# EDGAR Filing Document

**Accession Number:** 0001587982
**File Stem:** 0001193125-26-236011
**Filing Date:** 2026-5
**Character Count:** 288827
**Document Hash:** b065508a141c322ff53df018bab2a93e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-236011.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0001193125-26-236011

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260522

**DATE AS OF CHANGE**: 20260522

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Investment Managers Series Trust II
- **CENTRAL INDEX KEY:** 0001587982

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22894
- **FILM NUMBER:** 261012116

**BUSINESS ADDRESS:**
- **STREET 1:** 235 WEST GALENA STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53212
- **BUSINESS PHONE:** 414-299-2295

**MAIL ADDRESS:**
- **STREET 1:** 235 WEST GALENA STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53212

## Series and Classes Contracts Data

### First Trust Multi-Strategy Fund (Series ID: S000055376)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000174208 | Class A Shares | FTMAX           |
| C000174209 | Class I Shares | FTMIX           |
| C000239642 | Class C Shares | FTMCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** INVESTMENT MANAGERS SERIES TRUST II

- **b. Investment Company Act file number:** 811-22894

- **c. CIK number of Registrant:** 0001587982

- **d. LEI of Registrant:** 549300SU7ER9OFETRU41

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

  - **Street Address 1:** 235 WEST GALENA STREET

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 532123948

  - **Telephone number:** 4142992000

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

- **a. Name of Series:** First Trust Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000055376

- **c. LEI of Series:** 549300WVZTHJWP7HCR03

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1833148136.19

**Total Liabilities:** $537612721.73

**Net Assets:** $1295535414.46

**Cash Not Reported:** $33231339.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 88.440845454650 | **5-Year:** 6597.421177357669 | **10-Year:** 87286.833080793069 | **30-Year:** 52941.573171296610

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

- **3-Month:** 0.000000000000 | **1-Year:** 489.407125636100 | **5-Year:** 5871.546414409750 | **10-Year:** 40791.603123575421 | **30-Year:** 41643.499612491728

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174208 | 0.50%                | 0.12%                | -1.23%               |
| Class ID C000174209 | 0.54%                | 0.14%                | -1.23%               |
| Class ID C000239642 | 0.46%                | 0.06%                | -1.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1241502.63              | $14452.95                                  |
| Month 2  | $1666881.77              | $-1111741.50                               |
| Month 3  | $1044924.70              | $-6885647.76                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Corporate High Yield Total Return Index

- **Index Identifier:** LF98TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bluemountain CLO Ltd                        | BlueMountain Fuji U.S. Clo II Ltd.                                            | CUSIP: 09629EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1894027.73   | 0.15%             | 2030-10-20      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO XXX Ltd.                                                     | CUSIP: 09630QAS0<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990856.80    | 0.08%             | 2035-04-15      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Clearwater Analytics Holdings, Inc.         | Clearwater Analytics Holdings, Inc.                                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1382 | NC      | $-3455.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bryant Park Funding Ltd                     | Bryant Park Funding 2024-23 Ltd.                                              | CUSIP: 11765DAA1<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $958618.90    | 0.07%             | 2037-05-15      | Floating      | 10.38%                | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                     | Bryant Park Funding 2023-21 Ltd.                                              | CUSIP: 11766BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $973488.90    | 0.08%             | 2038-10-18      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                     | Bryant Park Funding 2021-17R Ltd.                                             | CUSIP: 11766LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1433071.50   | 0.11%             | 2038-01-20      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                     | Bryant Park Funding 2021-17R Ltd.                                             | CUSIP: 11766MAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986837.40    | 0.08%             | 2038-01-20      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding IV CLO Ltd.                                                     | CUSIP: 150323BS1<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $735952.43    | 0.06%             | 2038-01-23      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding XIX CLO Ltd.                                                    | CUSIP: 15033CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501123.65   | 0.12%             | 2038-01-23      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding XVII CLO Ltd.                                                   | CUSIP: 15033PAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1971796.80   | 0.15%             | 2038-07-20      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | Chase Home Lending Mortgage Trust Series 2024-5                               | CUSIP: 16159QAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320615 | PA      | $322270.01    | 0.02%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | Chase Home Lending Mortgage Trust 2025-8                                      | CUSIP: 16162UAD5<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   2272735 | PA      | $2285750.92   | 0.18%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | Chase Mortgage Finance Trust Series 2007-A1                                   | CUSIP: 161630CP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2443671 | PA      | $2343256.90   | 0.18%             | 2037-02-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Day One Biopharmaceuticals, Inc.            | Day One Biopharmaceuticals, Inc.                                              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -64 | NC      | $-160.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cherry Securitization Trust                 | Cherry Securitization Trust 2024-1                                            | CUSIP: 164737AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3262000 | PA      | $3312590.36   | 0.26%             | 2032-04-15      | Fixed         | 9.31%                 | Yes           |                  2 | On Loan: No      |
| Cherry Securitization Trust                 | Cherry Securitization Trust 2025-1                                            | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4041340.00   | 0.31%             | 2032-11-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                            | CIFC Funding 2018-II Ltd.                                                     | CUSIP: 17180WAS4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2037-10-20      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund I               | Homeward Opportunities Fund Trust 2024-RRTL2                                  | CUSIP: 43789GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1502998.50   | 0.12%             | 2039-09-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund I               | Homeward Opportunities Fund Trust 2024-RRTL2                                  | CUSIP: 43789GAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    922000 | PA      | $922954.27    | 0.07%             | 2039-09-25      | Variable      | 9.08%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund I               | Homeward Opportunities Fund Trust 2025-RRTL2                                  | CUSIP: 437923AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2266872.75   | 0.17%             | 2040-09-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                | Huntington Bank Auto Credit-Linked Notes Series 2025-2                        | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    409064 | PA      | $400104.33    | 0.03%             | 2033-09-20      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                | Huntington Bank Auto Credit-Linked Notes Series 2026-1                        | CUSIP: 44644NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2628677.74   | 0.20%             | 2034-02-20      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                | Huntington Bank Auto Credit-Linked Notes Series 2026-1                        | CUSIP: 44644NAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2403614.40   | 0.19%             | 2034-02-20      | Floating      | 12.32%                | Yes           |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru              | IndyMac INDX Mortgage Loan Trust 2005-AR15                                    | CUSIP: 45660LVL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454945 | PA      | $370693.56    | 0.03%             | 2035-09-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                             | Invesco U.S. CLO 2026-1 Ltd.                                                  | CUSIP: 46091DAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2039-04-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                             | Invesco U.S. CLO 2023-3 Ltd.                                                  | CUSIP: 46091RAS2<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1493162.40   | 0.12%             | 2038-07-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                             | Invesco U.S. CLO 2023-4 Ltd.                                                  | CUSIP: 46091YAE8<br>LEI: 254900CLWY1AN9F4PD86 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1929293.00   | 0.15%             | 2039-01-18      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                             | Invesco U.S. CLO 2023-1 Ltd.                                                  | CUSIP: 46146KAJ2<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1654518.25   | 0.13%             | 2037-04-22      | Floating      | 10.57%                | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                             | Invesco U.S. CLO 2023-2 Ltd.                                                  | CUSIP: 46147LAE0<br>LEI: 2549000VWIHWVWECHQ22 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $957405.80    | 0.07%             | 2038-04-21      | Floating      | 11.55%                | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                             | Invesco U.S. CLO 2024-4 Ltd.                                                  | CUSIP: 46151DAA9<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $714855.83    | 0.06%             | 2038-01-15      | Floating      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                             | Invesco U.S. CLO 2025-1 Ltd.                                                  | CUSIP: 46151MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1990993.80   | 0.15%             | 2038-07-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                      | Marlette Funding Trust 2023-1                                                 | CUSIP: 57110P101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1352 | PA      | $55432.00     | 0.00%             | 2033-04-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| MENLO CLO                                   | Menlo Clo III Ltd.                                                            | CUSIP: 58682NAG7<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002245.50   | 0.08%             | 2038-10-16      | Floating      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| MENLO CLO                                   | Menlo CLO I Ltd.                                                              | CUSIP: 586915AG5<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1377646.33   | 0.11%             | 2038-01-20      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| MENLO CLO                                   | Menlo Clo II Ltd.                                                             | CUSIP: 586916AE8<br>LEI: 254900584QQ9TE467R16 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507840.80   | 0.12%             | 2038-04-20      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| MFRA Trust                                  | MFA 2024-RTL3 Trust                                                           | CUSIP: 59319PAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2013554.00   | 0.16%             | 2039-11-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Trust                    | Mill City Mortgage Loan Trust 2019-GS2                                        | CUSIP: 59981TAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3025000 | PA      | $2314245.70   | 0.18%             | 2059-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SPX 06/30/26 C7000 06/26 7000.0 CAL   /     | SPX 06/30/26 C7000 06/26 7000.0 CAL   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |     -3121 | NC      | $-19322111.00 | -1.49%            |  |  |  | No            |                  2 | On Loan: No      |
| SPX 06/30/26 C6000 06/26 6000.0 CAL   /     | SPX 06/30/26 C6000 06/26 6000.0 CAL   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |      3121 | NC      | $213170542.00 | 16.45%            |  |  |  | No            |                  2 | On Loan: No      |
| SPX 06/30/26 P6000 06/26 6000.0 PUT   /     | SPX 06/30/26 P6000 06/26 6000.0 PUT   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |     -3121 | NC      | $-35688635.00 | -2.75%            |  |  |  | No            |                  2 | On Loan: No      |
| SPX 06/30/26 P7000 06/26 7000.0 PUT   /     | SPX 06/30/26 P7000 06/26 7000.0 PUT   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |      3121 | NC      | $150672517.00 | 11.63%            |  |  |  | No            |                  2 | On Loan: No      |
| SPX 03/31/26 P7225 03/26 7225.0 PUT   /     | SPX 03/31/26 P7225 03/26 7225.0 PUT   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |      -327 | NC      | $-22776204.00 | -1.76%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T              | Morgan Stanley Mortgage Loan Trust 2005-2AR                                   | CUSIP: 61745M4G5<br>LEI: 549300M91PFQR7JLJ570 | Long             | ABS-MBS          | CORP              | US        |   1784863 | PA      | $1572806.85   | 0.12%             | 2035-04-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO              | Morgan Stanley Eaton Vance CLO 2021-1 Ltd.                                    | CUSIP: 61773LAE0<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $951544.60    | 0.07%             | 2037-10-23      | Floating      | 9.73%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2024-INV3                      | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1756344 | PA      | $1797306.79   | 0.14%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2026-INV1                      | CUSIP: 61780JAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980891 | PA      | $977373.04    | 0.08%             | 2061-02-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO              | Morgan Stanley Eaton Vance CLO 2022-18 Ltd.                                   | CUSIP: 617924AU9<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990169.00    | 0.08%             | 2037-10-20      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO              | Morgan Stanley Eaton Vance CLO 2023-19 Ltd.                                   | CUSIP: 617934AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997500.00    | 0.08%             | 2038-07-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO              | Morgan Stanley Eaton Vance CLO 2023-19 Ltd.                                   | CUSIP: 617934AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $977101.30    | 0.08%             | 2038-07-15      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2025-1                         | CUSIP: 617944AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1935150 | PA      | $1949754.58   | 0.15%             | 2055-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1                      | CUSIP: 617946AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $557706.74    | 0.04%             | 2065-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1                      | CUSIP: 617946AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1281547.04   | 0.10%             | 2065-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                      | Mosaic Solar Loan Trust 2022-1                                                | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282753 | PA      | $247922.93    | 0.02%             | 2053-01-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 28 Ltd.                                    | CUSIP: 64130PAU7<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996103.40    | 0.08%             | 2038-10-20      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman CLO XXII Ltd.                                                | CUSIP: 64131CAG6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2038-04-15      | Floating      | 10.50%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman CLO XVI-S Ltd.                                               | CUSIP: 64131TBG8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1972437.60   | 0.15%             | 2039-04-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 27 Ltd.                                    | CUSIP: 64131WAY3<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985061.80    | 0.08%             | 2038-07-15      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 31 Ltd.                                    | CUSIP: 64132JAW5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500732.25   | 0.19%             | 2039-01-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 33 Ltd.                                    | CUSIP: 64132TBC6<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989781.10    | 0.08%             | 2039-04-16      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 41 Ltd.                                    | CUSIP: 64134BAQ3<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $987098.70    | 0.08%             | 2034-04-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman CLO 32R Ltd.                                                 | CUSIP: 64135XAG6<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1982522.20   | 0.15%             | 2039-07-20      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                        | New Mountain CLO 4 Ltd.                                                       | CUSIP: 64754PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $969118.30    | 0.07%             | 2038-03-20      | Floating      | 10.58%                | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd                      | New Mountain CLO 1 Ltd.                                                       | CUSIP: 64755RBJ1<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995811.20    | 0.08%             | 2038-01-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                        | New Mountain CLO 9 Ltd.                                                       | CUSIP: 64755XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2039-04-22      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                        | New Mountain CLO 9 Ltd.                                                       | CUSIP: 64755YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.15%             | 2039-04-22      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2021-NQM1R                                | CUSIP: 64828BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292000 | PA      | $1151797.33   | 0.09%             | 2055-07-25      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2024-NQM1                                 | CUSIP: 64828DAF4<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   1315000 | PA      | $1343561.80   | 0.10%             | 2064-03-25      | Variable      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2014-3                                    | CUSIP: 64829DAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513547 | PA      | $505825.09    | 0.04%             | 2054-11-25      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2016-4                                    | CUSIP: 64829LBN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500660 | PA      | $481336.63    | 0.04%             | 2056-11-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2018-1                                    | CUSIP: 64830GCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2231306 | PA      | $1878351.15   | 0.14%             | 2057-12-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2019-RPL3                                 | CUSIP: 64830NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $421830.00    | 0.03%             | 2059-07-25      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2023-NQM1                                 | CUSIP: 64831HAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $3115139.04   | 0.24%             | 2063-10-25      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2024-RTL1                                 | CUSIP: 64831PAC9<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $190318.06    | 0.01%             | 2039-03-25      | Variable      | 9.30%                 | Yes           |                  2 | On Loan: No      |
| NEXBANK CAPITAL INC                         | NexBank Capital, Inc.                                                         | CUSIP: 65341TAF4<br>LEI: 549300H29S945S4X7A03 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1469770.45   | 0.11%             | 2031-08-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2020-20 Ltd.                                                          | CUSIP: 670859AU1<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993728.80    | 0.08%             | 2037-04-18      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2014-5 Ltd.                                                           | CUSIP: 67102SAQ7<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004272.40   | 0.08%             | 2031-04-26      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                   | Regatta XXIV Funding Ltd.                                                     | CUSIP: 75889HAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $737693.85    | 0.06%             | 2038-01-20      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXI Funding Ltd                     | Regatta XXI Funding Ltd.                                                      | CUSIP: 75889JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1290911.96   | 0.10%             | 2037-10-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXVI Funding Ltd.                   | Regatta XXVI Funding Ltd.                                                     | CUSIP: 75900QAW5<br>LEI: 2549005JVL4XLCX5SY63 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $980879.40    | 0.08%             | 2039-01-25      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                     | Regatta 35 Funding Ltd.                                                       | CUSIP: 75903YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2479772.00   | 0.19%             | 2038-10-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                           | Riserva Clo Ltd.                                                              | CUSIP: 76761RBE8<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2404606.75   | 0.19%             | 2034-01-18      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd                                      | RR 21 Ltd.                                                                    | CUSIP: 78090GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    750000 | PA      | $723516.75    | 0.06%             | 2039-07-15      | Floating      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd                                      | RR 23 Ltd.                                                                    | CUSIP: 78111FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $1942612.60   | 0.15%             | 2037-07-15      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                 | SMR 2022-IND Mortgage Trust                                                   | CUSIP: 78458MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503443 | PA      | $503944.81    | 0.04%             | 2039-02-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg              | Saluda Grade Alternative Mortgage Trust 2025-NPL1                             | CUSIP: 79582BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2023751 | PA      | $2036395.45   | 0.16%             | 2030-01-25      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg              | Saluds Grade Alternative Mortgage Trust 2025-RRTL1                            | CUSIP: 79582NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $753276.00    | 0.06%             | 2040-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg              | Saluds Grade Alternative Mortgage Trust 2025-RRTL1                            | CUSIP: 79582NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1985294.00   | 0.15%             | 2040-10-25      | Variable      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin              | Santander Bank Auto Credit-Linked Notes Series 2023-B                         | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1687388 | PA      | $1765652.82   | 0.14%             | 2033-12-15      | Fixed         | 12.24%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin              | Santander Bank Auto Credit-Linked Notes Series 2025-A                         | CUSIP: 80290CCW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2193998.40   | 0.17%             | 2034-01-16      | Fixed         | 11.05%                | Yes           |                  2 | On Loan: No      |
| Sculptor CLO Ltd                            | Sculptor CLO XXIX Ltd.                                                        | CUSIP: 81124EAW0<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1486967.40   | 0.11%             | 2038-07-22      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Sculptor CLO Ltd                            | Sculptor CLO XXIX Ltd.                                                        | CUSIP: 81124EAY6<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $976551.30    | 0.08%             | 2038-07-22      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Sculptor CLO Ltd                            | Sculptor CLO XXX Ltd.                                                         | CUSIP: 81124PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $715553.18    | 0.06%             | 2038-07-20      | Floating      | 10.49%                | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2026-HYB1                                              | CUSIP: 81750GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1377847.63   | 0.11%             | 2056-04-25      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve              | Structured Asset Mortgage Investments II Trust 2004-AR5                       | CUSIP: 86359LEG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410428 | PA      | $359191.28    | 0.03%             | 2034-10-19      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO 39 Ltd.                                                          | CUSIP: 87169TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1001874.90   | 0.08%             | 2038-01-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO 39 Ltd.                                                          | CUSIP: 87169UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    750000 | PA      | $725503.05    | 0.06%             | 2038-01-25      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| tvc mortgage trust                          | TVC Mortgage Trust 2026-RRTL1                                                 | CUSIP: 87306XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002448.00   | 0.08%             | 2041-02-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| tvc mortgage trust                          | TVC Mortgage Trust 2026-RRTL1                                                 | CUSIP: 87306XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007379.00   | 0.08%             | 2041-02-25      | Variable      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                       | Toorak Mortgage Trust 2024-RRTL2                                              | CUSIP: 89055JAF2<br>LEI: 254900AXFPBUQ16CX921 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1511148.00   | 0.12%             | 2039-09-25      | Variable      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                       | Toorak Mortgage Trust 2024-2                                                  | CUSIP: 89055KAB8<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |   2365000 | PA      | $2385563.68   | 0.18%             | 2031-10-25      | Variable      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2017-4                                              | CUSIP: 89173UAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1552096.00   | 0.12%             | 2057-06-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-R1                                             | CUSIP: 89179TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1287812 | PA      | $537282.89    | 0.04%             | 2060-11-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-R1                                             | CUSIP: 89179TAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943000 | PA      | $370908.30    | 0.03%             | 2060-11-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-R1                                             | CUSIP: 89179TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2060405 | PA      | $731948.57    | 0.06%             | 2060-11-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-SJ2                                            | CUSIP: 89180LAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1167000 | PA      | $1068368.66   | 0.08%             | 2061-12-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-SJ2                                            | CUSIP: 89180LAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218620 | PA      | $957325.94    | 0.07%             | 2061-12-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-SJ2                                            | CUSIP: 89180LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1242926 | PA      | $947470.68    | 0.07%             | 2061-12-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-SJ2                                            | CUSIP: 89180LCC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14568970 | PA      | $165867.72    | 0.01%             | 2061-12-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2021-SJ2                                            | CUSIP: 89180LCD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14568970 | PA      | $271551.03    | 0.02%             | 2061-12-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO LTD                            | Trestles CLO VI Ltd.                                                          | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2246264.55   | 0.17%             | 2038-04-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO LTD                            | Trestles CLO VIII Ltd.                                                        | CUSIP: 89533DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1290000 | PA      | $1290053.92   | 0.10%             | 2035-06-11      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XXI Ltd.                                                         | CUSIP: 89640JAW7<br>LEI: 254900S6ZHFKMFCQD992 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1006102.70   | 0.08%             | 2038-04-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XV Ltd.                                                          | CUSIP: 89642BAA0<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $882500.40    | 0.07%             | 2034-04-22      | Floating      | 11.38%                | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XXIII Ltd.                                                       | CUSIP: 89642TAU7<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $995171.20    | 0.08%             | 2038-10-20      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XXXIV Ltd.                                                       | CUSIP: 89643KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997843.00   | 0.15%             | 2038-04-22      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XXXIV Ltd.                                                       | CUSIP: 89643LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $963965.60    | 0.07%             | 2038-04-22      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| Cantor Equity Partners IV Inc               | Cantor Equity Partners IV, Inc. - Class A                                     | CUSIP: G1828E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134266 | NS      | $1368170.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners I Inc                | Cantor Equity Partners I, Inc. - Class A                                      | CUSIP: G1827K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53852 | NS      | $565446.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITHAX Acquisition Corp III                  | ITHAX Acquisition Corp. III - Class A                                         | CUSIP: G4977S102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39808 | NS      | $394099.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                   | Jackson Acquisition Co. II - Class A                                          | CUSIP: G4992A110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80351 | NS      | $850917.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                    | Jena Acquisition Corp. II - Class A                                           | CUSIP: G5093B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37263 | NS      | $380827.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kensington Capital Acquisition              | Kensington Capital Acquisition Corp. VI                                       | CUSIP: G5235S123<br>LEI: N/A                  | Long             |  | CORP              | US        |     10682 | NS      | $107247.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II              | K&F Growth Acquisition Corp. II - Class A                                     | CUSIP: G52258111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16167 | NS      | $168783.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition              | CSLM Digital Asset Acquisition Corp. III Ltd. - Class A                       | CUSIP: G2584S101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53648 | NS      | $538625.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAKacquisition Corp                        | KRAKacquisition Corp. - Class A                                               | CUSIP: G5315G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34132 | NS      | $336541.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAKACQUISITION CORP-CL A                   | KRAKacquisition Corp.                                                         | CUSIP: G5315G114<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      8533 | NC      | $5119.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| K2 Capital Acquisition Corp                 | K2 Capital Acquisition Corp. - Class A                                        | CUSIP: G5226B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48015 | NS      | $473908.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| K2 Capital Acquisition Corp                 | K2 Capital Acquisition Corp.                                                  | CUSIP: G5226B113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48015 | NC      | $10083.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                 | Kennedy-Wilson Holdings, Inc.                                                 | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    311098 | NS      | $3366080.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LaFayette Acquisition Corp                  | LaFayette Acquisition Corp.                                                   | CUSIP: G53426105<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     39769 | NS      | $396099.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp IV                       | Legato Merger Corp. IV                                                        | CUSIP: G7318R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23823 | NS      | $236085.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp III                      | Legato Merger Corp. III                                                       | CUSIP: G5451A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141548 | NS      | $1555612.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Leapfrog Acquisition Corp                   | Leapfrog Acquisition Corp.                                                    | CUSIP: G5414D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13128 | NS      | $130295.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAPFROG ACQUISITION CL A                   | Leapfrog Acquisition Corp.                                                    | CUSIP: G5414D111<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      6564 | NC      | $1381.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                 | Live Oak Acquisition Corp. V - Class A                                        | CUSIP: G5509P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145913 | NS      | $1517495.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Launch One Acquisition Corp                 | Launch One Acquisition Corp.                                                  | CUSIP: G5S86M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191384 | NS      | $2043981.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Melar Acquisition Corp I                    | Melar Acquisition Corp. I - Class A                                           | CUSIP: G6004G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116287 | NS      | $1254736.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                 | Masimo Corp.                                                                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     65424 | NS      | $11636966.88  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MBS ETF                             | iShares MBS ETF                                                               | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             |  | RF                | US        |        25 | NS      | $2373.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition VI Corp              | M3-Brigade Acquisition VI Corp. - Class A                                     | CUSIP: G63221108<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | US        |     53609 | NS      | $538770.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yorkville Acquisition Corp                  | Yorkville Acquisition Corp. - Class A                                         | CUSIP: G98659116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48371 | NS      | $489030.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX 03/31/26 P6000 03/26 6000.0 PUT   /     | SPX 03/31/26 P6000 03/26 6000.0 PUT   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |     -3226 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPX 03/31/26 P7000 03/26 7000.0 PUT   /     | SPX 03/31/26 P7000 03/26 7000.0 PUT   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |      3226 | NC      | $152112352.00 | 11.74%            |  |  |  | No            |                  2 | On Loan: No      |
| Aimco                                       | Aimco CLO 11 Ltd.                                                             | CUSIP: 00140NBE9<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1481875.20   | 0.11%             | 2037-07-17      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| ACM Auto Trust                              | ACM Auto Trust 2025-4                                                         | CUSIP: 00161LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1599196 | PA      | $1599256.35   | 0.12%             | 2030-05-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                | Atrium Hotel Portfolio Trust 2025-ATRM                                        | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996283.00    | 0.08%             | 2042-08-15      | Floating      | 10.42%                | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                          | BMO 2022-C2 Mortgage Trust                                                    | CUSIP: 05602NAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1765000 | PA      | $226384.20    | 0.02%             | 2054-07-15      | Variable      | 2.31%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                         | BWAY 2013-1515 Mortgage Trust                                                 | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1156757 | PA      | $1112049.83   | 0.09%             | 2033-03-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                         | BWAY 2013-1515 Mortgage Trust                                                 | CUSIP: 05604FAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1158901.25   | 0.09%             | 2033-03-10      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BXHPP Trust                                 | BXHPP Trust 2021-FILM                                                         | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1426969.50   | 0.11%             | 2036-08-15      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| BXHPP Trust                                 | BXHPP Trust 2021-FILM                                                         | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1390407.00   | 0.11%             | 2036-08-15      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-BIO2                                        | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2130638.40   | 0.16%             | 2041-08-13      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2022-2 Ltd.                                           | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1499625.00   | 0.12%             | 2035-04-22      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2018-2                                                | CUSIP: 05682VAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503906.15   | 0.12%             | 2031-07-19      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2021-3 Ltd.                                           | CUSIP: 05683NAG7<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $963375.20    | 0.07%             | 2034-07-24      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2023-1 Ltd.                                           | CUSIP: 05685NAW0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $995536.70    | 0.08%             | 2038-07-16      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2023-1 Ltd.                                           | CUSIP: 05685NAY6<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1479363.60   | 0.11%             | 2038-07-16      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2024-1 Ltd.                                           | CUSIP: 056920AY7<br>LEI: 254900I37RDDKARGQN22 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499955.00   | 0.12%             | 2039-04-16      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                               | Ballyrock CLO 2019-2 Ltd.                                                     | CUSIP: 05875MBK7<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1478074.65   | 0.11%             | 2038-10-25      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                               | Ballyrock CLO 2019-2 Ltd.                                                     | CUSIP: 05875MBM3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981982.00    | 0.08%             | 2038-10-25      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                               | Ballyrock CLO 24 Ltd.                                                         | CUSIP: 05875VAE2<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1208388.88   | 0.09%             | 2038-07-15      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                               | Ballyrock CLO 17 Ltd.                                                         | CUSIP: 05876LAU7<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1970950.00   | 0.15%             | 2038-10-20      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                               | Ballyrock CLO 17 Ltd.                                                         | CUSIP: 05876LAW3<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491046.50    | 0.04%             | 2038-10-20      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                               | Ballyrock CLO 17 Ltd.                                                         | CUSIP: 05876MAE1<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $714134.93    | 0.06%             | 2038-10-20      | Floating      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| Bank                                        | BANK 2018-BNK14                                                               | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779307 | PA      | $774475.44    | 0.06%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                     | Bryant Park Funding 2023-20 Ltd.                                              | CUSIP: 117919AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1972543.40   | 0.15%             | 2038-04-15      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd                                   | CBAMR 2017-4 Ltd.                                                             | CUSIP: 12516EAG6<br>LEI: 635400U9D8ZDLM1G7T76 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002453.60   | 0.08%             | 2038-03-31      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd                                   | CBAM 2018-5 Ltd.                                                              | CUSIP: 12516LAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2207075.63   | 0.17%             | 2038-10-17      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| CEDR Trust                                  | CEDR Commercial Mortgage Trust 2022-SNAI                                      | CUSIP: 12524AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1769656.88   | 0.14%             | 2039-02-15      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2015-GC35                                 | CUSIP: 17324KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $926185.00    | 0.07%             | 2048-11-10      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2020-EXP1                                       | CUSIP: 17328JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140000 | PA      | $1961857.84   | 0.15%             | 2060-05-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                            | COLT 2022-1 Mortgage Loan Trust                                               | CUSIP: 19688HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $331210.80    | 0.03%             | 2066-12-27      | Variable      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                            | COLT 2024-4 Mortgage Loan Trust                                               | CUSIP: 19688WAF5<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013672.00   | 0.08%             | 2069-07-25      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                            | COLT 2025-7 Mortgage Loan Trust                                               | CUSIP: 19689CAE1<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001845.00   | 0.08%             | 2070-06-25      | Variable      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R04                                  | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610000 | PA      | $1720719.70   | 0.13%             | 2042-03-25      | Floating      | 13.16%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2021-R03                                  | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1966834.56   | 0.15%             | 2041-12-25      | Floating      | 9.16%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R05                                  | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2450000 | PA      | $2583745.50   | 0.20%             | 2042-04-25      | Floating      | 10.66%                | Yes           |                  2 | On Loan: No      |
| SPX 03/31/26 C6000 03/26 6000.0 CAL   /     | SPX 03/31/26 C6000 03/26 6000.0 CAL   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |      3226 | NC      | $170487648.00 | 13.16%            |  |  |  | No            |                  2 | On Loan: No      |
| SPX 03/31/26 C7000 03/26 7000.0 CAL   /     | SPX 03/31/26 C7000 03/26 7000.0 CAL   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |     -3226 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2021-R02                                  | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1995325.80   | 0.15%             | 2041-11-25      | Floating      | 9.86%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R01                                  | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1744878.30   | 0.13%             | 2041-12-25      | Floating      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Colony American Finance Ltd                 | Corevest American Finance 2020-4 Trust                                        | CUSIP: 21873AAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $280257.30    | 0.02%             | 2052-12-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Colony American Finance Ltd                 | Corevest American Finance 2021-1 Trust                                        | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89216.10     | 0.01%             | 2053-04-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Trus              | CoreVest American Finance 2021-3 Trust                                        | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90072.60     | 0.01%             | 2054-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO               | Creeksource 2024-1 Dunes Creek Clo Ltd.                                       | CUSIP: 225914AJ9<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502866.65   | 0.12%             | 2038-01-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO               | Creeksource 2024-1 Dunes Creek Clo Ltd.                                       | CUSIP: 225917AA1<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $736634.85    | 0.06%             | 2038-01-15      | Floating      | 9.82%                 | Yes           |                  2 | On Loan: No      |
| Cross Mortgage Trust                        | Cross 2025-H6 Mortgage Trust                                                  | CUSIP: 22758TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646000 | PA      | $1638602.88   | 0.13%             | 2070-07-25      | Variable      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                    | Madison Park Funding XIV Ltd.                                                 | CUSIP: 55818RBQ8<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753360.75    | 0.06%             | 2030-10-22      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                    | Madison Park Funding XXXIV Ltd.                                               | CUSIP: 55819GBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1745745.30   | 0.13%             | 2037-10-16      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                | Two Harbors Investment Corp.                                                  | CUSIP: 999999999<br>LEI: 549300ZUIBT6KH4HU823 | N/A              | DE               |  | US        |       -24 | NC      | $-120.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                 | DBC 2025-DBC Mortgage Trust                                                   | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2930000 | PA      | $2946484.18   | 0.23%             | 2042-11-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd                           | Elevation CLO 2018-10 Ltd.                                                    | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |      1887 | PA      | $1887.26      | 0.00%             | 2031-10-20      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd                          | Elmwood CLO 25 Ltd.                                                           | CUSIP: 29001BAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996589.00    | 0.08%             | 2037-04-17      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                             | Oaktree CLO 2023-2 Ltd.                                                       | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002897.20   | 0.15%             | 2038-07-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                             | Oaktree CLO 2023-2 Ltd.                                                       | CUSIP: 67401QAU0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1990745.60   | 0.15%             | 2038-07-20      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                             | Oaktree CLO 2023-2 Ltd.                                                       | CUSIP: 67402AAE0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $966357.10    | 0.07%             | 2038-07-20      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                             | Oaktree CLO 2022-1 Ltd.                                                       | CUSIP: 67402LAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992256.10    | 0.08%             | 2038-07-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                    | Madison Park Funding XXVII Ltd.                                               | CUSIP: 55820YAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000263.30   | 0.08%             | 2038-04-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                    | Madison Park Funding LVIII Ltd.                                               | CUSIP: 55822LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $923039.70    | 0.07%             | 2037-04-25      | Floating      | 10.32%                | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                             | Oaktree CLO 2022-1 Ltd.                                                       | CUSIP: 67402NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1429195.35   | 0.11%             | 2038-07-15      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Oaktree ABF Equipment ST LLC                | Oaktree ABF Equipment St (*** Please punctuate:  St. or State ***) 2026 1 LLC | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2505405.00   | 0.19%             | 2033-10-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd                          | Elmwood CLO 22 Ltd.                                                           | CUSIP: 29001YAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $739933.43    | 0.06%             | 2038-04-17      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                          | Elmwood CLO IV Ltd.                                                           | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999911.20   | 0.15%             | 2037-04-18      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXVI Ltd.                                                           | CUSIP: 55954YBC8<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   5955000 | PA      | $5818150.53   | 0.45%             | 2038-01-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXVII Ltd.                                                          | CUSIP: 55955EBC1<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $738401.85    | 0.06%             | 2038-10-20      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners Lt              | Octagon Investment Partners 18-R Ltd.                                         | CUSIP: 67576FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504073.10   | 0.12%             | 2031-04-16      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd                              | Octagon 57 Ltd.                                                               | CUSIP: 67592XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $955699.80    | 0.07%             | 2034-10-15      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| SPX 03/31/26 P6535 03/26 6535.0 PUT   /     | SPX 03/31/26 P6535 03/26 6535.0 PUT   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |       327 | NC      | $213204.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                           | Mountain View Clo XV Ltd.                                                     | CUSIP: 62432PBC5<br>LEI: 254900VKL64PZVEG4F33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985585.90    | 0.08%             | 2037-07-15      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                              | PMT Loan Trust 2026-INV3                                                      | CUSIP: 69383WBP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2001948.00   | 0.15%             | 2057-02-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2025-NPL8 LLC                                                            | CUSIP: 69392EAB6<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2156192.00   | 0.17%             | 2055-08-25      | Variable      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                          | Elmwood CLO IV Ltd.                                                           | CUSIP: 29002KAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $920888.30    | 0.07%             | 2037-04-18      | Floating      | 9.82%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                          | Elmwood CLO 16 Ltd.                                                           | CUSIP: 29002UAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999331.00    | 0.08%             | 2037-04-20      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                           | Elmwood CLO X Ltd.                                                            | CUSIP: 29002VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2488530.25   | 0.19%             | 2038-07-20      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                           | Elmwood CLO X Ltd.                                                            | CUSIP: 29002WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1429289.25   | 0.11%             | 2038-07-20      | Floating      | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2025-RPL3 LLC                                                            | CUSIP: 69392NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2546863.00   | 0.20%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2025-6 LLC                                                               | CUSIP: 69395KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2989000 | PA      | $2995940.46   | 0.23%             | 2028-08-25      | Variable      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                        | Elmwood CLO XII Ltd.                                                          | CUSIP: 29002YAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2970167.40   | 0.23%             | 2037-10-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                          | Elmwood CLO IX Ltd.                                                           | CUSIP: 29003UAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2463965.25   | 0.19%             | 2038-04-20      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd                          | Elmwood CLO 19 Ltd.                                                           | CUSIP: 29004JBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1724352.18   | 0.13%             | 2038-10-17      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd                          | Elmwood CLO 19 Ltd.                                                           | CUSIP: 29004YAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1205690.38   | 0.09%             | 2038-10-17      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Octagon 59 Ltd                              | Octagon 59 Ltd.                                                               | CUSIP: 675930AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1936115.60   | 0.15%             | 2035-05-15      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Octagon 68 Ltd                              | Octagon 68 Ltd.                                                               | CUSIP: 675949AY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988650.50    | 0.08%             | 2038-10-20      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2023-1 Ltd.                                                       | CUSIP: 29244CAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2987535.00   | 0.23%             | 2038-04-25      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2023-1 Ltd.                                                       | CUSIP: 29244NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $956158.40    | 0.07%             | 2038-04-25      | Floating      | 11.01%                | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd              | Palmer Square Loan Funding 2020-1 Ltd.                                        | CUSIP: 69701DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $0.00         | 0.00%             | 2028-02-20      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| SPX 04/30/26 P6855 04/26 6855.0 PUT   /     | SPX 04/30/26 P6855 04/26 6855.0 PUT   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |      -332 | NC      | $-11038336.00 | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2022-1 Ltd.                                                       | CUSIP: 29246AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1489395.90   | 0.11%             | 2037-10-20      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2023-2 Ltd.                                                       | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504899.75   | 0.19%             | 2038-10-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2023-3 Ltd.                                                       | CUSIP: 29247KAX5<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1976325.00   | 0.15%             | 2039-01-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2023-3 Ltd.                                                       | CUSIP: 29247NAE1<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $964148.60    | 0.07%             | 2039-01-20      | Floating      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| SPX 04/30/26 P6205 04/26 6205.0 PUT   /     | SPX 04/30/26 P6205 04/26 6205.0 PUT   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |       332 | NC      | $2150696.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables                | Pawneee Equipment Receivables Series 2022-1 LLC                               | CUSIP: 70410DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1490406.00   | 0.12%             | 2029-09-17      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Octagon 68 Ltd                              | Octagon 68 Ltd.                                                               | CUSIP: 675950AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1201222.88   | 0.09%             | 2038-10-20      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit Partners                    | OHA Credit Funding 8 Ltd.                                                     | CUSIP: 67707GBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1972551.80   | 0.15%             | 2038-01-20      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                              | PMT Loan Trust 2026-INV1                                                      | CUSIP: 73015LBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1469532 | PA      | $1467681.98   | 0.11%             | 2057-01-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Point Securitization Trust                  | Point Securitization Trust 2023-1                                             | CUSIP: 73071JAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014857.00   | 0.08%             | 2053-11-25      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2025-1 Ltd.                                                       | CUSIP: 29249DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997064.00   | 0.15%             | 2038-07-20      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Point Securitization Trust                  | Point Securitization Trust 2025-2                                             | CUSIP: 73071PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $882088.00    | 0.07%             | 2055-10-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2021-1 Ltd.                                                          | CUSIP: 73742FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $741376.20    | 0.06%             | 2034-10-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2024-RCF1 LLC                                                            | CUSIP: 693581AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1910520.00   | 0.15%             | 2054-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2024-NQM3                                                                | CUSIP: 69381FAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503687.00    | 0.04%             | 2069-08-25      | Variable      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2022-1 Ltd.                                                          | CUSIP: 73742YAQ8<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1980711.80   | 0.15%             | 2035-04-20      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2023-1 Ltd.                                                          | CUSIP: 73743CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750457.35    | 0.06%             | 2038-10-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2023-1 Ltd.                                                          | CUSIP: 73743CAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1492690.05   | 0.12%             | 2038-10-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2023-1 Ltd.                                                          | CUSIP: 73743CAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    675000 | PA      | $667529.84    | 0.05%             | 2038-10-20      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2024-1 Ltd.                                                          | CUSIP: 73743FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $984082.40    | 0.08%             | 2037-04-20      | Floating      | 10.47%                | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO VII Ltd.                                                             | CUSIP: 73743JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $987460.80    | 0.08%             | 2039-01-20      | Floating      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| PowerPay Issuance Trust                     | PowerPay Issuance Trust 2025-1                                                | CUSIP: 73940MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $1990359.00   | 0.15%             | 2041-11-18      | Fixed         | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2025-NPL9 LLC                                                            | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2106825.00   | 0.16%             | 2055-08-25      | Variable      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2025-RPL4 Trust                                                          | CUSIP: 740943AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1823158.00   | 0.14%             | 2065-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2025-NPL13 LLC                                                           | CUSIP: 74143UAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1494463.50   | 0.12%             | 2055-12-25      | Variable      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                     | Valley National Bancorp                                                       | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959016.00    | 0.07%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2026-NPL4 LLC                                                            | CUSIP: 74144EAB7<br>LEI: 254900TGLU13U3CRAM81 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002009.00   | 0.08%             | 2056-04-25      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| PRM7 Trust                                  | PRM7 Trust 2025-PRM7                                                          | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1298572.60   | 0.10%             | 2042-11-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC              | VCAT 2026-NPL2 LLC                                                            | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2479891 | PA      | $2470556.57   | 0.19%             | 2056-02-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Venture CDO Ltd                             | Venture 38 CLO Ltd.                                                           | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |    702178 | PA      | $703014.53    | 0.05%             | 2032-07-30      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd                    | Verdelite Static CLO 2024-1 Ltd.                                              | CUSIP: 92338VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003374.40   | 0.08%             | 2032-07-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2024-7                                             | CUSIP: 924925AH3<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   2510000 | PA      | $2514565.69   | 0.19%             | 2069-09-25      | Variable      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2022-1                                             | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1087000 | PA      | $861368.15    | 0.07%             | 2067-01-25      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2022-1                                             | CUSIP: 92538WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2340000 | PA      | $1760924.88   | 0.14%             | 2067-01-25      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2023-6                                             | CUSIP: 92539XAE4<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |    373000 | PA      | $374867.61    | 0.03%             | 2068-09-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2023-7                                             | CUSIP: 92539YAE2<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |    634000 | PA      | $640429.39    | 0.05%             | 2068-10-25      | Variable      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2023-INV2                                          | CUSIP: 92540BAD1<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    393000 | PA      | $393729.80    | 0.03%             | 2068-08-25      | Variable      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2023-INV2                                          | CUSIP: 92540BAE9<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $476829.67    | 0.04%             | 2068-08-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2024-INV1                                          | CUSIP: 92540FAF7<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1763872.25   | 0.14%             | 2069-03-25      | Variable      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2024-6                                             | CUSIP: 92540JAE2<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    392000 | PA      | $395761.24    | 0.03%             | 2069-07-25      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2024-RCF4 LLC                                                            | CUSIP: 74448JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $963250.00    | 0.07%             | 2054-07-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2026-RCF2 LLC                                                            | CUSIP: 74449JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1025022.60   | 0.08%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2024-INV2                                          | CUSIP: 92540NAF0<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2301357.00   | 0.18%             | 2069-08-26      | Variable      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2025-4                                             | CUSIP: 92540UAH0<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   1784000 | PA      | $1766823.65   | 0.14%             | 2070-05-25      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2025-2                                             | CUSIP: 92540VAG0<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004417.00   | 0.08%             | 2070-03-25      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2026-1                                             | CUSIP: 92541JAP6<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1510273.50   | 0.12%             | 2071-01-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Visio Trust                                 | Visio 2023-2 Trust                                                            | CUSIP: 92839CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466000 | PA      | $468101.66    | 0.04%             | 2058-10-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra              | VOLT CII LLC                                                                  | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32238 | PA      | $32259.36     | 0.00%             | 2051-08-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2026-RCF2 LLC                                                            | CUSIP: 74449JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $990034.50    | 0.08%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RCO Mortgage LLC                            | RCO IX Mortgage LLC 2025-4                                                    | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1639848 | PA      | $1638826.12   | 0.13%             | 2030-10-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| RCO Mortgage LLC                            | RCO IX Mortgage LLC 2025-4                                                    | CUSIP: 74939VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3450000 | PA      | $3450400.20   | 0.27%             | 2030-10-25      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| RR 36 LTD                                   | RR 36 Ltd.                                                                    | CUSIP: 74989AAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1979627.80   | 0.15%             | 2040-01-15      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| RCO Mortgage LLC                            | RCO X Mortgage LLC 2025-5                                                     | CUSIP: 75523YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833108 | PA      | $1838266.29   | 0.14%             | 2030-10-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                    | Redwood Funding Trust 2025-2                                                  | CUSIP: 75806EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836755 | PA      | $1850598.67   | 0.14%             | 2055-10-25      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2025-RCF4 LLC                                                            | CUSIP: 69382WAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145000 | PA      | $1054146.54   | 0.08%             | 2055-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2025-7 LLC                                                               | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910981 | PA      | $912455.17    | 0.07%             | 2030-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                    | Redwood Funding Trust 2025-3                                                  | CUSIP: 75806GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837564 | PA      | $844059.95    | 0.07%             | 2056-12-27      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                    | Redwood Funding Trust 2025-3                                                  | CUSIP: 75806GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2896000 | PA      | $2930155.42   | 0.23%             | 2056-12-27      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                     | Regatta VII Funding Ltd.                                                      | CUSIP: 75887TBA3<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1371681.75   | 0.11%             | 2034-06-20      | Floating      | 10.09%                | Yes           |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                     | Regatta VII Funding Ltd.                                                      | CUSIP: 75888ABQ8<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001740.60   | 0.15%             | 2034-06-20      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2025-7 LLC                                                               | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1251701.25   | 0.10%             | 2030-08-25      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2025-7 LLC                                                               | CUSIP: 69382YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2139000 | PA      | $2153211.52   | 0.17%             | 2030-08-25      | Variable      | 10.55%                | Yes           |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2025-NPL11 LLC                                                           | CUSIP: 69383AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $373719.00    | 0.03%             | 2055-10-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2025-NPL12 LLC                                                           | CUSIP: 69383CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999009.00    | 0.08%             | 2055-11-25      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne              | PRET 2026-NPL1 LLC                                                            | CUSIP: 69383TAB4<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-MBS          | CORP              | US        |   1425000 | PA      | $1424153.55   | 0.11%             | 2056-01-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag              | PRPM 2026-RCF1 Trust                                                          | CUSIP: 69383VAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1055000 | PA      | $1013993.21   | 0.08%             | 2056-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | Wind River 2021-4 CLO Ltd.                                                    | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500453.30   | 0.12%             | 2035-01-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.                  | Wonder Lake Park CLO Ltd.                                                     | CUSIP: 97816XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $967765.70    | 0.07%             | 2038-07-24      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Artius II Acquisition Inc                   | Artius II Acquisition, Inc. - Class A                                         | CUSIP: G0509J115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64205 | NS      | $663237.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc. CONTINGENT VALUE RHT   /      | ABIOMED, Inc. CONTINGENT VALUE RHT   /                                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1014 | NC      | $1034.28      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WB Commercial Mortgage Trust                | WB Commercial Mortgage Trust 2024-HQ                                          | CUSIP: 92943PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248739.25    | 0.02%             | 2040-03-15      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital GSS Investment Co              | Bain Capital GSS Investment Corp.                                             | CUSIP: G0R78B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20965 | NS      | $211993.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                 | Arcellx, Inc.                                                                 | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33417 | NS      | $3836939.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Co              | Activate Energy Acquisition Corp. - Class A                                   | CUSIP: G0081J103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26254 | NS      | $259652.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BTC Development Corp                        | BTC Development Corp. - Class A                                               | CUSIP: G0701G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98562 | NS      | $984634.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TGE Value Creative Solutions C              | TGE Value Creative Solutions Corp. - Class A                                  | CUSIP: G8773E100<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     53006 | NS      | $523699.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Spade Acquisition III Co              | Black Spade Acquisition III Co. - Class A                                     | CUSIP: G1154S103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     46804 | NS      | $460551.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK SPADE ACQUISITION-CL A                | Black Spade Acquisition III Co.                                               | CUSIP: G1154S111<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     17830 | NC      | $6240.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Exceptionalism Acquis              | American Exceptionalism Acquisition Corp. A - Class A                         | CUSIP: G0273J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6676 | NS      | $72301.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIMEI HEALTH TECHNOL TENDERED SHARES   /    | AIMEI HEALTH TECHNOL TENDERED SHARES   /                                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26484 | NS      | $301123.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                              | Barings CLO Ltd. 2025-VII                                                     | CUSIP: 06765FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $741068.63    | 0.06%             | 2038-01-15      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Blue Foundry Bancorp                        | Blue Foundry Bancorp                                                          | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |    132939 | NS      | $1760112.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Acquisition Corp                   | Bluerock Acquisition Corp. - Class A                                          | CUSIP: G1352R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44193 | NS      | $437510.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Babson CLO Ltd                              | Barings CLO Ltd. 2025 VIII                                                    | CUSIP: 06765KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978310.30    | 0.08%             | 2039-01-15      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| BasePoint MCA Securitization L              | Basepoint Mca Securitization II LLC                                           | CUSIP: 06983XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2986917.00   | 0.23%             | 2031-08-15      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Blue Water Acquisition Corp II              | Blue Water Acquisition Corp. III - Class A                                    | CUSIP: G1368E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42218 | NS      | $434423.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trailblazer Acquisition Corp                | Trailblazer Acquisition Corp. - Class A                                       | CUSIP: G9009S103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26712 | NS      | $268455.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                              | Air Lease Corp.                                                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    133576 | NS      | $8674425.44   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Acquisition Corp                  | Centurion Acquisition Corp.                                                   | CUSIP: G20315100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249562 | NS      | $2689030.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueport Acquisition Ltd                    | Blueport Acquisition Ltd. - Class A                                           | CUSIP: G1196A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13165 | NS      | $131781.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLARS  /                         | CANADIAN DOLLARS  /                                                           | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | CA        |       -15 | OU      | $-10.49       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Battalion CLO LTD                           | Battalion Clo XV Ltd.                                                         | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   1077763 | PA      | $1075292.92   | 0.08%             | 2033-01-17      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu              | Bear Stearns Asset Backed Securities Trust                                    | CUSIP: 073879CH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675706 | PA      | $622368.41    | 0.05%             | 2034-07-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| CENTURION CL A CL A   /                     | CENTURION CL A CL A   /                                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16280 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CENTURION CL B CL B   /                     | CENTURION CL B CL B   /                                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20349 | NS      | $0.20         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re 2025-1 Ltd.                                                     | CUSIP: 07876NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $668666.05    | 0.05%             | 2035-10-25      | Floating      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO IV Ltd.                                           | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999189.40    | 0.08%             | 2038-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Cantor Equity Partners III Inc              | Cantor Equity Partners III, Inc. - Class A                                    | CUSIP: G1828A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170011 | NS      | $1752813.41   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Acquisition Corp                  | Cambridge Acquisition Corp. - Class A                                         | CUSIP: G1871M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41145 | NS      | $406101.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO Ltd.                                              | CUSIP: 08182DAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3451767.55   | 0.27%             | 2038-04-20      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners Clo XXXVII Ltd.                                       | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004672.20   | 0.15%             | 2038-01-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO 49 Ltd.                                           | CUSIP: 08183TAG3<br>LEI: 254900I5A3AKKEZZO648 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2039-04-18      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XXIII Ltd.                                        | CUSIP: 08186VAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991739.20    | 0.08%             | 2034-04-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XXIII Ltd.                                        | CUSIP: 08186XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992068.20    | 0.08%             | 2034-04-25      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XXXVI Ltd.                                        | CUSIP: 081922AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2038-01-25      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CAMBRIDGE ACQUISITION CORP-A                | Cambridge Acquisition Corp.                                                   | CUSIP: G1871M116<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     13715 | NC      | $3840.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp               | Cohen Circle Acquisition Corp. II - Class A                                   | CUSIP: G2254C121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34167 | NS      | $349186.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Grove CLO Ltd.                        | Birch Grove CLO 8 Ltd.                                                        | CUSIP: 09077UAA0<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $498506.10    | 0.04%             | 2037-04-20      | Floating      | 10.77%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                            | CIFC Funding 2020-II Ltd.                                                     | CUSIP: 12547JAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1444222.05   | 0.11%             | 2039-04-16      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                            | CIFC Funding 2017-IV Ltd.                                                     | CUSIP: 12551KAA1<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1493670.45   | 0.12%             | 2030-10-24      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| CIM Trust                                   | CIM Trust 2019-R5                                                             | CUSIP: 12558RAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1727644.14   | 0.13%             | 2059-09-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2013-CCRE12 Mortgage Trust                                               | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   2483073 | PA      | $2381838.57   | 0.18%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2014-UBS4 Mortgage Trust                                                 | CUSIP: 12591QAT9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1855732 | PA      | $1824184.80   | 0.14%             | 2047-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2019-RPL1 Trust                                                          | CUSIP: 12596MAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $1783546.08   | 0.14%             | 2058-07-25      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                            | COLT 2021-5 Mortgage Loan Trust                                               | CUSIP: 12598RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1342000 | PA      | $1131951.50   | 0.09%             | 2066-11-26      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2021-NQM8                                                                | CUSIP: 12659FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1516308.75   | 0.12%             | 2066-10-25      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2021-RPL4 Trust                                                          | CUSIP: 12662GAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275267 | PA      | $276496.44    | 0.02%             | 2060-12-27      | Variable      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2021-NQM7                                                                | CUSIP: 12662QAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2003850 | PA      | $1701873.81   | 0.13%             | 2066-10-25      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan T              | Alternative Loan Trust 2006-HY10                                              | CUSIP: 12668BA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3648845 | PA      | $70780.30     | 0.01%             | 2036-05-25      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                      | CHL Mortgage Pass-Through Trust 2005-HYB2                                     | CUSIP: 12669GWW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1393040 | PA      | $1242350.65   | 0.10%             | 2035-05-20      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle U.S. CLO 2026-2 Ltd.                                                  | CUSIP: 142928AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2039-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle U.S. CLO 2026-2 Ltd.                                                  | CUSIP: 142931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1980000.00   | 0.15%             | 2039-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle Global Market Strategies CLO 2015-4 Ltd.                              | CUSIP: 14311NBL7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998656.50    | 0.08%             | 2032-07-20      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 114 CLO Ltd.                                                           | CUSIP: 26254HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2039-04-20      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 114 CLO Ltd.                                                           | CUSIP: 26254JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985000.00    | 0.08%             | 2039-04-20      | Floating      | 10.13%                | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage T              | EFMT 2024-NQM1                                                                | CUSIP: 26845DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1801488.60   | 0.14%             | 2069-11-25      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage T              | EFMT 2025-RTL1                                                                | CUSIP: 26846FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2027000 | PA      | $2033622.21   | 0.16%             | 2040-11-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Coeur Mining Inc                            | Coeur Mining, Inc.                                                            | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |         1 | NS      | $16.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                            | Coeur Mining, Inc.                                                            | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Short            | EC               | CORP              | US        |        -1 | NS      | $-18.77       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage T              | EFMT 2025-RTL1                                                                | CUSIP: 26846FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1462055.04   | 0.11%             | 2040-11-25      | Variable      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trus              | Easy Street Mortgage Loan Trust 2025-RTL2                                     | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2556907.95   | 0.20%             | 2040-10-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                         | Eaton Vance CLO 2020-1 Ltd.                                                   | CUSIP: 278301AG1<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $900506.70    | 0.07%             | 2037-10-15      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                         | Eaton Vance CLO 2013-1 Ltd.                                                   | CUSIP: 27830BCG7<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995481.20    | 0.08%             | 2038-10-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Alussa Energy Acquisition Corp              | Alussa Energy Acquisition Corp. II - Class A                                  | CUSIP: G0233J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26328 | NS      | $262753.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agriculture & Natural Solution              | Agriculture & Natural Solutions Acquisition Corp.                             | CUSIP: G0131Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115152 | NS      | $1298914.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombier Acquisition Corp III              | Colombier Acquisition Corp. III - Class A                                     | CUSIP: G2284A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54872 | NS      | $552012.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIER ACQ III-CL A                      | Colombier Acquisition Corp. III                                               | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6859 | NC      | $4595.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp                 | A Paradise Acquisition Corp. - Class A                                        | CUSIP: G04819101<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      6586 | NS      | $66979.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                 | Apellis Pharmaceuticals, Inc.                                                 | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     49197 | NS      | $1979195.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners VI Inc               | Cantor Equity Partners VI, Inc. - Class A                                     | CUSIP: G1828R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27433 | NS      | $277621.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners V Inc                | Cantor Equity Partners V, Inc. - Class A                                      | CUSIP: G1828S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79943 | NS      | $807424.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp I              | Columbus Circle Capital Corp. II - Class A                                    | CUSIP: G2296M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82179 | NS      | $807819.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS CIRCLE CAPITAL CO-A                | Columbus Circle Capital Corp. II                                              | CUSIP: G2296M129<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     26421 | NC      | $8190.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charlton Aria Acquisition Corp              | Charlton Aria Acquisition Corp. - Class A                                     | CUSIP: G9877L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107263 | NS      | $1133769.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp              | ChampionsGate Acquisition Corp. - Class A                                     | CUSIP: G2124S108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85493 | NS      | $875448.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp               | Crane Harbor Acquisition Corp. II - Class A                                   | CUSIP: G25014104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79620 | NS      | $788238.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                | Cal Redwood Acquisition Corp. - Class A                                       | CUSIP: G17564108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62898 | NS      | $638414.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                          | Coterra Energy, Inc.                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     38267 | NS      | $1344702.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart Holdings                          | Lionheart Holdings - Class A                                                  | CUSIP: G5501C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194016 | NS      | $2085672.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance CDO Ltd                         | Eaton Vance Clo 2015-1 Ltd.                                                   | CUSIP: 27830KBA1<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002606.70   | 0.08%             | 2030-01-20      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2024-3                                    | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2061286.00   | 0.16%             | 2031-10-15      | Fixed         | 7.84%                 | Yes           |                  2 | On Loan: No      |
| EQV Ventures Acquisition Corp               | EQV Ventures Acquisition Corp. II - Class A                                   | CUSIP: G3106Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108144 | NS      | $1091172.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Global Acquisition C              | Evolution Global Acquisition Corp. - Class A                                  | CUSIP: G3226F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46379 | NS      | $462398.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                          | CVB Financial Corp.                                                           | CUSIP: 126600105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -147834 | NS      | $-2866501.26  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings               | Clearwater Analytics Holdings, Inc. - Class A                                 | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    286980 | NS      | $6787077.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Asset Acquisition Corp              | Digital Asset Acquisition Corp. - Class A                                     | CUSIP: G2868C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138477 | NS      | $1418004.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc              | Day One Biopharmaceuticals, Inc.                                              | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    201752 | NS      | $4325562.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Mac Agricultural Real E              | FARM 2023-1 Mortgage Trust                                                    | CUSIP: 30767YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2821166 | PA      | $2184580.96   | 0.17%             | 2052-03-25      | Variable      | 3.03%                 | Yes           |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real E              | FARM 2025-2 Mortgage Trust                                                    | CUSIP: 30768BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2191654 | PA      | $1927309.53   | 0.15%             | 2055-09-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FutureCrest Acquisition Corp                | FutureCrest Acquisition Corp. - Class A                                       | CUSIP: G3730U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47009 | NS      | $472910.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTURECREST ACQUISITION-CL A                | FutureCrest Acquisition Corp.                                                 | CUSIP: G3730U115<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     13352 | NC      | $7877.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Mac Agricultural Real E              | FARM 21-1 Mortgage Trust                                                      | CUSIP: 30768WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1314261 | PA      | $997768.34    | 0.08%             | 2051-07-25      | Variable      | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                             | CUSIP: 3136BQPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845169 | PA      | $724367.61    | 0.06%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                             | CUSIP: 3136BQQZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1071690 | PA      | $935422.84    | 0.07%             | 2053-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                             | CUSIP: 3136BWAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1602680 | PA      | $1590999.71   | 0.12%             | 2055-06-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group Inc                     | DigitalBridge Group, Inc.                                                     | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      3279 | NS      | $50562.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit              | Drugs Made In America Acquisition Corp.                                       | CUSIP: G2847J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    299907 | NS      | $3149023.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                            | CUSIP: 3137H9AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2042631 | PA      | $2020155.70   | 0.16%             | 2052-09-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                            | CUSIP: 3137HABM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1072156 | PA      | $990573.76    | 0.08%             | 2052-11-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fifth Era Acquisition Corp I                | Fifth Era Acquisition Corp. I - Class A                                       | CUSIP: G3415K101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     75045 | NS      | $772213.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp               | FIGX Capital Acquisition Corp. - Class A                                      | CUSIP: G3473K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39098 | NS      | $396062.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit              | Drugs Made In America Acquisition II Corp.                                    | CUSIP: G2851K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142639 | NS      | $1423537.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamix Corp III                            | Dynamix Corp. III - Class A                                                   | CUSIP: G2949T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46563 | NS      | $461904.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Future Money Acquisition Corp               | Future Money Acquisition Corp.                                                | CUSIP: G3700S124<br>LEI: N/A                  | Long             |  | CORP              | US        |     84374 | NS      | $842052.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                     | Amicus Therapeutics, Inc.                                                     | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    175201 | NS      | $2533406.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Roman DBDR Acquisition Corp II              | Roman DBDR Acquisition Corp. II                                               | CUSIP: G7633M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72229 | NS      | $756237.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daedalus Special Acquisition C              | Daedalus Special Acquisition Corp. - Class A                                  | CUSIP: G2616C108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     24440 | NS      | $242200.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                       | Fulton Financial Corp.                                                        | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Short            | EC               | CORP              | US        |    -86410 | NS      | $-1757579.40  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital7 Corp                            | GigCapital7 Corp. - Class A                                                   | CUSIP: G38648104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28244 | NS      | $300798.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco CLO LTD                             | Invesco U.S. CLO 2025-1 Ltd.                                                  | CUSIP: 46151PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $746465.55    | 0.06%             | 2038-07-15      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                             | Invesco U.S. CLO 2025-2 Ltd.                                                  | CUSIP: 46151RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995443.30    | 0.08%             | 2038-07-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| GigCapital9 Corp                            | GigCapital9 Corp.                                                             | CUSIP: G3865B106<br>LEI: N/A                  | Long             |  | CORP              | US        |      8198 | NS      | $82307.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & COM TENDERED SHARE   / | GREAT LAKES DREDGE & COM TENDERED SHARE   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49080 | NS      | $834360.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DAEDALUS SPECIAL ACQUIS-CL A                | Daedalus Special Acquisition Corp.                                            | CUSIP: G2616C116<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      6110 | NC      | $2382.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ACQUISITION CORP III                  | HELIX ACQUISITION Corp. III - Class A                                         | CUSIP: G4444S107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16122 | NS      | $166056.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU               | CUSIP: 46592FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282395 | PA      | $245524.94    | 0.02%             | 2040-01-05      | Variable      | 2.08%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                            | NMEF Funding 2026-A LLC                                                       | CUSIP: 62919FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1340967.15   | 0.10%             | 2034-02-15      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                            | NMEF Funding 2025-B LLC                                                       | CUSIP: 62919WAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1015649.00   | 0.08%             | 2033-01-18      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Newtek Alternative Loan Progra              | NALP Business Loan Trust 2026-1                                               | CUSIP: 62986BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1623879 | PA      | $1631145.55   | 0.13%             | 2051-06-26      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| GP-Act III Acquisition Corp                 | GP-Act III Acquisition Corp. - Class A                                        | CUSIP: G4035N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181350 | NS      | $1965834.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GP-ACT III ACQ CORP. CLASS A UNITS   /      | GP-ACT III ACQ CORP. CLASS A UNITS   /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13765 | NS      | $0.14         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GP-ACT III ACQ Corp. CLASS B UNITS   /      | GP-ACT III ACQ Corp. CLASS B UNITS   /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17206 | NS      | $0.17         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Graf Global Corp                            | Graf Global Corp. - Class A                                                   | CUSIP: G4036C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91782 | NS      | $982985.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II                  | Gesher Acquisition Corp. II - Class A                                         | CUSIP: G3852D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74894 | NS      | $775901.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV Acquisition Corp                     | GSR IV Acquisition Corp. - Class A                                            | CUSIP: G4R12K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47064 | NS      | $472051.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Valley Acquisition Cor              | Silicon Valley Acquisition Corp. - Class A                                    | CUSIP: G81306121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46622 | NS      | $461091.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON VALLEY ACQUISIT-CL A                | Silicon Valley Acquisition Corp.                                              | CUSIP: G81306113<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     23311 | NC      | $6527.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                 | Hologic, Inc.                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    183595 | NS      | $13877946.05  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                      | Heritage Commerce Corp.                                                       | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    230837 | NS      | $2880845.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 36R Ltd.                                   | CUSIP: 64090EAG1<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1483497.15   | 0.11%             | 2039-07-20      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 60 Ltd.                                    | CUSIP: 640974AA9<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981429.20    | 0.08%             | 2039-04-22      | Floating      | 10.15%                | Yes           |                  2 | On Loan: No      |
| Highview Merger Corp                        | Highview Merger Corp. - Class A                                               | CUSIP: G4569C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33650 | NS      | $338182.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYMAKER ACQUISITION TENDERED SHARE   /     | HAYMAKER ACQUISITION TENDERED SHARE   /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13127 | NS      | $150435.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Idea Acquisition Corp                       | Idea Acquisition Corp.                                                        | CUSIP: G4727U126<br>LEI: N/A                  | Long             |  | CORP              | US        |     69439 | NS      | $688140.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Invest Green Acquisition Corp               | Invest Green Acquisition Corp. - Class A                                      | CUSIP: G4924G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64856 | NS      | $644668.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp              | Spring Valley Acquisition Corp. IV - Class A                                  | CUSIP: G8377G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68484 | NS      | $678676.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRING VALLEY ACQUISITIO-A                  | Spring Valley Acquisition Corp. IV                                            | CUSIP: G8377G113<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     17121 | NC      | $13525.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In              | International Money Express, Inc.                                             | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23882 | NS      | $377335.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C              | Inflection Point Acquisition Corp. III - Class A                              | CUSIP: G47875102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66458 | NS      | $678536.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C              | Inflection Point Acquisition Corp. VI                                         | CUSIP: G4790S123<br>LEI: N/A                  | Long             |  | CORP              | US        |     14117 | NS      | $142864.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                    | Dune Acquisition Corp. II                                                     | CUSIP: G2867S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111160 | NS      | $1148282.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YORKVILLE ACQUISITION CORP-A                | Yorkville Acquisition Corp.                                                   | CUSIP: G98659124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10255 | NC      | $3537.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meshflow Acquisition Corp                   | Meshflow Acquisition Corp. - Class A                                          | CUSIP: G6032N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99573 | NS      | $984776.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M Evo Global Acquisition Corp               | M Evo Global Acquisition Corp. II - Class A                                   | CUSIP: G6071J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81880 | NS      | $805699.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M EVO GLOBAL ACQUISITIO-CL A                | M Evo Global Acquisition Corp. II                                             | CUSIP: G6071J110<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     34076 | NC      | $11074.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp              | Mountain Lake Acquisition Corp. II                                            | CUSIP: G6301L125<br>LEI: N/A                  | Long             |  | CORP              | US        |     81546 | NS      | $809751.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RMLS CLASS C LLC   /                        | RMLS CLASS C LLC   /                                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1 | PA      | $1681762.50   | 0.13%             | 2028-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RMLS CLASS D LLC   /                        | RMLS CLASS D LLC   /                                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1 | PA      | $2574550.00   | 0.20%             | 2028-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RMLS CLASS E LLC   /                        | RMLS CLASS E LLC   /                                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1 | PA      | $2491500.00   | 0.19%             | 2028-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RMLS CLASS F LLC   /                        | RMLS CLASS F LLC   /                                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1 | PA      | $1432612.50   | 0.11%             | 2028-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Renatus Tactical Acquisition C              | Renatus Tactical Acquisition Corp. I - Class A                                | CUSIP: G7490F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53000 | NS      | $544840.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Space Asset Acquisition Corp                | Space Asset Acquisition Corp. - Class A                                       | CUSIP: G8375S101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27306 | NS      | $274425.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safeguard Acquisition Corp                  | Safeguard Acquisition Corp. - Class A                                         | CUSIP: G77676107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39380 | NS      | $391831.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                          | Banco Santander S.A. - ADR                                                    | CUSIP: 05964H105<br>LEI: 5493006QMFDDMYWIAM13 | Short            |  | CORP              | ES        |   -141550 | NS      | $-1596684.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                           | Silverbox Corp. IV - Class A                                                  | CUSIP: G81354105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69880 | NS      | $747716.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBox Corp V                            | SilverBox Corp. V - Class A                                                   | CUSIP: G8148S107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26235 | NS      | $260251.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SC II Acquisition Corp                      | SC II Acquisition Corp. - Class A                                             | CUSIP: G7866D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88538 | NS      | $883609.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp                     | Siddhi Acquisition Corp. - Class A                                            | CUSIP: G8118C124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206171 | NS      | $2140054.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                             | Sealed Air Corp.                                                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    323084 | NS      | $13585682.20  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc                        | SEMrush Holdings, Inc. - Class A                                              | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |     82176 | NS      | $981181.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM Acquisition Corp I                      | SIM Acquisition Corp. I - Class A                                             | CUSIP: G8431T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118138 | NS      | $1267620.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB MONEY MARKET II SPECIAL   /             | UMB MONEY MARKET II SPECIAL   /                                               | CUSIP: SF8888628<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  76877950 | PA      | $76877949.51  | 5.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Solarius Capital Acquisition C              | Solarius Capital Acquisition Corp. - Class A                                  | CUSIP: G82617104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13594 | NS      | $138386.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                  | Soulpower Acquisition Corp. - Class A                                         | CUSIP: G82745103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155576 | NS      | $1594654.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Acquisition Corp                      | Titan Acquisition Corp. - Class A                                             | CUSIP: G8901A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55680 | NS      | $575174.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                      | BERTO ACQUISITION Corp.                                                       | CUSIP: G1051H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55760 | NS      | $571540.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                      | Tavia Acquisition Corp.                                                       | CUSIP: G86880104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     64961 | NS      | $686637.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Translational Development Acqu              | Translational Development Acquisition Corp.                                   | CUSIP: G9008W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40468 | NS      | $427342.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tailwind 2.0 Acquisition Corp               | Tailwind 2.0 Acquisition Corp. - Class A                                      | CUSIP: G8662J111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52690 | NS      | $523738.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2023-PJ6                                  | CUSIP: 36268FAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515943 | PA      | $1545472.27   | 0.12%             | 2054-04-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Terns Pharmaceuticals Inc                   | Terns Pharmaceuticals, Inc.                                                   | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |    127318 | NS      | $6712204.96   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartacus Acquisition Corp II               | Spartacus Acquisition Corp. II                                                | CUSIP: G8303R126<br>LEI: N/A                  | Long             |  | CORP              | US        |     20544 | NS      | $206056.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                  | Sizzle Acquisition Corp. II - Class A                                         | CUSIP: G8193F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62936 | NS      | $645723.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAFAYETTE DIGITAL ACQUISITIO                | Lafayette Digital Acquisition Corp. I                                         | CUSIP: G5345D115<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     26555 | NC      | $6134.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                        | Tri Pointe Homes, Inc.                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    218865 | NS      | $10227561.45  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Ventures Acquisition III              | Texas Ventures Acquisition III Corp. - Class A                                | CUSIP: G8772L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102526 | NS      | $1065245.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2025-PJ5                                  | CUSIP: 36272DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2116801 | PA      | $2105134.93   | 0.16%             | 2055-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2026-PJ1                                  | CUSIP: 36275TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1423045 | PA      | $1423036.90   | 0.11%             | 2056-06-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ACM Auto Trust                              | ACM Auto Trust 2025-4                                                         | CUSIP: 00161LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2191914 | PA      | $2174308.55   | 0.17%             | 2032-08-20      | Fixed         | 8.42%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                  | AMSR 2023-SFR2 Trust                                                          | CUSIP: 00178YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2573880.30   | 0.20%             | 2040-06-17      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AG Trust                                    | AG Trust 2024-NLP                                                             | CUSIP: 00792MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    904146 | PA      | $902001.84    | 0.07%             | 2041-08-15      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| Aimco                                       | AIMCO CLO 10 Ltd.                                                             | CUSIP: 00900UAG9<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491265.65    | 0.04%             | 2037-07-22      | Floating      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2026-AH1                                  | CUSIP: 362974AP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4852106 | PA      | $4859558.63   | 0.38%             | 2056-07-25      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                              | Galaxy Xxiv Clo Ltd.                                                          | CUSIP: 36321BAG6<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.12%             | 2037-04-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                       | Kennedy Lewis CLO 7 Ltd.                                                      | CUSIP: 37149LAU1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $980047.20    | 0.08%             | 2037-04-22      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT              | Golub Capital CLO 88 B Ltd.                                                   | CUSIP: 38190MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.15%             | 2039-04-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT              | Golub Capital CLO 88 B Ltd.                                                   | CUSIP: 38190MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2039-04-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT              | Golub Capital CLO 88 B Ltd.                                                   | CUSIP: 38190NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1960000.00   | 0.15%             | 2039-04-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                | Barclays Mortgage Trust 2021-NPL1                                             | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601188 | PA      | $601925.89    | 0.05%             | 2051-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                              | Barings Clo Ltd. 2023-I                                                       | CUSIP: 06762HAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998827.20    | 0.08%             | 2038-04-20      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                              | Barings Clo Ltd. 2023-I                                                       | CUSIP: 06762HAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990237.80    | 0.08%             | 2038-04-20      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                              | Barings CLO Ltd. 2024-I                                                       | CUSIP: 06763WAE3<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994831.40    | 0.08%             | 2039-01-20      | Floating      | 9.87%                 | Yes           |                  2 | On Loan: No      |
| FLUSHING FINANCIAL CORP                     | Flushing Financial Corp.                                                      | CUSIP: 343873AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901558.00    | 0.07%             | 2031-12-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                 | CUSIP: 35563PC80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $932513.00    | 0.07%             | 2061-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-HQA1                                       | CUSIP: 35564KUL1<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1079734.00   | 0.08%             | 2042-03-25      | Floating      | 14.66%                | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle Global Market Strategies CLO 2014-2R Ltd.                             | CUSIP: 14314LAL9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503953.40   | 0.12%             | 2031-05-15      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle U.S. CLO 2022-1 Ltd.                                                  | CUSIP: 14318JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1243172.88   | 0.10%             | 2035-04-15      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Two Harbors Investment Corp                 | Two Harbors Investment Corp. - REIT                                           | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             |  | CORP              | US        |    152016 | NS      | $1736022.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER ACQUISITION TENDERED SHARE   /      | VOYAGER ACQUISITION TENDERED SHARE   /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     54669 | NS      | $585504.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                        | GCAT 2026-NQM2 Trust                                                          | CUSIP: 36173JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999983.00    | 0.08%             | 2071-02-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                        | GCAT 2025-INV5 Trust                                                          | CUSIP: 36173VBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2328332 | PA      | $2358334.77   | 0.18%             | 2055-12-25      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Viking Acquisition Corp I                   | Viking Acquisition Corp. I - Class A                                          | CUSIP: G9582G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85695 | NS      | $850951.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VINE HILL CAP INVT C TENDERED SECURITY   /  | VINE HILL CAP INVT C TENDERED SECURITY   /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     77521 | NS      | $827924.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Trust 2015-GC30                                        | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   1962532 | PA      | $1910034.54   | 0.15%             | 2050-05-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp. Trust 2020-DUNE                                  | CUSIP: 36258BAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285441 | PA      | $279082.02    | 0.02%             | 2036-12-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr              | Goodleap Sustainable Home Solutions Trust 2023-4                              | CUSIP: 38237YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2137144 | PA      | $2074384.88   | 0.16%             | 2057-03-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                      | CUSIP: 38384PKG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1023280 | PA      | $986058.85    | 0.08%             | 2054-05-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust              | Carrington Mortgage Loan Trust Series 2006-NC2                                | CUSIP: 14453FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1681996.00   | 0.13%             | 2036-06-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                         | DataBank Issuer                                                               | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2488412.50   | 0.19%             | 2056-02-25      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Vine Hill Capital Investment C              | Vine Hill Capital Investment Corp. II - Class A                               | CUSIP: G9709D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46692 | NS      | $462250.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VINE HILL CAPITAL INVES-CL A                | Vine Hill Capital Investment Corp. II                                         | CUSIP: G9709D117<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     17684 | NC      | $6191.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp. Trust 2020-DUNE                                  | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81555 | PA      | $78147.41     | 0.01%             | 2036-12-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2020-NQM1                                 | CUSIP: 36259WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2264941.75   | 0.17%             | 2060-09-27      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage              | Deephaven Residential Mortgage Trust 2021-1                                   | CUSIP: 24380VAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $1823486.07   | 0.14%             | 2065-05-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA5                 | CUSIP: 25150XAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320427 | PA      | $1162122.13   | 0.09%             | 2047-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2022-LTV2                                 | CUSIP: 36266VAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1808652.50   | 0.14%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust               | VTR Commercial Mortgage Trust 2025-STEM                                       | CUSIP: 92890YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999512.00   | 0.15%             | 2039-10-13      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                    | Dividend Solar Loans 2018-2 LLC                                               | CUSIP: 255387AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1377894 | PA      | $1296499.98   | 0.10%             | 2038-12-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2025-1 Ltd.                                                       | CUSIP: 29249DAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989568.80    | 0.08%             | 2038-07-20      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Vendome Acquisition Corp I                  | Vendome Acquisition Corp. I - Class A                                         | CUSIP: G9580A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188942 | NS      | $1913982.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                       | Veris Residential, Inc. - REIT                                                | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             |  | CORP              | US        |    337303 | NS      | $6364907.61   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals, Inc.                 | Terns Pharmaceuticals, Inc.                                                   | CUSIP: 999999999<br>LEI: 254900S1ZDQMF4MYP709 | N/A              | DE               |  | US        |        -3 | NC      | $-22.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals, Inc.                 | Terns Pharmaceuticals, Inc.                                                   | CUSIP: 999999999<br>LEI: 254900S1ZDQMF4MYP709 | N/A              | DE               |  | US        |      -707 | NC      | $-8837.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2021-12                                              | CUSIP: 46592WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2096168 | PA      | $1698239.59   | 0.13%             | 2052-02-25      | Variable      | 3.16%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2025-CCM1                                            | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2478283 | PA      | $2467847.12   | 0.19%             | 2055-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                      | CUSIP: 38385CCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383760 | PA      | $387102.88    | 0.03%             | 2055-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                      | CUSIP: 38385G2J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1487111 | PA      | $1437411.96   | 0.11%             | 2055-06-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                        | LHOME Mortgage Trust 2026-RTL1                                                | CUSIP: 50206JAD7<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1400623.00   | 0.11%             | 2041-01-25      | Variable      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| LMRE 2025-SFR1 Trust Issuing E              | LMRE 2025 SFR1 Trust                                                          | CUSIP: 50208WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2898630.00   | 0.22%             | 2042-12-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Webster Financial Corp                      | Webster Financial Corp.                                                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     68887 | NS      | $4782135.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                        | Wen Acquisition Corp. - Class A                                               | CUSIP: G9R39C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76154 | NS      | $775247.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2015-3 Ltd.                                                          | CUSIP: 92913UBS4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001082.00   | 0.08%             | 2031-10-20      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2016-1 Ltd.                                                          | CUSIP: 92915CAW4<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |   1325000 | PA      | $1328451.10   | 0.10%             | 2031-01-20      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Greensky Home Improvement Issu              | GreenSky Home Improvement Trust 2024-1                                        | CUSIP: 39571MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1492796 | PA      | $1554408.14   | 0.12%             | 2059-06-25      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust              | HLTN Commercial Mortgage Trust 2024-DPLO                                      | CUSIP: 40424UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001801.00   | 0.08%             | 2041-06-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust                                                      | CUSIP: 46593VAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011423.60   | 0.08%             | 2055-11-25      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2023-6                                             | CUSIP: 465989AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2394832 | PA      | $2384747.10   | 0.18%             | 2053-12-26      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S              | HOMES 2025-NQM3 Trust                                                         | CUSIP: 40446GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1715905.20   | 0.13%             | 2070-02-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust              | HarborView Mortgage Loan Trust 2006-10                                        | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2559189 | PA      | $2075292.07   | 0.16%             | 2036-11-19      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                     | HomeBanc Mortgage Trust 2006-1                                                | CUSIP: 43739ECR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204103 | PA      | $186189.64    | 0.01%             | 2037-04-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                            | Unlock HEA Trust 2024-2                                                       | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2653599 | PA      | $2648456.02   | 0.20%             | 2039-10-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP               | CUSIP: 466317AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2282438 | PA      | $2244175.34   | 0.17%             | 2037-04-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu              | JPMBB Commercial Mortgage Securities Trust 2015-C30                           | CUSIP: 46644UBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2575073.70   | 0.20%             | 2048-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2023-2                                             | CUSIP: 46656DAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4295028 | PA      | $4276941.60   | 0.33%             | 2053-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2024-CCM1                                            | CUSIP: 46658NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2041938 | PA      | $2033339.53   | 0.16%             | 2055-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2017-3 Ltd.                                                          | CUSIP: 92915QBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4990468.50   | 0.39%             | 2034-04-20      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2024-INV1                                            | CUSIP: 46658PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2295740 | PA      | $2288827.31   | 0.18%             | 2055-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2024-12                                              | CUSIP: 46658TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273257 | PA      | $1282866.45   | 0.10%             | 2055-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Life Financial Services Trust               | Life 2021-BMR Mortgage Trust                                                  | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1645000 | PA      | $1461689.43   | 0.11%             | 2038-03-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Life Financial Services Trust               | Life 2022-BMR Mortgage Trust                                                  | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2898360.00   | 0.22%             | 2039-05-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Jamestown CLO Ltd                           | Jamestown CLO XI Ltd.                                                         | CUSIP: 47049AAA9<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1875923.00   | 0.14%             | 2031-07-14      | Floating      | 9.95%                 | Yes           |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                       | KKR Financial CLO 2013-1 Ltd.                                                 | CUSIP: 48249VBQ3<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1497719.70   | 0.12%             | 2038-10-15      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                       | KKR CLO 18 Ltd.                                                               | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   1553536 | PA      | $1552631.54   | 0.12%             | 2035-10-18      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                        | LHOME Mortgage Trust 2025-RTL1                                                | CUSIP: 50205UAD3<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1017887.00   | 0.08%             | 2040-01-25      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                        | LHOME Mortgage Trust 2024-RTL5                                                | CUSIP: 50205WAD9<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1806895.80   | 0.14%             | 2039-09-25      | Variable      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                        | LHOME Mortgage Trust 2025-RTL3                                                | CUSIP: 50205YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2115804.60   | 0.16%             | 2040-08-25      | Variable      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2014-5 Ltd.                                                           | CUSIP: 67102SAS3<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002598.50   | 0.08%             | 2031-04-26      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                    | OZLM XXII Ltd.                                                                | CUSIP: 67111VAJ5<br>LEI: 549300SDDOLWC85Q9Q65 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002607.20   | 0.08%             | 2031-01-17      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                            | Unlock Hea Trust 2023-1                                                       | CUSIP: 91528JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2745309 | PA      | $2721726.80   | 0.21%             | 2038-10-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Upland CLO Ltd                              | Upland CLO Ltd.                                                               | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751950.60    | 0.06%             | 2031-04-20      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                    | OZLM XVIII Ltd.                                                               | CUSIP: 67112GAG3<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002604.10   | 0.08%             | 2031-04-15      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                    | OZLM XX Ltd.                                                                  | CUSIP: 67112MAG0<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |   1120000 | PA      | $1122912.00   | 0.09%             | 2031-04-20      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXVIII Ltd.                                                         | CUSIP: 55955LBA9<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986695.30    | 0.08%             | 2038-01-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XLIV Ltd.                                                           | CUSIP: 55955UAJ1<br>LEI: 529900QN6D2QU338OD40 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1245125.88   | 0.10%             | 2037-10-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2021-22 Ltd.                                                          | CUSIP: 67117TAU9<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995980.20    | 0.08%             | 2037-10-20      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                     | NYMT Loan Trust 2025-INV1                                                     | CUSIP: 67120YAG4<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2789354.40   | 0.22%             | 2060-04-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OWS Real Estate Finance LLC                 | OWS Real Estate Finance LLC                                                   | CUSIP: 67121XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115000 | PA      | $1116897.73   | 0.09%             | 2034-08-15      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2025-R1 Trust                                                             | CUSIP: 67123GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959768 | PA      | $955335.13    | 0.07%             | 2062-09-25      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2025-R1 Trust                                                             | CUSIP: 67123GAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001202.00   | 0.08%             | 2062-09-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO Ltd.                           | 720 East CLO 2023-I Ltd.                                                      | CUSIP: 81785EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497990.35    | 0.04%             | 2038-04-15      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                    | Ajax Mortgage Loan Trust 2020-B                                               | CUSIP: 00969YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $367164.80    | 0.03%             | 2059-05-25      | Variable      | 2.86%                 | Yes           |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                    | Ajax Mortgage Loan Trust 2021-F                                               | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371623 | PA      | $372048.47    | 0.03%             | 2061-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO Ltd.                           | 720 East CLO 2023-II Ltd.                                                     | CUSIP: 817941AU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1482934.20   | 0.11%             | 2038-10-15      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO Ltd.                           | 720 East CLO 2023-II Ltd.                                                     | CUSIP: 817942AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $965159.00    | 0.07%             | 2038-10-15      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                    | Ajax Mortgage Loan Trust 2021-E                                               | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795540 | PA      | $607807.68    | 0.05%             | 2060-12-25      | Variable      | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Alinea CLO LTD                              | Alinea CLO 2018-1 Ltd.                                                        | CUSIP: 016268AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253267.25   | 0.10%             | 2031-07-20      | Floating      | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO LTD                          | Shackleton 2019-XIV Clo Ltd.                                                  | CUSIP: 81880XBC5<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1242503.25   | 0.10%             | 2034-07-20      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO LTD                          | Shackleton 2019-XIV Clo Ltd.                                                  | CUSIP: 81880YAJ9<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1159535.00   | 0.09%             | 2034-07-20      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust              | Upgrade Master Pass-Thru Trust Series 2026-ST1                                | CUSIP: 91533VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3309915.00   | 0.26%             | 2034-03-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Upgrade Master Pass-Thru Trust              | Upgrade Master Pass-Thru Trust Series 2025-ST8                                | CUSIP: 91535UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2412900.00   | 0.19%             | 2033-12-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                        | Signal Peak CLO 5 Ltd.                                                        | CUSIP: 82666VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991235.20    | 0.08%             | 2037-04-25      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                        | Signal Peak CLO 4 Ltd.                                                        | CUSIP: 82667EAQ4<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000829.10   | 0.08%             | 2034-10-26      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                 | UPX HIL 2025-1 Issuer Trust                                                   | CUSIP: 916925AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249434.75    | 0.02%             | 2047-01-25      | Fixed         | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Alinea CLO LTD                              | Alinea CLO 2018-1 Ltd.                                                        | CUSIP: 016269AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503920.70   | 0.12%             | 2031-07-20      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Annisa CLO Ltd                              | Annisa CLO Ltd. 2016-2                                                        | CUSIP: 036011AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002606.20   | 0.08%             | 2031-07-20      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                        | Signal Peak CLO 3 Ltd.                                                        | CUSIP: 82672NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.15%             | 2039-04-23      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                       | Silver Point CLO 2 Ltd.                                                       | CUSIP: 82808EAY7<br>LEI: 549300ODF186WFGMDH65 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1479953.85   | 0.11%             | 2038-04-20      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                  | Apidos CLO XXIV                                                               | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1138721.49   | 0.09%             | 2030-10-20      | Floating      | 9.73%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                  | Apidos CLO XXIII                                                              | CUSIP: 03765YBN3<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1980721.60   | 0.15%             | 2033-04-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                       | Silver Point CLO 12 Ltd.                                                      | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499062.50   | 0.12%             | 2038-10-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked              | Truist Bank Auto Credit-Linked Notes Series 2025-1                            | CUSIP: 897926CE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556345 | PA      | $555600.68    | 0.04%             | 2033-09-26      | Fixed         | 9.69%                 | Yes           |                  2 | On Loan: No      |
| UPG HI Issuer Trust                         | UPG HI 2025-2 Issuer Trust                                                    | CUSIP: 90321EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013982.00   | 0.08%             | 2047-09-25      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                            | Unlock HEA Trust 2025-2                                                       | CUSIP: 914917AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $804611.00    | 0.06%             | 2041-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Gores Holdings X Inc                        | Gores Holdings X, Inc. - Class A                                              | CUSIP: G4002F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69628 | NS      | $711598.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Globa Terra Acquisition Corp                | Globa Terra Acquisition Corp. - Class A                                       | CUSIP: G3933N116<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     63335 | NS      | $649183.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO                                  | Apidos CLO XXVIII                                                             | CUSIP: 03767CAU4<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1343439.27   | 0.10%             | 2038-10-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                  | Apidos CLO XXIX                                                               | CUSIP: 03767MAY4<br>LEI: 549300AVJUID3QNR9M59 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1497857.25   | 0.12%             | 2038-07-25      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                       | Marble Point CLO XV Ltd.                                                      | CUSIP: 56606YBA2<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001872.90   | 0.08%             | 2032-07-23      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                      | Marlette Funding Trust 2023-2                                                 | CUSIP: 57109L103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3806 | PA      | $209330.00    | 0.02%             | 2033-06-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Apidos CLO                                  | Apidos CLO XXX                                                                | CUSIP: 03768CAW9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503904.80   | 0.12%             | 2031-10-18      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                  | Apidos Clo LIV                                                                | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997364.80   | 0.15%             | 2038-10-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                        | Chart Industries, Inc.                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     88592 | NS      | $18316396.00  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM IV Acquisition Corp                     | HCM IV Acquisition Corp.                                                      | CUSIP: G4365S128<br>LEI: N/A                  | Long             |  | CORP              | US        |     69076 | NS      | $692141.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta VIII Funding Ltd                    | Regatta VIII Funding Ltd.                                                     | CUSIP: 75888KAU8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1490702.10   | 0.12%             | 2037-04-17      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                    | Regatta VIII Funding Ltd.                                                     | CUSIP: 75888KAW4<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491596.45    | 0.04%             | 2037-04-17      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares LXIII CLO Ltd.                                                           | CUSIP: 039937BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $976332.20    | 0.08%             | 2038-10-15      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares XXXIX CLO Ltd.                                                           | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007755.60   | 0.23%             | 2037-07-18      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares XXXIX CLO Ltd.                                                           | CUSIP: 04015WBS2<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985192.40    | 0.08%             | 2037-07-18      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares LIV CLO Ltd.                                                             | CUSIP: 04017XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $953117.60    | 0.07%             | 2038-07-15      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Hall Chadwick Acquisition Corp              | Hall Chadwick Acquisition Corp. - Class A                                     | CUSIP: G42386105<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     65666 | NS      | $652063.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CLO Ltd                                | ARES Loan Funding I Ltd.                                                      | CUSIP: 04018XAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1492243.05   | 0.12%             | 2039-04-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares LXXVI CLO Ltd.                                                           | CUSIP: 04021KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $969247.80    | 0.07%             | 2038-05-27      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| Arini US CLO Limited                        | Arini U.S. CLO I Ltd.                                                         | CUSIP: 04039AAG9<br>LEI: 2549005XY5NLS2UWEM64 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1959294.09   | 0.15%             | 2038-04-15      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Arini US CLO Limited                        | Arini U.S. CLO V Ltd.                                                         | CUSIP: 04040CAG2<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2039-04-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                    | Regatta XVI Funding Ltd.                                                      | CUSIP: 75888QAN1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $948773.00    | 0.07%             | 2039-04-15      | Floating      | 9.30%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                    | Regatta XVI Funding Ltd.                                                      | CUSIP: 75888TBG9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1475272.35   | 0.11%             | 2039-04-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Arini US CLO Limited                        | Arini U.S. CLO V Ltd.                                                         | CUSIP: 04040DAA3<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2039-04-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ATLANTIC UNION BANKSHARE                    | Atlantic Union Bankshares Corp.                                               | CUSIP: 04911AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926768.00    | 0.07%             | 2031-12-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                | Atrium Hotel Portfolio Trust 2025-ATRM                                        | CUSIP: 049917AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1986604.00   | 0.15%             | 2042-08-15      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 40 Senior Loan Fund                                                    | CUSIP: 26244GAL9<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501236.05    | 0.04%             | 2031-08-15      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                  | Sixth Street CLO XXII Ltd.                                                    | CUSIP: 83011LAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2316097.96   | 0.18%             | 2038-04-21      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point Clo XX Ltd.                                                       | CUSIP: 83611JAG0<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1345077.77   | 0.10%             | 2031-07-26      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Splitero Trust 2025-1                       | Splitero Trust 2025-1                                                         | CUSIP: 848948AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $688803.75    | 0.05%             | 2055-12-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential               | Starwood Mortgage Residential Trust 2020-3                                    | CUSIP: 85573MAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155000 | PA      | $1009575.11   | 0.08%             | 2065-04-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 41 Senior Loan Fund                                                    | CUSIP: 26244KAU0<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002607.20   | 0.08%             | 2031-04-15      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 45 Senior Loan Fund                                                    | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    576240 | PA      | $576415.13    | 0.04%             | 2030-10-15      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 45 Senior Loan Fund                                                    | CUSIP: 26244MBE1<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $952474.66    | 0.07%             | 2030-10-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 54 Senior Loan Fund                                                    | CUSIP: 26244RAD3<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002597.90   | 0.08%             | 2029-10-19      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 80 CLO Ltd.                                                            | CUSIP: 26245JAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $971223.60    | 0.07%             | 2033-01-17      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 30 Senior Loan Fund                                                    | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002638.90   | 0.08%             | 2028-11-15      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 30 Senior Loan Fund                                                    | CUSIP: 26249BAY7<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $934887.00    | 0.07%             | 2028-11-15      | Floating      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 61 Clo Ltd.                                                            | CUSIP: 26251CAY0<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1193092.80   | 0.09%             | 2032-01-17      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO                   | Wellington Management CLO 1 Ltd.                                              | CUSIP: 94957JAS3<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $591489.72    | 0.05%             | 2038-10-20      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                          | Whitebox CLO IV Ltd.                                                          | CUSIP: 96467KAU3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499894.85   | 0.12%             | 2036-04-20      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 75 CLO Ltd.                                                            | CUSIP: 26252JBC1<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000738.60   | 0.15%             | 2034-04-14      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 68 CLO Ltd.                                                            | CUSIP: 26252QAQ5<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1490426.10   | 0.12%             | 2035-07-15      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                          | Whitebox CLO IV Ltd.                                                          | CUSIP: 96467LAE7<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $974271.50    | 0.08%             | 2036-04-20      | Floating      | 10.15%                | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | THL Credit Wind River 2019-3 Clo Ltd.                                         | CUSIP: 97314JBC8<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996974.20    | 0.08%             | 2038-01-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corp                           | Devon Energy Corp.                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | EC               | CORP              | US        |    -26789 | NS      | $-1348022.48  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Insight Digital Partners II                 | Insight Digital Partners II - Class A                                         | CUSIP: G4814G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72164 | NS      | $718753.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                         | Electronic Arts, Inc.                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     54706 | NS      | $11152912.22  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                 | Enhabit, Inc.                                                                 | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     22812 | NS      | $321421.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iris Acquisition Corp II                    | Iris Acquisition Corp. II - Class A                                           | CUSIP: G4940M109<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |     55162 | NS      | $541690.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIS ACQUISITION CORP I-CL A                | Iris Acquisition Corp. II                                                     | CUSIP: G4940M117<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     27582 | NC      | $5530.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 102 CLO Ltd.                                                           | CUSIP: 26253TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995089.10    | 0.08%             | 2038-10-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 102 CLO Ltd.                                                           | CUSIP: 26253UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $951027.20    | 0.07%             | 2038-10-15      | Floating      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 120 CLO Ltd.                                                           | CUSIP: 26253YAN4<br>LEI: 254900RK37YYJANZLP58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994670.60    | 0.08%             | 2039-01-15      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 120 CLO Ltd.                                                           | CUSIP: 26253YAQ7<br>LEI: 254900RK37YYJANZLP58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995007.50    | 0.08%             | 2039-01-15      | Floating      | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 120 CLO Ltd.                                                           | CUSIP: 26254EAA5<br>LEI: 254900RK37YYJANZLP58 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1957660.20   | 0.15%             | 2039-01-15      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| Iron Horse Acquisition II Corp              | Iron Horse Acquisition II Corp.                                               | CUSIP: 46283H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79589 | NS      | $785543.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisition II Corp              | Iron Horse Acquisition II Corp.                                               | CUSIP: 46283H129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     78255 | NC      | $9390.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp              | Mountain Lake Acquisition Corp. - Class A                                     | CUSIP: G6301B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128537 | NS      | $1353494.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Metals Acquisition Corp II                  | Metals Acquisition Corp. II                                                   | CUSIP: G60420125<br>LEI: N/A                  | Long             |  | CORP              | KY        |     49216 | NS      | $496589.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Muzero Acquisition Corp                     | Muzero Acquisition Corp. - Class A                                            | CUSIP: G8775A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34296 | NS      | $338158.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MUZERO ACQUISITION CORP-CL A                | Muzero Acquisition Corp.                                                      | CUSIP: G8775A114<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     17148 | NC      | $3944.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willow Lane Acquisition Corp I              | Willow Lane Acquisition Corp. II                                              | CUSIP: G9675K129<br>LEI: 254900YWN0P6HYIZTW16 | Long             |  | CORP              | US        |     15200 | NS      | $153520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                  | Armada Acquisition Corp. II - Class A                                         | CUSIP: G0R38G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73517 | NS      | $757960.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp II              | AA Mission Acquisition Corp. II - Class A                                     | CUSIP: G1000S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33356 | NS      | $334560.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lafayette Digital Acquisition               | Lafayette Digital Acquisition Corp. I                                         | CUSIP: G5345D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66336 | NS      | $654072.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                            | CUSIP: 3137HDTC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1303758 | PA      | $1195389.99   | 0.09%             | 2054-07-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                            | CUSIP: 3137HJSW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1854557 | PA      | $1879608.29   | 0.15%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fidelis Mortgage Trust                      | Fidelis Mortgage Trust 2025-RTL2                                              | CUSIP: 31575JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955000 | PA      | $958225.04    | 0.07%             | 2040-07-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Fidelis Mortgage Trust                      | Fidelis Mortgage Trust 2025-RTL1                                              | CUSIP: 31575LAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182000 | PA      | $182845.03    | 0.01%             | 2040-02-27      | Variable      | 8.95%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                 | FIGRE Trust 2026-HF3                                                          | CUSIP: 31684WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1258766.25   | 0.10%             | 2056-03-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                         | 522 Funding CLO 2020-6 Ltd.                                                   | CUSIP: 33835AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1191297.00   | 0.09%             | 2034-10-23      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                         | 522 Funding CLO 2017-1 A Ltd.                                                 | CUSIP: 33836JAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983496.60    | 0.08%             | 2034-10-20      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2019-2                                                | CUSIP: 33852BAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358371 | PA      | $326455.39    | 0.03%             | 2049-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                            | Flatiron CLO 20 Ltd.                                                          | CUSIP: 33883MBE3<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981843.70    | 0.08%             | 2038-11-20      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                            | Flatiron CLO 20 Ltd.                                                          | CUSIP: 33883NAG7<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1677126.15   | 0.13%             | 2038-11-20      | Floating      | 8.91%                 | Yes           |                  2 | On Loan: No      |
| Apex Treasury Corp                          | Apex Treasury Corp. - Class A                                                 | CUSIP: G04104108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86600 | NS      | $865134.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech SPAC Partners               | Archimedes Tech SPAC Partners III Co.                                         | CUSIP: G0453R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27224 | NS      | $268156.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                | Archimedes Tech SPAC Partners III Co.                                         | CUSIP: G0453R113<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      6806 | NC      | $3743.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ART TECHNOLOGY ACQUISIT-CL A                | Art Technology Acquisition Corp.                                              | CUSIP: G0579E111<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      2209 | NC      | $667.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                | AtriCure, Inc.                                                                | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |      8836 | NS      | $252091.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition              | Axiom Intelligence Acquisition Corp. 1 - Class A                              | CUSIP: G0750N104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     93043 | NS      | $942525.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| D Boral ARC Acquisition I Corp              | D Boral ARC Acquisition I Corp. - Class A                                     | CUSIP: G2616F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66627 | NS      | $674265.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                  | MSILF Government Portfolio - Class Institutional                              | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |      1077 | PA      | $1076.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                 | NewHold Investment Corp. III - Class A                                        | CUSIP: G6486E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156973 | NS      | $1630949.47   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr              | National Storage Affiliates Trust - REIT                                      | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             |  | CORP              | US        |    254256 | NS      | $9595621.44   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| New America Acquisition I Corp              | New America Acquisition I Corp. - Class A                                     | CUSIP: 023634108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4056 | NS      | $40600.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1RT Acquisition Corp                        | 1RT Acquisition Corp. - Class A                                               | CUSIP: G6757R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51740 | NS      | $524643.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Onestream Inc                               | Onestream, Inc.                                                               | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |    237454 | NS      | $5698896.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OTG Acquisition Corp I                      | OTG Acquisition Corp. I - Class A                                             | CUSIP: G6791A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10807 | NS      | $108718.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit              | Oyster Enterprises II Acquisition Corp. - Class A                             | CUSIP: G6861F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24044 | NS      | $245729.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                  | Pioneer Acquisition I Corp. - Class A                                         | CUSIP: G7117W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84600 | NS      | $859536.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp II               | Pyrophyte Acquisition Corp. II - Class A                                      | CUSIP: G7309T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33936 | NS      | $342414.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                     | ProCap Acquisition Corp. - Class A                                            | CUSIP: G7257A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43429 | NS      | $442541.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp                  | Pyrophyte Acquisition Corp. - Class A                                         | CUSIP: G7308P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31324 | NS      | $369936.44    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Peakstone Realty Trust                      | Peakstone Realty Trust - REIT                                                 | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             |  | CORP              | US        |      6003 | NS      | $125402.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp IV                    | Plum Acquisition Corp. IV                                                     | CUSIP: G7134A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40035 | NS      | $422769.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp II                | Andretti Acquisition Corp. II - Class A                                       | CUSIP: G26745102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52730 | NS      | $561838.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pono Capital Four Inc                       | Pono Capital Four, Inc.                                                       | CUSIP: G71702123<br>LEI: N/A                  | Long             |  | CORP              | KY        |     28160 | NS      | $280755.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                              | Public Storage - REIT                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            |  | CORP              | US        |    -35596 | NS      | $-9642244.48  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Real Asset Acquisition Corp                 | Real Asset Acquisition Corp. - Class A                                        | CUSIP: G73944103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70628 | NS      | $740887.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Acquisition Corp                      | Rithm Acquisition Corp. - Class A                                             | CUSIP: G75751100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56996 | NS      | $592758.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Capital Acquisition Corp              | Range Capital Acquisition Corp.                                               | CUSIP: G7375C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101200 | NS      | $1064624.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition C              | Republic Digital Acquisition Co. - Class A                                    | CUSIP: G7515A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55418 | NS      | $566371.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RF Acquisition Corp II                      | RF Acquisition Corp. II                                                       | CUSIP: G75389109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     41885 | NS      | $457803.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RMLS CLASS B LLC   /                        | RMLS CLASS B LLC   /                                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1 | PA      | $1723287.50   | 0.13%             | 2028-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2017-1 Ltd.                                                          | CUSIP: 92916MAD3<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751948.65    | 0.06%             | 2030-04-17      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2013-3 Ltd.                                                          | CUSIP: 92916XAQ0<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003996.60   | 0.08%             | 2031-10-18      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2013-1 Ltd.                                                          | CUSIP: 92917CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    716000 | PA      | $717863.68    | 0.06%             | 2030-10-15      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2018-2 Ltd.                                                          | CUSIP: 92917JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1254699.25   | 0.10%             | 2031-07-15      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2019-1 Ltd.                                                          | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999453.70    | 0.08%             | 2037-10-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2019-1 Ltd.                                                          | CUSIP: 92917NBC1<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.08%             | 2037-10-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2020-2 Ltd.                                                          | CUSIP: 92918HBD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986976.90    | 0.08%             | 2038-01-20      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2020-3 Ltd.                                                          | CUSIP: 92918NAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499052.90   | 0.12%             | 2038-01-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2020-3 Ltd.                                                          | CUSIP: 92918NBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986579.60    | 0.08%             | 2038-01-20      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2020-3 Ltd.                                                          | CUSIP: 92918NBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986880.90    | 0.08%             | 2038-01-20      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2022-4 Ltd.                                                          | CUSIP: 92920MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $984068.80    | 0.08%             | 2037-04-20      | Floating      | 10.37%                | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-10

**Name of Applicant:** INVESTMENT MANAGERS SERIES TRUST II

**Signature:** /s/ Scott Schulenburg

**Name of Signer:** Scott Schulenburg

**Title:** President