 42 Ltd                                                                             | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8006000.00   | 0.30%             | 2038-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXIII Ltd                                                                                         | CUSIP: 89642TAG8<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1008471.00   | 0.04%             | 2036-10-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 6 Ltd                                                                                             | CUSIP: 37148JAN3<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003590.00   | 0.04%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                        | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   5203330 | PA      | $5227770.95   | 0.20%             | 2044-05-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | Greywolf CLO IV Ltd                                                                                            | CUSIP: 39809TAY3<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   5800000 | PA      | $5804350.00   | 0.22%             | 2034-04-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXVII Ltd                                                                                 | CUSIP: 55821YAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007152.00   | 0.11%             | 2037-04-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                                   | Barrow Hanley CLO III Ltd                                                                                      | CUSIP: 06875VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009235.00   | 0.04%             | 2037-04-20      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak CLO 3                                                                                               | CUSIP: 72132UBA0<br>LEI: 254900Y8O8REGL3BZS62 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1906460.00   | 0.07%             | 2034-10-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                          | ICG US CLO 2024-1 Ltd                                                                                          | CUSIP: 44934DAA8<br>LEI: 213800SIU3X7HQWS6V84 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5014705.00   | 0.19%             | 2037-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXI Ltd                                                                                   | CUSIP: 55822NAE9<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | JE        |   3300000 | PA      | $3318268.80   | 0.12%             | 2037-01-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | GRACIE POINT INTERNATIONAL FUNDING 2023-1                                                                      | CUSIP: 383931AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2001065.20   | 0.07%             | 2026-09-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                            | Vista Management Holding Inc 2025 Term Loan B                                                                  | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |   4000000 | PA      | $4021660.00   | 0.15%             | 2031-04-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                                   | Barrow Hanley CLO II Ltd                                                                                       | CUSIP: 06875TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008992.00   | 0.08%             | 2035-10-20      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2024-1 Ltd                                                                                            | CUSIP: 92920EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6104100.00   | 0.23%             | 2037-04-15      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                                 | HalseyPoint CLO 3 Ltd                                                                                          | CUSIP: 40638UBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2524642.50   | 0.09%             | 2037-07-30      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                              | Sandstone Peak II Ltd                                                                                          | CUSIP: 80013TAU7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5027600.00   | 0.19%             | 2038-07-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 54 LTD                                                                                                 | CUSIP: 48256VAA9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4009064.00   | 0.15%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Saratoga Investment Corp CLO Ltd                        | Saratoga Investment Corp Senior Loan Fund 2022-1 Ltd                                                           | CUSIP: 80349PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5025095.00   | 0.19%             | 2033-10-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO 3 Ltd                                                                                           | CUSIP: 88429RAN8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3264384.50   | 0.12%             | 2038-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 20 Ltd                                                                                            | CUSIP: 370913AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1730000 | PA      | $1757190.41   | 0.07%             | 2038-01-25      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 45a Ltd                                                                                                | CUSIP: 48190AAG1<br>LEI: 2549008R44IN2IU2DG62 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $900045.00    | 0.03%             | 2035-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                               | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1073477 | PA      | $1080503.64   | 0.04%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                         | Rand Parent LLC 2025 Term Loan B                                                                               | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3989975 | PA      | $3957117.50   | 0.15%             | 2030-03-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                             | SBNA Auto Receivables Trust 2025-SF1                                                                           | CUSIP: 78437XAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2759987.45   | 0.10%             | 2031-10-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2025-1                                                                                  | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5202086.00   | 0.19%             | 2034-09-20      | Fixed         | 8.91%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXIV Ltd                                                                                          | CUSIP: 89642XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1240000 | PA      | $1252086.28   | 0.05%             | 2037-04-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-1                                                                     | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590000 | PA      | $1619548.24   | 0.06%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2024-IV Ltd                                                                                       | CUSIP: 17181WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002787.00   | 0.04%             | 2037-10-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares LV CLO Ltd                                                                                                | CUSIP: 04018DAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $759368.25    | 0.03%             | 2037-10-15      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                           | OFSI BSL XV CLO Ltd                                                                                            | CUSIP: 67121QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10034110.00  | 0.37%             | 2038-03-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PFP III                                                 | PFP 2023-10 Ltd                                                                                                | CUSIP: 69380CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     73137 | PA      | $73271.27     | 0.00%             | 2038-09-16      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 72 B Ltd                                                                            | CUSIP: 381941AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  18000000 | PA      | $18043344.00  | 0.67%             | 2037-04-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                   | Charter Communications Operating LLC 2024 Term Loan B5                                                         | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   8828151 | PA      | $8838082.56   | 0.33%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas Clo XX Ltd                                                                                            | CUSIP: 89640EAU2<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $5006400.00   | 0.19%             | 2035-07-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                 | HPS Loan Management 2021-16 Ltd                                                                                | CUSIP: 40440XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10900000 | PA      | $10913625.00  | 0.41%             | 2035-01-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 104 CLO Ltd                                                                                             | CUSIP: 26253BAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001564.00   | 0.07%             | 2034-08-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                  | Morgan Stanley Bank NA                                                                                         | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803741.85    | 0.03%             | 2028-05-26      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | TRESTLES CLO V LTD                                                                                             | CUSIP: 89532UAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8023224.00   | 0.30%             | 2034-10-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Harmony-Peace Park CLO                                  | Harmony-Peace Park CLO Ltd                                                                                     | CUSIP: 413279AC4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1504746.00   | 0.06%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2025-A                                                                          | CUSIP: 567920AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5325000 | PA      | $5461331.72   | 0.20%             | 2038-05-20      | Fixed         | 8.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Floating Rate Notes                                                                              | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36000000 | PA      | $36024288.84  | 1.35%             | 2027-04-30      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2013-III-R Ltd                                                                                    | CUSIP: 12552MAN8<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7993104.00   | 0.30%             | 2031-04-24      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                         | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6741919 | PA      | $6778861.08   | 0.25%             | 2032-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                              | Driven Brands Funding LLC                                                                                      | CUSIP: 26209XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2846554 | PA      | $2857540.96   | 0.11%             | 2052-10-20      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2023-3 Ltd                                                                             | CUSIP: 05682CAC1<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | JE        |   2620000 | PA      | $2628763.90   | 0.10%             | 2036-07-24      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2022-3 Ltd                                                                                         | CUSIP: 67401WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2514265.00   | 0.09%             | 2037-10-15      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-MGP                                                                 | CUSIP: 95003TAS2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400910.88    | 0.01%             | 2041-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2025-I                                                                                         | CUSIP: 067927AG8<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8050880.00   | 0.30%             | 2038-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 21 Ltd                                                                                           | CUSIP: 05874JAU4<br>LEI: 254900FOV48Z8K26JH50 | Long             | ABS-CBDO         | CORP              | JE        |   1030000 | PA      | $1034333.21   | 0.04%             | 2037-10-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                                                         | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4305035 | PA      | $4334348.48   | 0.16%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak, Ltd                                     | Sandstone Peak III Ltd                                                                                         | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3511291.00   | 0.13%             | 2037-04-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding Lxviii Ltd                                                                                | CUSIP: 55822XAC1<br>LEI: 213800XCOFXF5X7M9P78 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10008910.00  | 0.37%             | 2038-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2023-A                                                                              | CUSIP: 12664LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8884000 | PA      | $9657669.36   | 0.36%             | 2030-08-15      | Fixed         | 10.59%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 102 CLO Ltd                                                                                             | CUSIP: 26253TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    775000 | PA      | $777126.60    | 0.03%             | 2036-10-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO X Ltd                                                                              | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |  11520000 | PA      | $11578901.76  | 0.43%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                | Hudson River Trading LLC 2024 Term Loan B                                                                      | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   6873757 | PA      | $6899636.80   | 0.26%             | 2030-03-18      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 61 LTD                                                                                                 | CUSIP: 48257CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5016400.00   | 0.19%             | 2037-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 34 LTD                                                                                                      | CUSIP: 74988XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1011464.00   | 0.04%             | 2039-10-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                 | HPS Loan Management 2023-18 Ltd                                                                                | CUSIP: 442921AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005240.00   | 0.07%             | 2039-07-20      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2023-2 LTD                                                                                      | CUSIP: 14318GAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6350000 | PA      | $6358788.40   | 0.24%             | 2038-07-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Silver Point Capital CLO 1, Ltd                         | Silver Point CLO 1 Ltd                                                                                         | CUSIP: 828085AW0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1505866.50   | 0.06%             | 2038-01-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                             | Swedbank AB                                                                                                    | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1824000 | PA      | $1852803.81   | 0.07%             | 2029-11-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                    | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1662054.78   | 0.06%             | 2028-03-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | ARES LX CLO LTD                                                                                                | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996278.00   | 0.07%             | 2034-07-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails CLO XV Ltd                                                                                        | CUSIP: 67515BAE2<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5028225.00   | 0.19%             | 2037-01-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad Clo 25 Ltd                                                                                                 | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  13000000 | PA      | $13037076.00  | 0.49%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP 2024 First Lien Term Loan                                                                | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    180095 | PA      | $180770.36    | 0.01%             | 2031-10-31      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2023-1 Ltd                                                                                            | CUSIP: 73743CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250753.00    | 0.01%             | 2036-04-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC               | Corpay Technologies Operating Company LLC Term Loan B5                                                         | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   2713365 | PA      | $2714124.74   | 0.10%             | 2028-04-28      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                     | Affirm Master Trust                                                                                            | CUSIP: 00833BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4974441.00   | 0.19%             | 2033-02-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                              | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5010982.25   | 0.19%             | 2029-03-03      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-3 Ltd                                                                                   | CUSIP: 87122FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5787875.25   | 0.22%             | 2037-04-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities               | Multifamily Connecticut Avenue Securities Trust 2024-01                                                        | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |    624039 | PA      | $633810.17    | 0.02%             | 2054-07-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                          | Crown City CLO VI                                                                                              | CUSIP: 22823EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007586.00   | 0.04%             | 2037-07-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 68B Ltd                                                                             | CUSIP: 38181PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2001500.00   | 0.07%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-25 Ltd                                                                                | CUSIP: 117913AC7<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003135.00   | 0.11%             | 2038-01-18      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 22 Ltd                                                                                            | CUSIP: 37150DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6016380.00   | 0.22%             | 2038-07-20      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 16 Ltd                                                                                      | CUSIP: 676924AG8<br>LEI: 254900W0AHSZOPI4ZP08 | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $251168.50    | 0.01%             | 2036-10-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                          | ICG US CLO 2022-1i Ltd                                                                                         | CUSIP: 44933EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002574.00   | 0.11%             | 2035-07-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 34 Ltd                                                                      | CUSIP: 64132YBN1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5019445.00   | 0.19%             | 2039-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                 | Guggenheim Partners LLC 2024 Term Loan B                                                                       | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5890400 | PA      | $5914697.90   | 0.22%             | 2031-11-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                     | NatWest Markets PLC                                                                                            | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3959000 | PA      | $3983125.75   | 0.15%             | 2028-03-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                                               | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $708630.76    | 0.03%             | 2027-09-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | REGAL REXNORD CORP TERM LOAN A1                                                                                | CUSIP: 75883TAC4<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | LON              | CORP              | US        |    321979 | PA      | $323991.54    | 0.01%             | 2027-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp 2025 Term Loan C                                                                          | CUSIP: 22282GAQ0<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     49418 | PA      | $49541.75     | 0.00%             | 2028-11-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                        | Marathon CLO 14 Ltd                                                                                            | CUSIP: 56578HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005368.00   | 0.04%             | 2033-01-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | APIDOS CLO XLVIII Ltd                                                                                          | CUSIP: 03770XAA7<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |    150000 | PA      | $151524.90    | 0.01%             | 2037-07-25      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-RISE                                                                                             | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5297817 | PA      | $5296820.93   | 0.20%             | 2036-11-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                           | Vistra Operations Company LLC 1st Lien Term Loan B3                                                            | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   7202167 | PA      | $7221541.18   | 0.27%             | 2030-12-20      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                             | Tenneco Inc 2022 Term Loan B                                                                                   | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |   3500000 | PA      | $3464807.50   | 0.13%             | 2028-11-17      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2023-4                                                                  | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2780000 | PA      | $2851749.02   | 0.11%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                               | HUB International Limited 2025 Term Loan B                                                                     | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   3405737 | PA      | $3413791.70   | 0.13%             | 2030-06-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                            | Parallel 2023-1 Ltd                                                                                            | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5720000 | PA      | $5735020.72   | 0.21%             | 2036-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1979580.54   | 0.07%             | 2028-07-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Pasadena Performance Products, LLC                      | Pasadena Performance Products LLC Term Loan B                                                                  | CUSIP: 70230EAB0<br>LEI: 5493005DW01M0N2KWP70 | Long             | LON              | CORP              | US        |   4407136 | PA      | $4445698.81   | 0.17%             | 2032-02-27      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XXI Ltd                                                                                       | CUSIP: 83011PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505503.50   | 0.06%             | 2037-10-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate Clo 16 Ltd                                                                                            | CUSIP: 37149WAA1<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $201146.60    | 0.01%             | 2037-07-20      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | Midocean Credit CLO XV Ltd                                                                                     | CUSIP: 59801GAA9<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |   2750000 | PA      | $2786173.50   | 0.10%             | 2037-07-21      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| LACKAWANNA ENERGY CENTER LLC                            | LACKAWANNA ENERGY CENTER LLC 2025 TERM LOAN                                                                    | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |   7667000 | PA      | $7714918.75   | 0.29%             | 2032-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | FRONERI LUX FINCO SARL 2025 USD TERM LOAN                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4200000 | PA      | $4196598.00   | 0.16%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| eStruxture Issuer Limited Partnership                   | eStruxture Issuer LP                                                                                           | CUSIP: 000000000<br>LEI: 8945009YAF8AMRRYIY30 | Long             | ABS-O            | CORP              | CA        |  17700000 | PA      | $12836587.76  | 0.48%             | 2055-07-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                      | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2413000 | PA      | $2420850.12   | 0.09%             | 2028-01-31      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                        | Empower CLO 2023-2 Ltd                                                                                         | CUSIP: 29247BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502608.00    | 0.02%             | 2036-07-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                            | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    710000 | PA      | $711472.72    | 0.03%             | 2027-02-19      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 5 Ltd                                                                                                       | CUSIP: 74979VAV5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007478.00   | 0.07%             | 2039-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                               | CBAMR 2019-9 Ltd                                                                                               | CUSIP: 14987VAW9<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11153681.00  | 0.42%             | 2037-07-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                             | Columbia Cent CLO 33 Ltd                                                                                       | CUSIP: 19737PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2109282.00   | 0.08%             | 2037-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.                           | Invesco US CLO 2024-2 Ltd                                                                                      | CUSIP: 46148AAJ2<br>LEI: 213800I1JTG497RNQZ31 | Long             | ABS-CBDO         | CORP              | JE        |   3750000 | PA      | $3783780.00   | 0.14%             | 2037-07-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| AON CORPORATION                                         | Aon Corporation Term Loan A                                                                                    | CUSIP: 03739XAV1<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | LON              | CORP              | US        |    355840 | PA      | $356284.80    | 0.01%             | 2027-06-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                                       | Elmwood CLO X Ltd                                                                                              | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9019728.00   | 0.34%             | 2038-07-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2022-C                                                          | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2067763.20   | 0.08%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 25 Ltd                                                                                                | CUSIP: 00177GAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500875.00    | 0.02%             | 2035-04-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                          | Orion Clo 2023-1 Ltd                                                                                           | CUSIP: 68626EAA8<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1018544.00   | 0.04%             | 2036-10-25      | Floating      | 12.22%                | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 1 Ltd                                                                                      | CUSIP: 936919AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4047036.00   | 0.15%             | 2036-10-20      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2024-3 Ltd                                                                                      | CUSIP: 41756RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012102.00   | 0.11%             | 2038-01-18      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XV Ltd                                                                                        | CUSIP: 83012BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506000.00   | 0.06%             | 2037-10-24      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                 | ONE 2021-PARK Mortgage Trust                                                                                   | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7889424 | PA      | $7755845.80   | 0.29%             | 2036-03-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                   | Navesink Clo 3 Ltd                                                                                             | CUSIP: 63943JAA4<br>LEI: 254900HE1XRTECV6VU64 | Long             | ABS-CBDO         | CORP              | KY        |   5630000 | PA      | $5634824.91   | 0.21%             | 2037-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                           | 1988 CLO 1 Ltd                                                                                                 | CUSIP: 653937AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8270000 | PA      | $8309373.47   | 0.31%             | 2039-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 23 Ltd                                                                                                 | CUSIP: 48252YAS8<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251437.50   | 0.05%             | 2031-10-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 68B Ltd                                                                             | CUSIP: 38181PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6500000 | PA      | $6524375.00   | 0.24%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  24880813 | PA      | $24880813.20  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5010222.95   | 0.19%             | 2029-01-24      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                               | CBAMR 2018-8 Ltd                                                                                               | CUSIP: 12478CBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9750000 | PA      | $9822530.25   | 0.37%             | 2037-07-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 31 Ltd                                                                                                | CUSIP: 031929AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2380000 | PA      | $2397726.24   | 0.09%             | 2038-02-20      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| NBC Funding LLC                                         | NBC Funding LLC                                                                                                | CUSIP: 62878YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    678021 | PA      | $657887.99    | 0.02%             | 2051-07-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2025-1 Ltd                                                                                          | CUSIP: 36626AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10028850.00  | 0.37%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                                                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  14000000 | PA      | $14018197.48  | 0.52%             | 2028-02-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                              | Clover CLO 2018-1 LLC                                                                                          | CUSIP: 18914GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1456859.95   | 0.05%             | 2037-04-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| ASTORIA ENERGY LLC                                      | ASTORIA ENERGY LLC 2025 TERM LOAN B                                                                            | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |   1588889 | PA      | $1595586.06   | 0.06%             | 2032-06-23      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                        | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $254011.85    | 0.01%             | 2027-10-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                   | Bridge Street CLO IV Ltd                                                                                       | CUSIP: 107935AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3013902.00   | 0.11%             | 2037-04-20      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                       | GLS Auto Select Receivables Trust 2023-2                                                                       | CUSIP: 36269EAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5590000 | PA      | $6030564.67   | 0.23%             | 2031-02-18      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                   | Bridge Street CLO Ltd                                                                                          | CUSIP: 107922AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507734.00   | 0.06%             | 2038-04-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | CarMax Auto Owner Trust 2023-1                                                                                 | CUSIP: 14318DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2465000 | PA      | $2481814.75   | 0.09%             | 2029-01-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 4 Ltd                                                                                          | CUSIP: 09077CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    160000 | PA      | $160500.64    | 0.01%             | 2037-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 30 Ltd                                                                                                | CUSIP: 03165UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1031745 | PA      | $1037360.79   | 0.04%             | 2037-01-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                                     | Atlantic Avenue 2024-2 Ltd                                                                                     | CUSIP: 04822BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1012561.00   | 0.04%             | 2037-04-20      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                              | GC FERRY ACQUISITION I INC TERM LOAN                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5466667 | PA      | $5394069.34   | 0.20%             | 2032-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       535 | NC      | $-119709.34   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Empower CLO Ltd.                                        | Empower CLO 2024-2 Ltd                                                                                         | CUSIP: 29244PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003886.00   | 0.04%             | 2037-07-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 15 Ltd                                         | Zais Clo 15 Ltd                                                                                                | CUSIP: 98888DBC5<br>LEI: 549300BTYXZYFTGVBO58 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4295876.30   | 0.16%             | 2037-07-28      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                    | Signal Peak CLO 5 Ltd                                                                                          | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4613961.00   | 0.17%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                                 | HalseyPoint CLO 3 Ltd                                                                                          | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7687000 | PA      | $7707854.83   | 0.29%             | 2037-07-30      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                          | Crown City CLO V                                                                                               | CUSIP: 22823AAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6291743.75   | 0.23%             | 2037-04-20      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                          | CQS US CLO 2025-4 Ltd                                                                                          | CUSIP: 12674KAA3<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3015219.00   | 0.11%             | 2036-07-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                              | Sixth Street CLO XVI Ltd                                                                                       | CUSIP: 83012DAY9<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3035676.00   | 0.11%             | 2037-01-20      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXXV Ltd                                                                                             | CUSIP: 55954TAW6<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250952.75    | 0.01%             | 2036-10-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2025-1                                                                     | CUSIP: 30167MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4124496.00   | 0.15%             | 2032-09-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXIX Ltd                                                                                          | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   3240000 | PA      | $3249159.48   | 0.12%             | 2037-07-23      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CTM CLO Ltd                                             | CTM CLO 2025-1 Ltd                                                                                             | CUSIP: 12719PAG6<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |  13080000 | PA      | $13093040.76  | 0.49%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                        | Cajun Global LLC                                                                                               | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9334941 | PA      | $9138731.99   | 0.34%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman CLO 32R Ltd                                                                                   | CUSIP: 64135XAA9<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |  26000000 | PA      | $26012402.00  | 0.97%             | 2039-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                             | Citibank NA                                                                                                    | CUSIP: 17325FBR8<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6481000 | PA      | $6560125.88   | 0.24%             | 2030-05-29      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-D                                                                              | CUSIP: 22411JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5482116.20   | 0.20%             | 2031-01-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2019-3 LTD                                                                                      | CUSIP: 14314HBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5022275.00   | 0.19%             | 2037-04-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2020-3 Ltd                                                                                   | CUSIP: 69701RAY3<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |   3420000 | PA      | $3429004.86   | 0.13%             | 2036-11-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2023-3                                                                   | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1412352.98   | 0.05%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                             | Cherry Securitization Trust 2025-1                                                                             | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5625000 | PA      | $5676388.31   | 0.21%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                            | HSBC USA Inc                                                                                                   | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1881708.04   | 0.07%             | 2028-06-03      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                       | Mountain View CLO 2016-1 LLC                                                                                   | CUSIP: 62432FAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3259278.75   | 0.12%             | 2033-04-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD CAD                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $170774.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                 | Regatta 32 Funding Ltd                                                                                         | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15510000 | PA      | $15565944.57  | 0.58%             | 2038-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 16 Ltd                                                                                                 | CUSIP: 75009LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5032395.00   | 0.19%             | 2037-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO Ltd                                                                                            | CUSIP: 09075JAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4570000 | PA      | $4594358.10   | 0.17%             | 2037-07-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO XXV Ltd                                                                                          | CUSIP: 07134FAC4<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |   8450000 | PA      | $8488092.60   | 0.32%             | 2037-03-13      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                     | Brant Point Clo 2024-3 Ltd                                                                                     | CUSIP: 835937AG8<br>LEI: 254900ONWQ51D1IGDN52 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2010074.00   | 0.08%             | 2037-02-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak CLO 6                                                                                               | CUSIP: 72132YBE4<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6229025.00   | 0.23%             | 2034-05-18      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLII Ltd                                                                                  | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    621905 | PA      | $622559.70    | 0.02%             | 2030-11-21      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                       | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997378.42   | 0.11%             | 2028-03-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2025-3 Ltd                                                                                   | CUSIP: 69704GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13511596.50  | 0.50%             | 2037-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-3 Ltd                                                                                   | CUSIP: 87122FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4417956.40   | 0.16%             | 2037-04-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXVIII LTD                                                                                        | CUSIP: 89640FAG0<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003465.00   | 0.04%             | 2037-04-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                       | Park Blue CLO 2022-II Ltd                                                                                      | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |   8720000 | PA      | $8740492.00   | 0.33%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | Cifc Funding 2023-III Ltd                                                                                      | CUSIP: 12598YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $629089.38    | 0.02%             | 2037-01-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.                           | Invesco US CLO 2024-3 Ltd                                                                                      | CUSIP: 46148HAD0<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2515272.50   | 0.09%             | 2037-07-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2024-IND2                                                                        | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1494403 | PA      | $1498965.37   | 0.06%             | 2041-03-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2018-1 Ltd                                                                                            | CUSIP: 73742VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1023060.00   | 0.04%             | 2037-10-16      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox CLO IV Ltd                                                                                            | CUSIP: 96467KAN9<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |  16000000 | PA      | $16053840.00  | 0.60%             | 2036-04-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                      | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4013372.88   | 0.15%             | 2029-12-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                          | US Bank NA                                                                                                     | CUSIP: 90357PAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1323089 | PA      | $1359741.44   | 0.05%             | 2032-08-25      | Fixed         | 9.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                                                | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9885673.90   | 0.37%             | 2030-01-07      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2021-1 LTD                                                                                            | CUSIP: 73742FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10005260.00  | 0.37%             | 2034-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2024-1                                                                     | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $3960589.23   | 0.15%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 6 Ltd                                                                                         | CUSIP: 82808NAA9<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $755886.75    | 0.03%             | 2037-10-15      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc Term Loan B                                                                          | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   3987805 | PA      | $3990715.98   | 0.15%             | 2030-02-06      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| CAL Receivables LLC                                     | CAL Receivables 2022-1 LLC                                                                                     | CUSIP: 12804BAB4<br>LEI: 549300GJW1JSYKS6S265 | Long             | ABS-O            | CORP              | US        |   2054603 | PA      | $2051570.86   | 0.08%             | 2026-10-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                          | VStrong Auto Receivables Trust 2024-A                                                                          | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3118749.00   | 0.12%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2022-A                                                          | CUSIP: 80290CAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2023992 | PA      | $2068195.58   | 0.08%             | 2032-05-15      | Fixed         | 12.66%                | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 10 Ltd                                                                                        | CUSIP: 827920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5135000 | PA      | $5142389.27   | 0.19%             | 2038-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $4967175.00   | 0.19%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2023-3                                                                              | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3321943.63   | 0.12%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | Cifc Funding 2023-III Ltd                                                                                      | CUSIP: 12598YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009712.00   | 0.04%             | 2037-01-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Floating Rate Notes                                                                              | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37819000 | PA      | $37814353.18  | 1.41%             | 2027-01-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| ARES LXVIII CLO Ltd                                     | Ares LXVIII CLO Ltd                                                                                            | CUSIP: 039942AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4560000 | PA      | $4583429.28   | 0.17%             | 2037-07-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2024-1 Ltd                                                                                      | CUSIP: 41755WAJ9<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6542724.50   | 0.24%             | 2037-04-18      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO XXVIII Ltd                                                                                       | CUSIP: 07135AAJ9<br>LEI: 254900K9YOEPQ9A3OV72 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5022800.00   | 0.19%             | 2038-01-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                  | CUSIP: 172967DS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4217000 | PA      | $3788480.60   | 0.14%             | 2036-08-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 11 Ltd                                                                                        | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8300000 | PA      | $8307121.40   | 0.31%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-32 Ltd                                                                                            | CUSIP: 67570DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5087215.00   | 0.19%             | 2037-04-23      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | Rio Tinto Finance USA PLC                                                                                      | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1844000 | PA      | $1858455.82   | 0.07%             | 2028-03-14      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                                    | Steele Creek CLO 2022-1 Ltd                                                                                    | CUSIP: 85816FAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11127930.00  | 0.42%             | 2038-04-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                 | CUSIP: 61747YFW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6087844.98   | 0.23%             | 2029-04-12      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                 | HPS Loan Management 2024-19 Ltd                                                                                | CUSIP: 442924AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9750000 | PA      | $9781843.50   | 0.37%             | 2037-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                          | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                               | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   7663490 | PA      | $7675674.95   | 0.29%             | 2030-06-24      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2023 Term Loan J                                                                                 | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7979849 | PA      | $8012446.55   | 0.30%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                 | Korea National Oil Corp                                                                                        | CUSIP: 50065LAK6<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    302000 | PA      | $303624.76    | 0.01%             | 2027-09-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 17 Ltd                                                                                      | CUSIP: 67109SAG2<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $502754.00    | 0.02%             | 2037-04-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                          | VStrong Auto Receivables Trust 2024-A                                                                          | CUSIP: 92891PAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010000 | PA      | $3085917.02   | 0.12%             | 2030-07-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                          | Crown City CLO V                                                                                               | CUSIP: 22823AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2013578.00   | 0.08%             | 2037-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-A                                                                       | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1544346.20   | 0.06%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                           | DailyPay Securitization Trust 2025-1                                                                           | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5725000 | PA      | $5742741.20   | 0.21%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                               | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2124673 | PA      | $2169371.38   | 0.08%             | 2032-05-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo XXXIII Ltd                                                                         | CUSIP: 08179DAJ8<br>LEI: 254900IWSSBPCATK8N78 | Long             | ABS-CBDO         | CORP              | JE        |   7750000 | PA      | $7807590.25   | 0.29%             | 2036-01-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 61 LTD                                                                                                 | CUSIP: 48257CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2980000 | PA      | $3000216.32   | 0.11%             | 2037-07-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                                               | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   6000000 | PA      | $6109897.56   | 0.23%             | 2030-07-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                             | Federal Home Loan Mortgage Corp                                                                                | CUSIP: 3134HBTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  41500000 | PA      | $41501190.22  | 1.55%             | 2028-05-23      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                         | Stream Innovations 2025-1 Issuer Trust                                                                         | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5422174 | PA      | $5435901.73   | 0.20%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO 2022-I Ltd                                                                                        | CUSIP: 81785CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2024124.00   | 0.08%             | 2038-01-20      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| Fidelity Investments                                    | Fidelity Investments Money Market Government Portfolio                                                         | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    795600 | NS      | $795600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AB BSL CLO                                              | AB BSL CLO 6 Ltd                                                                                               | CUSIP: 00039LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5024285.00   | 0.19%             | 2037-07-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares XLIII CLO Ltd                                                                                             | CUSIP: 04016PBA5<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3533509.00   | 0.13%             | 2038-01-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2025-1 Ltd                                                                                          | CUSIP: 36626AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18100000 | PA      | $18174897.80  | 0.68%             | 2037-07-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp 2025 Term Loan B                                                                          | CUSIP: 22282GAP2<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    897582 | PA      | $899825.75    | 0.03%             | 2028-11-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2022-A                                                                              | CUSIP: 12659WAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7921712.00   | 0.30%             | 2029-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2021-4                                                                       | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $979917.10    | 0.04%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                                 | NGC CLO 2 LTD                                                                                                  | CUSIP: 652942AJ2<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7029106.00   | 0.26%             | 2038-04-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                     | Novelis Corporation 2025 Term Loan B                                                                           | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   4987500 | PA      | $5010367.69   | 0.19%             | 2032-03-11      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2023-1 Ltd                                                                                            | CUSIP: 92920FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4730000 | PA      | $4757925.92   | 0.18%             | 2037-01-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                                   | Rockland Park CLO Ltd                                                                                          | CUSIP: 77366PAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5025000.00   | 0.19%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                       | Park Blue Clo 2024-V Ltd                                                                                       | CUSIP: 70019CAA3<br>LEI: 213800H9UFJ6SS8AMF70 | Long             | ABS-CBDO         | CORP              | KY        |   6015000 | PA      | $6035228.45   | 0.23%             | 2037-07-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2025-6 Ltd                                                                                   | CUSIP: 87122HAA0<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15003885.00  | 0.56%             | 2038-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                          | ICG US CLO 2024-R1 Ltd                                                                                         | CUSIP: 44934XAG1<br>LEI: 21380029WPUQLKIPJJ57 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2270250.00   | 0.08%             | 2038-01-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                                                       | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $8470829.70   | 0.32%             | 2042-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                    | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    818000 | PA      | $818167.89    | 0.03%             | 2025-09-04      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                        | Empower CLO 2023-2 Ltd                                                                                         | CUSIP: 29247BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003554.00   | 0.04%             | 2036-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 115 CLO Ltd                                                                                             | CUSIP: 26248DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5090000 | PA      | $5109693.21   | 0.19%             | 2037-04-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 12 Ltd                                                                                         | CUSIP: 09090MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $11978040.00  | 0.45%             | 2038-04-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2023-3                                                                              | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1137942.30   | 0.04%             | 2030-12-16      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                         | Stream Innovations 2024-2 Issuer Trust                                                                         | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4723566 | PA      | $4753276.55   | 0.18%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Polus Capital Management                                | POLUS US CLO I Ltd                                                                                             | CUSIP: 73163EAL3<br>LEI: 254900NPT7G7FAJXZS09 | Long             | ABS-CBDO         | CORP              | BM        |   2800000 | PA      | $2816332.40   | 0.11%             | 2037-10-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                        | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1142392.99   | 0.04%             | 2028-03-01      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                     | Eaton Vance CLO 2019-1 Ltd                                                                                     | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507030.00   | 0.09%             | 2037-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                       | Kommunalbanken AS                                                                                              | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  18300000 | PA      | $18306574.64  | 0.68%             | 2029-04-09      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                        | CUSIP: 44891ADT1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9046535.58   | 0.34%             | 2030-03-27      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2025-1 Ltd                                                                                  | CUSIP: 77341BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2570000 | PA      | $2576589.48   | 0.10%             | 2038-03-31      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| PFP III                                                 | PFP 2025-12 Ltd                                                                                                | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4040000 | PA      | $4052625.00   | 0.15%             | 2042-12-18      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                             | SBNA Auto Receivables Trust 2024-A                                                                             | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5794394.28   | 0.22%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                                    | Arini US CLO I Ltd                                                                                             | CUSIP: 04039AAC8<br>LEI: 2549005XY5NLS2UWEM64 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2632416.80   | 0.10%             | 2038-04-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                                          | Octagon 66 Ltd                                                                                                 | CUSIP: 67577WAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3024684.00   | 0.11%             | 2036-11-16      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                                                          | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2285141.76   | 0.09%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.                           | INVESCO US CLO 2025-1 LTD                                                                                      | CUSIP: 46151MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2816786.00   | 0.11%             | 2038-07-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 20 Ltd                                                                                           | CUSIP: 05876DAG6<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496486.00    | 0.02%             | 2036-10-15      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-ROIC                                                                                             | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5996612 | PA      | $5992550.79   | 0.22%             | 2030-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                       | Park Blue CLO 2025-VII Ltd                                                                                     | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20008000.00  | 0.75%             | 2038-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 61 LTD                                                                                                 | CUSIP: 48257CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12480000 | PA      | $12494227.20  | 0.47%             | 2037-07-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2024-1                                                                   | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4790035.85   | 0.18%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares LXIII CLO Ltd                                                                                             | CUSIP: 039937AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10008590.00  | 0.37%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 1 Ltd                                                                                      | CUSIP: 936919AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5017740.00   | 0.19%             | 2036-10-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 27 Ltd                                                                                                 | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1460000 | PA      | $1466099.88   | 0.05%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 14 Ltd                                                                                         | CUSIP: 09090PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018570.00   | 0.19%             | 2037-07-22      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                             | SBNA Auto Receivables Trust 2024-A                                                                             | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4860000 | PA      | $5087458.69   | 0.19%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                 | HPS Loan Management 2025-26 Ltd                                                                                | CUSIP: 44333RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8041112.00   | 0.30%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO 42 Ltd                                                                             | CUSIP: 08187LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3204000.00   | 0.12%             | 2038-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                       | PARK BLUE CLO 2023-III LTD                                                                                     | CUSIP: 70019AAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12250000 | PA      | $12302491.25  | 0.46%             | 2038-04-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 23 Ltd                                                                                                | CUSIP: 00177JBW4<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |  16300000 | PA      | $16351834.00  | 0.61%             | 2038-07-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B67299329 CDS USD R V 03MEVENT 467299331 CCPCDX / Short: B67299329 CDS USD P F  1.00000 467299330 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 347553000 | OU      | $-7931484.99  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2024-1 Ltd                                                                                      | CUSIP: 41755XAA6<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1757854.00   | 0.07%             | 2037-04-18      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-2                                                                     | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8742000 | PA      | $8945022.46   | 0.33%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 30 Ltd                                                                                                | CUSIP: 03165UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2440000 | PA      | $2478930.20   | 0.09%             | 2037-01-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                                                           | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2066509.76   | 0.08%             | 2026-10-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 6 Ltd                                                                                      | CUSIP: 93656EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6025000 | PA      | $6054076.65   | 0.23%             | 2038-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                                               | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003283.06   | 0.04%             | 2027-09-10      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP 2024 Term Loan B                                                                         | CUSIP: 17288YAM4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     99250 | PA      | $99622.19     | 0.00%             | 2030-07-29      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 83 CLO Ltd                                                                                              | CUSIP: 26246EAN8<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   3355000 | PA      | $3366715.66   | 0.13%             | 2037-04-18      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc 2025 Term Loan B                                                                              | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   5927731 | PA      | $5938727.14   | 0.22%             | 2032-01-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                          | Westlake Flooring Master Trust                                                                                 | CUSIP: 96043GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7690000 | PA      | $7726113.78   | 0.29%             | 2028-02-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2025-1 Ltd                                                                                   | CUSIP: 09205AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10056920.00  | 0.38%             | 2038-07-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXVIII Ltd                                                                         | CUSIP: 08179KAN3<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |   6500000 | PA      | $6515275.00   | 0.24%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JUMP FINANCIAL LLC                                      | Jump Financial LLC 2025 Term Loan B                                                                            | CUSIP: 48138UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2794995 | PA      | $2801982.49   | 0.10%             | 2032-02-26      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                      | Tikehau US CLO VII Ltd                                                                                         | CUSIP: 88677FAG8<br>LEI: 254900CXO5NATO3A5N33 | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $5017425.00   | 0.19%             | 2038-02-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LVIII Ltd                                                                                 | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6360000 | PA      | $6414060.00   | 0.24%             | 2037-04-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-5                                                                     | CUSIP: 30168DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6515000 | PA      | $6641619.68   | 0.25%             | 2029-01-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                                 | NGC CLO 2 LTD                                                                                                  | CUSIP: 652942AN3<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4709348.30   | 0.18%             | 2038-04-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXIX Ltd                                                                                          | CUSIP: 89643BAJ0<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   3780000 | PA      | $3800102.04   | 0.14%             | 2037-07-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital Clo 6 Ltd                                                                                     | CUSIP: 25255UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3545031.00   | 0.13%             | 2037-04-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                          | US Bank NA                                                                                                     | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2682048 | PA      | $2676865.51   | 0.10%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                         | Allegro CLO V-S Ltd                                                                                            | CUSIP: 01750RAN0<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3023826.00   | 0.11%             | 2037-07-24      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                             | Columbia Cent CLO 34 Ltd                                                                                       | CUSIP: 19738MAQ3<br>LEI: 254900PPDK716J78RD92 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3013749.00   | 0.11%             | 2038-01-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2023-N4                                                                         | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2325000 | PA      | $2423445.62   | 0.09%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.                           | Invesco US CLO 2024-3 Ltd                                                                                      | CUSIP: 46148HAE8<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $756174.75    | 0.03%             | 2037-07-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc 2024 Term Loan                                                                                  | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |  13109710 | PA      | $13132455.72  | 0.49%             | 2031-04-16      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                            | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6089994.42   | 0.23%             | 2029-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | CITIBANK NA DDCA                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |     88400 | NS      | $88400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 31 Ltd                                                                                                | CUSIP: 03166GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3517146.50   | 0.13%             | 2038-02-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 24 Ltd                                                                                                 | CUSIP: 00119AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $6012702.00   | 0.22%             | 2038-03-31      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-1                                                                     | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5900000 | PA      | $6700602.27   | 0.25%             | 2030-09-16      | Fixed         | 12.07%                | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2023 Term Loan B11                                                                                 | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   6143240 | PA      | $6095875.42   | 0.23%             | 2028-08-19      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy 31 Clo Ltd                                                                                              | CUSIP: 36320HAS8<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4004972.00   | 0.15%             | 2038-07-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                             | Host Hotels & Resorts LP 2023 Term Loan A2                                                                     | CUSIP: 44107UBN2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | LON              |  | US        |    917000 | PA      | $914707.50    | 0.03%             | 2028-01-04      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                         | CUSIP: 44644NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3516369 | PA      | $3600341.09   | 0.13%             | 2032-05-20      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                        | Empower CLO 2023-2 Ltd                                                                                         | CUSIP: 29247BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6021576.00   | 0.22%             | 2036-07-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                                              | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   4987500 | PA      | $4994108.44   | 0.19%             | 2029-02-01      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                    | Perimeter Master Note Business Trust                                                                           | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7463490.00   | 0.28%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-4 Ltd                                                                                   | CUSIP: 870923AJ8<br>LEI: 5493000NGQSA68NFD567 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5562870.50   | 0.21%             | 2036-10-20      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point Clo 4 Ltd                                                                                         | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |  30000000 | PA      | $30093840.00  | 1.12%             | 2037-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                         | WHARF Commercial Mortgage Trust 2025-DC                                                                        | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7119722.40   | 0.27%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                        | Empower CLO 2024-2 Ltd                                                                                         | CUSIP: 29248KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100780.40    | 0.00%             | 2037-07-15      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                                                          | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3007394.49   | 0.11%             | 2027-01-07      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                          | VStrong Auto Receivables Trust 2023-A                                                                          | CUSIP: 92920CAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2174962.20   | 0.08%             | 2030-02-15      | Fixed         | 9.31%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2023-2 Ltd                                                                             | CUSIP: 05766JAJ0<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008521.00   | 0.04%             | 2036-10-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                         | Vibrant Clo XR Ltd                                                                                             | CUSIP: 92563MAJ6<br>LEI: 254900WDQ070GAG88491 | Long             | ABS-CBDO         | CORP              | JE        |   2920000 | PA      | $2963402.88   | 0.11%             | 2036-04-20      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 26 Ltd                                                                                                 | CUSIP: 00852JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    650000 | PA      | $650032.50    | 0.02%             | 2036-10-21      | Floating      | 12.57%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                   | CUSIP: 251526DC0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4703000 | PA      | $4705412.50   | 0.18%             | 2031-08-04      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                              | Driven Brands Funding LLC                                                                                      | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1839147 | PA      | $1810851.66   | 0.07%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2023-2 Ltd                                                                                         | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10033420.00  | 0.37%             | 2038-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                             | Post Road Equipment Finance 2025-1 LLC                                                                         | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3382486.96   | 0.13%             | 2032-05-17      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 55 Ltd                                                                      | CUSIP: 640969AC5<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-CBDO         | CORP              | JE        |  14000000 | PA      | $14032536.00  | 0.52%             | 2038-04-22      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8692895 | PA      | $8697636.29   | 0.32%             | 2045-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                        | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |   1364375 | PA      | $1365994.10   | 0.05%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 16 Ltd                                                                                      | CUSIP: 676924AJ2<br>LEI: 254900W0AHSZOPI4ZP08 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1005457.00   | 0.04%             | 2036-10-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                            | CUSIP: 025816EA3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6027675.78   | 0.23%             | 2031-01-30      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       375 | NC      | $47152.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 47 Ltd                                                                                                 | CUSIP: 48190EAA6<br>LEI: 254900X4Y2IUWMENHX76 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1279360.00   | 0.05%             | 2038-01-15      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2024-5 Ltd                                                                                   | CUSIP: 87122YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1010000 | PA      | $1011907.89   | 0.04%             | 2036-04-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC Clo 28 Ltd                                                                                                | CUSIP: 03166HAL0<br>LEI: 254900FC26PFUHBI9J88 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6801475.50   | 0.25%             | 2037-07-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit Clo 2024-5 Ltd                                                                             | CUSIP: 056913AA4<br>LEI: 254900DFJJFRPOS1CT48 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $508563.00    | 0.02%             | 2037-10-21      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2022-B                                                                              | CUSIP: 12663BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4563225.45   | 0.17%             | 2029-10-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                      | Wind River 2024-1 CLO Ltd                                                                                      | CUSIP: 97317AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18700000 | PA      | $18755894.30  | 0.70%             | 2037-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                        | Empower CLO 2023-2 Ltd                                                                                         | CUSIP: 29247BAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1157840.70   | 0.04%             | 2036-07-15      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                              | Sixth Street CLO XVI Ltd                                                                                       | CUSIP: 83012EAE1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5045790.00   | 0.19%             | 2037-01-20      | Floating      | 11.74%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman CLO XVII Ltd                                                                                  | CUSIP: 64129VAQ6<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1018355.00   | 0.04%             | 2038-07-22      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                                                       | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2008247 | PA      | $2028504.01   | 0.08%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                                     | Atlantic Avenue 2023-1 Ltd                                                                                     | CUSIP: 04822FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9900000 | PA      | $9953143.20   | 0.37%             | 2036-10-20      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | 519525947 LAC                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        | 125000000 | NC      | $137405.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                        | Empower CLO 2023-1 Ltd                                                                                         | CUSIP: 29244CAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4102048.00   | 0.15%             | 2038-04-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                         | Vibrant CLO XVI Ltd                                                                                            | CUSIP: 925930BA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3250000 | PA      | $3259759.75   | 0.12%             | 2036-07-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings Clo Ltd 2023-I                                                                                         | CUSIP: 06762HAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999502.00    | 0.04%             | 2038-04-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                   | LoanCore 2025 2025-CRE8 Issuer LLC                                                                             | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4800000 | PA      | $4804228.08   | 0.18%             | 2042-08-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust         | FORTIVA RETAIL PRIME MASTER                                                                                    | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4610120.00   | 0.17%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                              | AVIS BUDGET CAR RENTAL LLC 2025 TERM LOAN B                                                                    | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   5281000 | PA      | $5263678.32   | 0.20%             | 2032-07-16      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLII Ltd                                                                                  | CUSIP: 04966HAE6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1103612.40   | 0.04%             | 2030-11-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Kinetic Advantage Master Owner Trust                    | Kinetic Advantage Master Owner Trust                                                                           | CUSIP: 49462DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8205000 | PA      | $8227097.71   | 0.31%             | 2027-11-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO IX Ltd                                                                                           | CUSIP: 07132EAU9<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |  13280000 | PA      | $13298379.52  | 0.50%             | 2031-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM IX Ltd                                                                                                    | CUSIP: 67109KBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7019453.00   | 0.26%             | 2031-10-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO III Ltd                                                                                             | CUSIP: 14686WBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5971080.00   | 0.22%             | 2032-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 6 Ltd                                                                                          | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10030130.00  | 0.37%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                                   | Marble Point CLO XV Ltd                                                                                        | CUSIP: 56606YBA2<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   6390000 | PA      | $6398901.27   | 0.24%             | 2032-07-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                           | 1988 CLO 6 Ltd                                                                                                 | CUSIP: 65443VAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8401867.50   | 0.31%             | 2038-04-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | ARES XLIV CLO Ltd                                                                                              | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5350000 | PA      | $5363375.00   | 0.20%             | 2034-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                 | Verdant Receivables 2025-1 LLC                                                                                 | CUSIP: 92340GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2812443.15   | 0.11%             | 2033-05-12      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 15 Ltd                                                                                            | CUSIP: 37147XAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4500000 | PA      | $4535190.00   | 0.17%             | 2037-07-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 9 Ltd                                                                                         | CUSIP: 82810LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2060118.00   | 0.08%             | 2038-03-31      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2025-6 Ltd                                                                                   | CUSIP: 87122HAE2<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2559042.30   | 0.10%             | 2038-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                          | ICG US CLO 2025-1 Ltd                                                                                          | CUSIP: 448982AJ7<br>LEI: 213800BCHLSBMDBGXD58 | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8280937.50   | 0.31%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2021-10 LTD                                                                                     | CUSIP: 14316YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5017670.00   | 0.19%             | 2038-01-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS LLC                          | Reynolds Consumer Products LLC 2025 Term Loan B                                                                | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |   4750000 | PA      | $4776742.50   | 0.18%             | 2032-03-04      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Term Loan B9                                                                                  | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   6816913 | PA      | $6823593.53   | 0.25%             | 2027-07-31      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                 | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   5416000 | PA      | $5367399.04   | 0.20%             | 2027-09-13      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                       | Park Blue CLO 2022-1 Ltd                                                                                       | CUSIP: 70016WAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9050000 | PA      | $9070181.50   | 0.34%             | 2037-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXVII LTD                                                                                         | CUSIP: 89642VAG3<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |   1376189 | PA      | $1385852.60   | 0.05%             | 2037-04-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO Ltd                                                                                | CUSIP: 08182DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6518427.50   | 0.24%             | 2038-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2016-3 Ltd                                                                                            | CUSIP: 92915HBA0<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |    630000 | PA      | $630766.08    | 0.02%             | 2031-10-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust               | Santander Consumer Auto Receivables Trust 2021-A                                                               | CUSIP: 80282YAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4529654.10   | 0.17%             | 2028-08-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                 | Corebridge Global Funding                                                                                      | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $2067964.66   | 0.08%             | 2028-01-07      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                       | Park Blue CLO 2023-IV Ltd                                                                                      | CUSIP: 699917AE0<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4024128.00   | 0.15%             | 2037-01-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                    | Flutter Financing BV 2025 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   3533000 | PA      | $3538882.45   | 0.13%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2025-1 Ltd                                                                                   | CUSIP: 09205AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7050533.00   | 0.26%             | 2038-07-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2023-4                                                                       | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2193000 | PA      | $2270664.44   | 0.08%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 18 Ltd                                                                                      | CUSIP: 67706JAL8<br>LEI: 254900NGFKJYUCJCAJ59 | Long             | ABS-CBDO         | CORP              | BM        |    350000 | PA      | $352615.90    | 0.01%             | 2037-04-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point Clo 8 Ltd                                                                                         | CUSIP: 827918AC7<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10004280.00  | 0.37%             | 2038-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2024-1 Ltd                                                                                            | CUSIP: 73743EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5021260.00   | 0.19%             | 2037-04-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd                                            | Wise CLO 2025-2 Ltd                                                                                            | CUSIP: 97720BAE0<br>LEI: 254900ZU603JTA5IWP64 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7040460.00   | 0.26%             | 2038-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                         | TEXAS Commercial Mortgage Trust 2025-TWR                                                                       | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6100000 | PA      | $6107934.88   | 0.23%             | 2042-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                                 | Barrow Hanley CLO I Ltd                                                                                        | CUSIP: 068751AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6200000 | PA      | $6206547.20   | 0.23%             | 2038-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | 511717868 LAC                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        | 425000000 | NC      | $220651.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2023-20 Ltd                                                                                | CUSIP: 117919AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8450000 | PA      | $8475966.85   | 0.32%             | 2038-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank NA - SBCLN                                                                                      | CUSIP: 80290CAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591448 | PA      | $591772.11    | 0.02%             | 2031-12-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                         | Katayma CLO II Ltd                                                                                             | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |   2220000 | PA      | $2241787.08   | 0.08%             | 2037-04-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| First Eagle Investment Management LLC                   | First Eagle Investment Management LLC 2024 Term Loan B2                                                        | CUSIP: 05554JAJ6<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   8462342 | PA      | $8467208.07   | 0.32%             | 2029-03-05      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VII Ltd                                                                                           | CUSIP: 39809AAC2<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250638.25    | 0.01%             | 2031-10-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2025-7 Ltd                                                                                   | CUSIP: 87122LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5025695.00   | 0.19%             | 2038-08-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital CLO 4 Ltd                                                                                     | CUSIP: 25255NAQ1<br>LEI: 25490087B17FBD0ODC27 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20079000.00  | 0.75%             | 2037-01-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2023-C                                                                              | CUSIP: 223928AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4356057.90   | 0.16%             | 2029-10-15      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                          | Crown City CLO V                                                                                               | CUSIP: 22823AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5315841.70   | 0.20%             | 2037-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 3 Ltd                                                                                             | CUSIP: 98625VAN0<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $702849.70    | 0.03%             | 2036-10-20      | Floating      | 12.15%                | No            |                  2 | On Loan: No      |
| AB BSL CLO                                              | AB BSL CLO 6 Ltd                                                                                               | CUSIP: 00039MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6015366.00   | 0.22%             | 2037-07-20      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                        | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |   3633333 | PA      | $3651522.15   | 0.14%             | 2044-08-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                         | Katayma CLO I Ltd                                                                                              | CUSIP: 48585JAA8<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2008206.00   | 0.07%             | 2036-10-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-LUNR                                                                                             | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14200000 | PA      | $14263919.88  | 0.53%             | 2040-06-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                             | Columbia Cent CLO 33 Ltd                                                                                       | CUSIP: 19737PAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2014140.00   | 0.08%             | 2037-04-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Regatta XIII Funding LLC                                | Regatta XIII Funding Ltd                                                                                       | CUSIP: 75888FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1705000 | PA      | $1710338.36   | 0.06%             | 2031-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                              | GC FERRY ACQUISITION I INC DELAYED DRAW TERM LOAN                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    933333 | PA      | $920938.66    | 0.03%             | 2032-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2024-III Ltd                                                                                      | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4017792.00   | 0.15%             | 2037-07-21      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                                        | DRW Holdings LLC 2024 Term Loan B                                                                              | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   4921440 | PA      | $4927591.80   | 0.18%             | 2031-06-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran CAVU 2022-1 Ltd                                                                                       | CUSIP: 89624RAE9<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1757605.50   | 0.07%             | 2037-10-22      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak CLO 9                                                                                               | CUSIP: 72134AAS4<br>LEI: 549300284I6A3LHC6S83 | Long             | ABS-CBDO         | CORP              | KY        |   9100000 | PA      | $9111375.00   | 0.34%             | 2038-10-27      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                                     | Atlantic Avenue 2024-3 Ltd                                                                                     | CUSIP: 04822JAE6<br>LEI: 254900YNF4JP0FNPPH69 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2508600.00   | 0.09%             | 2035-01-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Collateralized Loan Obligation Ltd                                                                | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1940000 | PA      | $1943447.28   | 0.07%             | 2041-01-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                    | Charter Communications Operating LLC 2023 Term Loan B4                                                         | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   6589276 | PA      | $6587002.65   | 0.25%             | 2030-12-07      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-I Ltd                                                                                        | CUSIP: 12553BAG6<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $760769.25    | 0.03%             | 2037-10-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 35 Ltd                                                                                                 | CUSIP: 00852KAA2<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503585.00   | 0.06%             | 2038-01-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                            | First Advantage Holdings LLC 2024 Term Loan B                                                                  | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   5955658 | PA      | $5984840.58   | 0.22%             | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc 2025 Term Loan B                                                                         | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   3325000 | PA      | $3326246.88   | 0.12%             | 2032-02-10      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                           | Blackstone Mortgage Trust Inc 2025 Term Loan B6                                                                | CUSIP: 09259GAH6<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   5110000 | PA      | $5139791.30   | 0.19%             | 2030-12-10      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2021-2 Ltd                                                                                       | CUSIP: 95023AAA8<br>LEI: 2549005MTORTL04RYQ32 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000849.00   | 0.11%             | 2034-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                         | Trans Union LLC 2024 Term Loan B9                                                                              | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1535143 | PA      | $1538312.93   | 0.06%             | 2031-06-24      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2021-3 Ltd                                                                             | CUSIP: 05683NAL6<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4504311.00   | 0.17%             | 2034-07-24      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                               | ALA Trust 2025-OANA                                                                                            | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3320000 | PA      | $3344278.50   | 0.12%             | 2040-06-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2024-1 Ltd                                                                                  | CUSIP: 77342CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2523785.00   | 0.09%             | 2037-04-20      | Floating      | 11.80%                | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2020-4                                                                              | CUSIP: 33845XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $989840.70    | 0.04%             | 2028-07-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2022-1 Ltd                                                                                   | CUSIP: 09203BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2012512.00   | 0.08%             | 2035-10-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Long Point Park CLO Ltd                                 | Long Point Park CLO Ltd                                                                                        | CUSIP: 542798AE3<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001580.00   | 0.04%             | 2030-01-17      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                         | SEB Funding LLC                                                                                                | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4961565 | PA      | $4872078.21   | 0.18%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust              | Mercury Financial Credit Card Master Trust                                                                     | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6700000 | PA      | $6745304.73   | 0.25%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2380000 | PA      | $2383719.94   | 0.09%             | 2045-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                     | Calpine Corporation 2024 Term Loan B5                                                                          | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   6600000 | PA      | $6605511.00   | 0.25%             | 2032-02-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                              | 1345T 2025-AOA                                                                                                 | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2660000 | PA      | $2668444.44   | 0.10%             | 2030-06-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.                           | Invesco CLO 2022-3 Ltd                                                                                         | CUSIP: 46146VAL3<br>LEI: 254900JVSF4JLNP9YV71 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1756434.75   | 0.07%             | 2037-10-22      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | ARES LX CLO LTD                                                                                                | CUSIP: 04018FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3252453.75   | 0.12%             | 2034-07-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXXII Ltd                                                                                         | CUSIP: 89642QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7538542.50   | 0.28%             | 2038-07-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc 2025 Term Loan                                                                           | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   4987500 | PA      | $4973784.38   | 0.19%             | 2028-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                          | Murphy USA Inc Term Loan B                                                                                     | CUSIP: 62675KAB5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | LON              | CORP              | US        |   3205000 | PA      | $3237050.00   | 0.12%             | 2032-04-07      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                 | Securitized Term Auto Receivables Trust                                                                        | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   3713976 | PA      | $3767491.08   | 0.14%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-A                                                                       | CUSIP: 00834BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2310000 | PA      | $2331659.95   | 0.09%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                         | CUSIP: 44644NAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2568097 | PA      | $2597365.12   | 0.10%             | 2032-10-20      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                                    | Arini US CLO I Ltd                                                                                             | CUSIP: 04039AAE4<br>LEI: 2549005XY5NLS2UWEM64 | Long             | ABS-CBDO         | CORP              | KY        |   9300000 | PA      | $9471919.80   | 0.35%             | 2038-04-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                                                      | CUSIP: 38410JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007374.40   | 0.04%             | 2027-03-01      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 5 Ltd                                                                                                       | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004735.00   | 0.04%             | 2039-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust               | TCO Commercial Mortgage Trust 2024-DPM                                                                         | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $3858207.43   | 0.14%             | 2039-12-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                                 | Barrow Hanley CLO I Ltd                                                                                        | CUSIP: 068751AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3516527.00   | 0.13%             | 2038-01-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2024-1 Ltd                                                                                   | CUSIP: 09204UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   8000000 | PA      | $8030184.00   | 0.30%             | 2037-10-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 6 Ltd                                                                                      | CUSIP: 93656HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6028134.00   | 0.23%             | 2038-07-20      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXVI Ltd                                                                                          | CUSIP: 89642PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $5086770.00   | 0.19%             | 2038-07-20      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc 2024 Term Loan B8                                                                         | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    397277 | PA      | $398377.11    | 0.01%             | 2030-06-22      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman CLO XXII Ltd                                                                                  | CUSIP: 64131BAS2<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2014228.00   | 0.08%             | 2038-04-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                            | Drive Auto Receivables Trust 2024-1                                                                            | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2330000 | PA      | $2353637.38   | 0.09%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                              | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201773.20    | 0.01%             | 2028-11-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                             | Island Finance Trust 2025-1                                                                                    | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6910000 | PA      | $6997761.15   | 0.26%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | ARES LII CLO Ltd                                                                                               | CUSIP: 04009ABE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3075000 | PA      | $3076845.00   | 0.11%             | 2031-04-22      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point Clo 8 Ltd                                                                                         | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5751725.00   | 0.21%             | 2038-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD CAD                                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $25414.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust             | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                             | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6950000 | PA      | $6987833.02   | 0.26%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                    | Sagard-Halseypoint Clo 8 Ltd                                                                                   | CUSIP: 78662AAE2<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |   5625000 | PA      | $5594715.00   | 0.21%             | 2038-01-30      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO VIII Ltd                                                                                      | CUSIP: 83012VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2380950 | PA      | $2386159.52   | 0.09%             | 2034-10-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                       | GLS Auto Select Receivables Trust 2023-1                                                                       | CUSIP: 36267FAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2130226.20   | 0.08%             | 2030-07-15      | Fixed         | 7.93%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 7 LTD                                                                                         | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015925.00   | 0.19%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                                                             | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    938000 | PA      | $942696.95    | 0.04%             | 2027-09-11      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2023-1 Ltd                                                                                  | CUSIP: 138928AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1014263.00   | 0.04%             | 2036-10-15      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                         | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4178362 | PA      | $4196706.29   | 0.16%             | 2032-10-20      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                     | Sandstone Peak Ltd                                                                                             | CUSIP: 800130AS5<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252587.50   | 0.05%             | 2034-10-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-3                                                                     | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6004000 | PA      | $6551324.64   | 0.24%             | 2031-01-15      | Fixed         | 9.98%                 | No            |                  2 | On Loan: No      |
| Davis Park CLO                                          | Davis Park CLO Ltd                                                                                             | CUSIP: 239088AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6500000 | PA      | $6532142.50   | 0.24%             | 2038-07-20      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 30 Ltd                                                                                                | CUSIP: 03165UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1053015.60   | 0.04%             | 2037-01-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                                                           | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5613000 | PA      | $5617892.29   | 0.21%             | 2041-08-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2023-1                                                                              | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728000 | PA      | $742855.13    | 0.03%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                       | Sunbit Asset Securitization Trust 2025-1                                                                       | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4670000 | PA      | $4673441.79   | 0.17%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate Clo 13 Ltd                                                                                            | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   4950000 | PA      | $4977828.90   | 0.19%             | 2037-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2024-1 Ltd                                                                                            | CUSIP: 73743EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5032775.00   | 0.19%             | 2037-04-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                               | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5072781.90   | 0.19%             | 2029-04-23      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                        | Bayview Opportunity Master Fund VII Trust 2024-SN1                                                             | CUSIP: 072926AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2060752.60   | 0.08%             | 2029-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2024-3 Receivables Funding LLC                                                                | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2184850 | PA      | $2189962.61   | 0.08%             | 2041-08-20      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                    | New Mountain CLO 7 Ltd                                                                                         | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14965770.00  | 0.56%             | 2038-03-31      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                | Huntington National Bank/The                                                                                   | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   3777000 | PA      | $3777430.16   | 0.14%             | 2028-04-12      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                  | Northwoods Capital 22 Ltd                                                                                      | CUSIP: 66858HBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1070000 | PA      | $1085206.84   | 0.04%             | 2031-09-16      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                     | Hilcorp Energy I LP Term Loan B                                                                                | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    946528 | PA      | $950375.39    | 0.04%             | 2030-02-11      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust | Continental Finance Credit Card ABS Master Trust                                                               | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9077031.00   | 0.34%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                           | ARDN 2025-ARCP Mortgage Trust                                                                                  | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12690000 | PA      | $12718904.01  | 0.47%             | 2035-06-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak CLO 14 2023 Ltd                                                                                     | CUSIP: 72134CAU5<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |   4900000 | PA      | $4909804.90   | 0.18%             | 2038-07-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2022-VI Ltd                                                                                       | CUSIP: 12574HAN3<br>LEI: 254900BYFL73GAM27L25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2011748.00   | 0.08%             | 2038-10-16      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                 | QXO Inc Term Loan B                                                                                            | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |   1789533 | PA      | $1807070.76   | 0.07%             | 2032-04-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP Clo 2019-17 Ltd                                                                                            | CUSIP: 67113LAY2<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1757084.00   | 0.07%             | 2037-07-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                        | GVC Holdings (Gibraltar) Limited 2024 EUR Term Loan B                                                          | CUSIP: 36270BAD4<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |     73000 | PA      | $83772.01     | 0.00%             | 2028-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2022-B                                                          | CUSIP: 80290CBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2061662.80   | 0.08%             | 2032-08-16      | Fixed         | 14.55%                | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                             | SBNA Auto Receivables Trust 2025-SF1                                                                           | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6762148.65   | 0.25%             | 2031-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                          | Golub Capital Partners Clo 42M-R                                                                               | CUSIP: 381742AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8807933.75   | 0.33%             | 2036-01-20      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXI Funding Ltd                                 | Regatta XXI Funding Ltd                                                                                        | CUSIP: 75889JAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507701.00   | 0.06%             | 2037-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-B                                                                       | CUSIP: 00835AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6075000 | PA      | $6066717.35   | 0.23%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-33 Ltd                                     | Ocp Clo 2024-33 Ltd                                                                                            | CUSIP: 671080AC3<br>LEI: 213800MSZWCRHL4TG372 | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $12036192.00  | 0.45%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                          | ICG US CLO 2023-1 I Ltd                                                                                        | CUSIP: 448989AG8<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |   6500000 | PA      | $6579937.00   | 0.25%             | 2038-07-18      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-B                                                                         | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2032800.80   | 0.08%             | 2037-11-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo XXXVII Ltd                                                                         | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004288.00   | 0.07%             | 2038-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                                                        | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1578246.44   | 0.06%             | 2029-08-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                    | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3877000 | PA      | $3912223.59   | 0.15%             | 2028-04-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                   | Bridge Street CLO Ltd                                                                                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10004890.00  | 0.37%             | 2038-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                        | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |  12196518 | PA      | $12238404.03  | 0.46%             | 2044-03-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                     | NatWest Markets PLC                                                                                            | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5528000 | PA      | $5572958.95   | 0.21%             | 2029-05-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: —       |
| Brant Point CLO Ltd                                     | Brant Point CLO 2025-7 Ltd                                                                                     | CUSIP: 105488AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4922309.70   | 0.18%             | 2038-07-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 130 CLO Ltd                                                                                             | CUSIP: 26254AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4506223.50   | 0.17%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                                                | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  21850000 | PA      | $21850229.21  | 0.82%             | 2030-03-13      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                             | Honeywell International Inc Term Loan A1                                                                       | CUSIP: 43852TCF0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | LON              | CORP              | US        |   3000000 | PA      | $3003750.00   | 0.11%             | 2027-05-07      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-A                                                                         | CUSIP: 76041RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5514110.64   | 0.21%             | 2032-08-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                 | Verdant Receivables 2024-1 LLC                                                                                 | CUSIP: 92339MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1611204.70   | 0.06%             | 2031-12-12      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-1                                                                  | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5775000 | PA      | $5869282.65   | 0.22%             | 2060-03-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 3 Ltd                                                                                      | CUSIP: 93655PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1610000 | PA      | $1623923.28   | 0.06%             | 2037-04-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                | Clearwater Analytics LLC 2025 Term Loan B                                                                      | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |   3000000 | PA      | $3011265.00   | 0.11%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 28 Ltd                                                                      | CUSIP: 64130QAL5<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2056272.00   | 0.08%             | 2038-10-20      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 51 Ltd                                                                                                 | CUSIP: 48256NAE9<br>LEI: 2549007XGN8DQWK7JV59 | Long             | ABS-CBDO         | CORP              | JE        |   4300000 | PA      | $4319788.60   | 0.16%             | 2037-10-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Trust 2016-1 LLC                                                                                 | CUSIP: 78437DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3280876.48   | 0.12%             | 2035-11-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-TAIL                                                                                             | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2408004.96   | 0.09%             | 2035-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2024-1 Ltd                                                                                      | CUSIP: 142924AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1219365.60   | 0.05%             | 2037-04-15      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 19 Ltd                                                                                   | CUSIP: 03328JAE7<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002284.00   | 0.04%             | 2034-10-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                       | Jamestown CLO XII Ltd                                                                                          | CUSIP: 47047JAQ7<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003878.00   | 0.04%             | 2032-04-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XXII Ltd                                                                                      | CUSIP: 83011LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4001256.00   | 0.15%             | 2038-04-21      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: B31810614 IRS USD R V 12MSOFR 431810616 CCPOIS / Short: B31810614 IRS USD P F  3.00000 431810615 CCPOIS  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  32035000 | OU      | $950352.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXII Ltd                                                                                  | CUSIP: 55817HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5200000 | PA      | $5207196.80   | 0.19%             | 2038-07-16      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                   | US Bank NA/Cincinnati OH                                                                                       | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   7007000 | PA      | $7046239.34   | 0.26%             | 2028-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-2 Ltd                                                                                   | CUSIP: 87122EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2375000 | PA      | $2387635.00   | 0.09%             | 2037-01-20      | Floating      | 12.01%                | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                 | HPS Loan Management 2024-19 Ltd                                                                                | CUSIP: 442912AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5046590.00   | 0.19%             | 2037-04-15      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2023-4 Ltd                                                                             | CUSIP: 05685EAJ9<br>LEI: 254900ZFJ59QPVWB0563 | Long             | ABS-CBDO         | CORP              | JE        |  13170000 | PA      | $13238128.41  | 0.49%             | 2036-10-21      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2021-2 Ltd                                                                                         | CUSIP: 67389BAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1987312.00   | 0.07%             | 2035-01-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                     | Zaxbys Funding LLC                                                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3153600 | PA      | $2940214.81   | 0.11%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2022-5 Ltd                                                                                   | CUSIP: 69702MAL1<br>LEI: 5493000CBHK29MHGBX67 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1505349.00   | 0.06%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                  | Crossroads Asset Trust 2025-A                                                                                  | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5506870.60   | 0.21%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                    | CUSIP: 38141GC69<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4988337.55   | 0.19%             | 2031-01-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2023-3 Ltd                                                                             | CUSIP: 05682KAA7<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $507752.50    | 0.02%             | 2036-07-24      | Floating      | 12.87%                | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails CLO XV Ltd                                                                                        | CUSIP: 67515BAG7<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   7500000 | PA      | $7574955.00   | 0.28%             | 2037-01-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP               | Invitation Homes Operating Partnership LP 2024 Term Loan                                                       | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |   2000000 | PA      | $1970000.00   | 0.07%             | 2028-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Danby Park CLO, Ltd                                     | Danby Park CLO Ltd                                                                                             | CUSIP: 236057AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1257393.75   | 0.05%             | 2037-10-21      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                     | Sotheby's Artfi Master Trust                                                                                   | CUSIP: 83589CAB4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5004898.00   | 0.19%             | 2031-12-22      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | Carmax Auto Owner Trust 2023-3                                                                                 | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5087696.00   | 0.19%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                                 | TCW CLO 2024-1 Ltd                                                                                             | CUSIP: 87252MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6015696.00   | 0.22%             | 2037-01-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2025-2 Ltd                                                                                      | CUSIP: 41757PAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7529160.00   | 0.28%             | 2038-07-17      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXIX Ltd                                                                                          | CUSIP: 89643CAA7<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6299962.50   | 0.24%             | 2037-07-23      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-2 Ltd                                                                                   | CUSIP: 87122CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3013137.00   | 0.11%             | 2037-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Floating Rate Notes                                                                              | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $45051858.00  | 1.68%             | 2026-10-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2023-2 Ltd                                                                                          | CUSIP: 13887AAE8<br>LEI: 254900FXDN97BW4YMK55 | Long             | ABS-CBDO         | CORP              | JE        |    540000 | PA      | $542020.14    | 0.02%             | 2037-05-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                              | Atlas Senior Loan Fund XXII Ltd                                                                                | CUSIP: 04940BAJ9<br>LEI: 529900J6GF0KI17SQP67 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5020060.00   | 0.19%             | 2036-01-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-28

**Name of Applicant:** LORD ABBETT TRUST I

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer