# EDGAR Filing Document

**Accession Number:** 0000887991
**File Stem:** 0000940400-26-021424
**Filing Date:** 2026-5
**Character Count:** 255644
**Document Hash:** 79073296af091779200aa9c0a9ab0213
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021424.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021424

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS 8
- **CENTRAL INDEX KEY:** 0000887991

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06677
- **FILM NUMBER:** 261025585

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 802-5032

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN INDEX SERIES FUND
- **DATE OF NAME CHANGE:** 20030716

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL INDEX SERIES FUND
- **DATE OF NAME CHANGE:** 19980123

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL DRYDEN FUND
- **DATE OF NAME CHANGE:** 19970620

## Series and Classes Contracts Data

### PGIM Securitized Credit Fund (Series ID: S000065752)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000212600 | Class Z      | SCFZX           |
| C000212601 | Class A      | SCFOX           |
| C000212602 | Class C      | SCFVX           |
| C000212603 | Class R6     | SCFQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Investment Portfolios 8

- **b. Investment Company Act file number:** 811-06677

- **c. CIK number of Registrant:** 0000887991

- **d. LEI of Registrant:** 549300VRUTQ35U0X1D46

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-800-225-1852

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

- **a. Name of Series:** PGIM Securitized Credit Fund

- **b. EDGAR series identifier (if any):** S000065752

- **c. LEI of Series:** 549300GWAUUOGWWFGS88

**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:** $2784554386.54

**Total Liabilities:** $88570082.54

**Net Assets:** $2695984304.00

**Delayed Delivery Securities:** $35250926.36

**Cash Not Reported:** $4196900.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5938.51575000 | **1-Year:** 127263.17594000 | **5-Year:** 678035.38932000 | **10-Year:** 144750.04344000 | **30-Year:** 818.32969000

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

- **3-Month:** 1201.22265000 | **1-Year:** 38537.78079000 | **5-Year:** 68394.40262000 | **10-Year:** 33440.26118000 | **30-Year:** 1185.58520000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212601 | 0.59%                | 0.27%                | 0.08%                |
| Class ID C000212600 | 0.61%                | 0.29%                | 0.10%                |
| Class ID C000212603 | 0.61%                | 0.19%                | 0.10%                |
| Class ID C000212602 | 0.63%                | 0.11%                | 0.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $895437.40               | $7557923.88                                |
| Month 2  | $1003757.86              | $-2820790.42                               |
| Month 3  | $405258.91               | $-29387632.54                              |

**Designated Index Information**

- **Index Name:** PGIM Securitized Credit Fund_Ex Derivatives BM

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1                      | BVABS 2024-SN1 D                                       | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017203.80   | 0.04%             | 2029-07-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Tcw Clo 2019-2 Ltd                                                      | TCW 2019-2A BR2                                        | CUSIP: 87242BBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15003916.50  | 0.56%             | 2038-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BCRED BSL STATIC 25-1 LTD/LLC                                           | BCSTAT 2025-1A BR                                      | CUSIP: 05556KAC6<br>LEI: 2549001IQYV4NQDSNA79 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10002307.00  | 0.37%             | 2035-07-24      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | CAS 2022-R01 1B2                                       | CUSIP: 20754LAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   6365000 | PA      | $6529516.79   | 0.24%             | 2041-12-26      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK                                | NRTH 2025-PARK C                                       | CUSIP: 669985AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9200000 | PA      | $9176989.88   | 0.34%             | 2040-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Cross 2026 NQM2 Mortgage Trust                                          | CROSS 2026-NQM4 A1                                     | CUSIP: 22758FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4299933.78   | 0.16%             | 2071-04-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SUNRUN VESTA ISSR 2024-3 LTD                                            | SUNRN 2024-3A A2                                       | CUSIP: 86773AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6389052 | PA      | $6176545.26   | 0.23%             | 2059-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                       | Euro(FGBM) Bobl Futures                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -4 | NC      | $11473.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM TRUST 2025-I1                                                       | CIM 2025-I1 A1                                         | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5546971 | PA      | $5581481.55   | 0.21%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BARROW HANLEY CLO I LTD                                                 | BARHN 2023-1A BR                                       | CUSIP: 068751AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10005108.00  | 0.37%             | 2038-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Nassau Euro Clo II Designated Activity Company                          | NGCE 2A BR                                             | CUSIP: 000000000<br>LEI: 549300Z3XUKK0APT1D50 | Long             | ABS-O            | CORP              | IE        |  15000000 | PA      | $17149808.79  | 0.64%             | 2039-04-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 MORTGAGE TRUST                                             | BMO 2024-5C4 XD                                        | CUSIP: 09660SAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $383416.55    | 0.01%             | 2057-05-17      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-3                                       | VERUS 2026-3 A3                                        | CUSIP: 92490HAK2<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4476079.80   | 0.17%             | 2066-02-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 6 LP                                              | PKAIR 2025-1 A                                         | CUSIP: 69291YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9910260 | PA      | $9982565.54   | 0.37%             | 2042-11-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 TRUST                                                   | PRKCM 2026-AFC1 A1                                     | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1691664 | PA      | $1673853.78   | 0.06%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 SA                                      | CUSIP: 173106AK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8189 | PA      | $7413.25      | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-INV2                                                          | EFMT 2026-INV2 A3                                      | CUSIP: 26846TAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3259676 | PA      | $3218218.55   | 0.12%             | 2071-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Elevation Clo 2021-14 Ltd/ Elevation Clo 2021-14 Llc                    | AWPT 2021-14A BR                                       | CUSIP: 28623RBG2<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5997943.20   | 0.22%             | 2038-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM10 TRUST                                                    | OBX 2025-NQM10 M1                                      | CUSIP: 67121LAD8<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3798872.92   | 0.14%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: A2                                            | HPS SLF VI GP - UNFUNDED: A2                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    506655 | PA      | $506655.00    | 0.02%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CROSS 2025-H4 MORTGAGE TRUST                                            | CROSS 2025-H4 A2                                       | CUSIP: 22790AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4547927 | PA      | $4561921.76   | 0.17%             | 2070-06-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| CQS US CLO LTD 2021-1                                                   | CQS 2021-1A BR                                         | CUSIP: 12659UAN2<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7001196.30   | 0.26%             | 2035-01-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-GRP                          | WFCM 2024-GRP B                                        | CUSIP: 95003YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2837169.02   | 0.11%             | 2041-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 11 LTD                                                  | SPEAK 2024-11A A1                                      | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15009952.50  | 0.56%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Penta CLO 3 Designated Activity Company                                 | PENTA 2017-3A BRR                                      | CUSIP: 000000000<br>LEI: 6354005OXNNWWOAOCX44 | Long             | ABS-O            | CORP              | IE        |  10000000 | PA      | $11497172.91  | 0.43%             | 2038-10-17      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 M1                                       | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1074130.74   | 0.04%             | 2070-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Kinbane 2024-RPL 2 Designated Activity Co.                              | KINBN 2024-RPL2A C                                     | CUSIP: 000000000<br>LEI: 635400B9FSRJAFAZIY56 | Long             | ABS-O            | CORP              | IE        |   1900000 | PA      | $2192763.73   | 0.08%             | 2063-01-24      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 11 LTD                                            | ANCHC 2019-11A BR2                                     | CUSIP: 03330NAW4<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002747.40   | 0.07%             | 2037-07-22      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XVIII LTD                                              | MP18 2020-2A BR2                                       | CUSIP: 566076BE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14995044.00  | 0.56%             | 2038-03-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2020-11 LTD                                               | AWPT 2020-11A BR                                       | CUSIP: 28621YAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504999.50   | 0.09%             | 2037-10-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Toro European CLO 2 Designated Activity Company                         | TCLO 2A B1RR                                           | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-O            | CORP              | IE        |   3000000 | PA      | $3453536.24   | 0.13%             | 2034-07-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-Sprl Mortgage Trust                                   | HY 2025-SPRL D                                         | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5540943.78   | 0.21%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| GS MTG-BCD SECS TR 2024-HE2                                             | GSMBS 2024-HE2 M1                                      | CUSIP: 36271AAB9<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3611584.44   | 0.13%             | 2055-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| NALP BUSINESS LOAN TRUST 2026-1                                         | NALP 2026-1 A                                          | CUSIP: 62986BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3101791 | PA      | $3091106.32   | 0.11%             | 2051-06-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| OFSI BSL XIII CLO LTD                                                   | OFSBS 2024-13A D1                                      | CUSIP: 67118VAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001017.30   | 0.04%             | 2037-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2025-IND3                                                    | ARES1 2025-IND3 D                                      | CUSIP: 039955AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8050000 | PA      | $8050000.00   | 0.30%             | 2042-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2025-1 ISSUER TRUST                                  | STRE 2025-1A B                                         | CUSIP: 86324XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3058423 | PA      | $3075762.90   | 0.11%             | 2045-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| OBX TR 2025-NQM3                                                        | OBX 2025-NQM3 A1                                       | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |   5758874 | PA      | $5790279.07   | 0.21%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2011290.77  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Ppm Clo 6-R Ltd.                                                        | PPMC 2022-6RA A2R                                      | CUSIP: 693975AL8<br>LEI: 2549003CULWUB4AA0151 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4001204.80   | 0.15%             | 2037-01-21      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | CSWAP EUR VS USD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-33308.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2024-PARK                                 | BPR 2024-PARK C                                        | CUSIP: 05593UAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630000 | PA      | $1667666.69   | 0.06%             | 2039-11-07      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                           | GSKY 2025-3A D                                         | CUSIP: 39571WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3945458.80   | 0.15%             | 2060-12-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: B                                                        | HPS SLF VI IM: B                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    636811 | PA      | $636811.00    | 0.02%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | COOPR 2025-CES3 A3                                     | CUSIP: 216926AE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1483560.00   | 0.06%             | 2060-09-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| VNDO TRUST 2016-350P                                                    | VNDO 2016-350P D                                       | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10475000 | PA      | $10457211.36  | 0.39%             | 2035-01-12      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| U S Bank National Assn Minneapolis Minnesota                            | USCLN 2025-SUP1 B                                      | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |  10014565 | PA      | $10063127.06  | 0.37%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                      | PRET 2025-NPL5 A1                                      | CUSIP: 74143LAA4<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |   6630056 | PA      | $6640696.87   | 0.25%             | 2055-05-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES3                                     | TPMT 2024-CES3 A1                                      | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2219130 | PA      | $2237017.93   | 0.08%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRES COMMERCIAL MORTGAGE TRUST 2025-ATCAP                               | BRES 2025-ATCAP C                                      | CUSIP: 05619GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13625000 | PA      | $13560199.50  | 0.50%             | 2042-11-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP MORTGAGE TRUST                                               | IP 2025-IP E                                           | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2160000 | PA      | $2179825.34   | 0.08%             | 2042-06-12      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                           | ATCLO 2019-15A A2R                                     | CUSIP: 04942MAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3998981.20   | 0.15%             | 2032-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-B33RP                        | WFCM 2025-B33RP A                                      | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9238426.40   | 0.34%             | 2042-08-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2022-1 LTD.                                               | CAVU 2022-1A AR                                        | CUSIP: 89623VAL5<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003788.00   | 0.19%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                            | CAS 2024-R06 1B1                                       | CUSIP: 20755RAG0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2300000 | PA      | $2305634.54   | 0.09%             | 2044-09-26      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Clavel Residential 4 DAC                                                | CLAVE 2025-1A B                                        | CUSIP: 000000000<br>LEI: 9845007E874EA66E5D44 | Long             | ABS-O            | CORP              | IE        |   5000000 | PA      | $5677067.08   | 0.21%             | 2066-10-28      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces8                                           | RCKT 2024-CES8 A3                                      | CUSIP: 749421AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1906757.73   | 0.07%             | 2044-11-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                             | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -48 | NC      | $97592.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                             | 10-Year T-Note Futures, Jun-2026,ETH                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -205 | NC      | $402466.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                  | BX 2025-JDI E                                          | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9203248 | PA      | $9200372.39   | 0.34%             | 2042-11-17      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                        | DIAMOND SPORTS GRP LLC- WARRANTS                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5916 | NS      | $0.06         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                           | NRZT 2026-NQM3 A1                                      | CUSIP: 64832PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4957210 | PA      | $4910297.46   | 0.18%             | 2066-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XXIV LTD                                         | ATCLO 2024-24A B                                       | CUSIP: 04943PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   8000000 | PA      | $8009795.20   | 0.30%             | 2038-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wcore Commercial Mortgage Trust 2024-Core                               | WCORE 2024-CORE D                                      | CUSIP: 951913AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8002500.00   | 0.30%             | 2041-11-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 M2                                      | CUSIP: 173106AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304204 | PA      | $237143.14    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MORTGAGE TRUST 2024-HE2                                      | JPMMT 2024-HE2 M1                                      | CUSIP: 46593HAB4<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |   1700595 | PA      | $1705380.30   | 0.06%             | 2054-10-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                             | Tenneco Term Loan B 500 2028-11-01                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    350000 | PA      | $340630.50    | 0.01%             | 2028-11-17      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 B4                                      | CUSIP: 173106AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298036 | PA      | $31881.63     | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                       | Euro(FGBS) Schatz Futures                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -1 | NC      | $1374.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2025-RCF1 LLC                                                      | PRPM 2025-RCF1 A2                                      | CUSIP: 74390RAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1370486.74   | 0.05%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST 2025-DC                                 | WHARF 2025-DC D                                        | CUSIP: 92987LAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5690000 | PA      | $5767926.26   | 0.21%             | 2040-07-17      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1                            | ODART 2023-1A D                                        | CUSIP: 682685AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1026611.40   | 0.04%             | 2033-02-14      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-3 LTD                                               | CGMS 2024-3A A2                                        | CUSIP: 14319HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9750000 | PA      | $9740407.95   | 0.36%             | 2036-07-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Dbc 2025-DBC Mortgage Trust                                             | DBC 2025-DBC D                                         | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1992503.80   | 0.07%             | 2042-11-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                             | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -7 | NC      | $24716.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taurus 2025-3 UK Designated Activity Co.                                | TAURS 2025-UK3A E                                      | CUSIP: 000000000<br>LEI: 635400XWNSMBWUUQIW58 | Long             | ABS-O            | CORP              | IE        |   1500000 | PA      | $1983704.47   | 0.07%             | 2035-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                                  | BX 2025-DIME E                                         | CUSIP: 05613UAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9912500.00   | 0.37%             | 2035-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK - UNFUNDED                                          | CLOUDHQ VA B1 QUICK - UNFUNDED                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1517647 | PA      | $1517646.66   | 0.06%             | 2030-01-29      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP                                          | NY NYCMFH 5.46 12/15/2031                              | CUSIP: 64966TGS7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   4800000 | PA      | $4884741.21   | 0.18%             | 2031-12-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST 2026-225L                                          | LBTY 2026-225L D                                       | CUSIP: 50178LAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2937610.20   | 0.11%             | 2031-02-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Elevation CLO 2021-15 Ltd.                                              | AWPT 2018-3A BR2                                       | CUSIP: 28623VAS8<br>LEI: 5493005VN5WX000OV470 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001519.50   | 0.11%             | 2035-01-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 A1                                      | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4837886 | PA      | $4485778.29   | 0.17%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| POLEN CAPITAL CLO 2025-1 LTD                                            | POLEN 2025-1A B                                        | CUSIP: 73110MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6997672.50   | 0.26%             | 2038-03-08      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                             | GSMS 2025-800D A                                       | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3590000 | PA      | $3586214.70   | 0.13%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | GBP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $50916.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM5                               | BRAVO 2025-NQM5 A3                                     | CUSIP: 10569RAE2<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-O            | CORP              | US        |   1014580 | PA      | $1016887.96   | 0.04%             | 2065-02-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-4 LTD                                      | BCC 2022-4A A1R                                        | CUSIP: 05685BAQ9<br>LEI: 254900Z6DRX34BKP6641 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8503256.35   | 0.32%             | 2037-10-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                               | AFFRM 2024-B D                                         | CUSIP: 00835AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500275.20    | 0.02%             | 2029-09-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2024-AIR2 C                                         | CUSIP: 05613QAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1246934 | PA      | $1248103.18   | 0.05%             | 2041-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-B33RP                        | WFCM 2025-B33RP D                                      | CUSIP: 95004RAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10800000 | PA      | $10793243.52  | 0.40%             | 2042-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe Clo 2019-1 Designated Activity Co.                | RFTE 2019-1A B1R                                       | CUSIP: 000000000<br>LEI: 635400MG57JFM7ABIW55 | Long             | ABS-O            | CORP              | IE        |   5200000 | PA      | $5996307.53   | 0.22%             | 2038-01-20      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE 2026-1 LLC                                   | CPTRS 2026-1A D                                        | CUSIP: 14077FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650000 | PA      | $3648982.75   | 0.14%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 32 LTD                                                          | KKR 32A BR                                             | CUSIP: 482937AB5<br>LEI: 5493004Y6G18HN4CQ515 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999133.90   | 0.11%             | 2037-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                      | USD/GBP FORWARD                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $576952.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                             | EVGRN 2024-CRT4 C                                      | CUSIP: 30023JCT3<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   5000000 | PA      | $5016742.50   | 0.19%             | 2028-10-16      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                       | VERUS 2025-2 A1                                        | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-O            | CORP              | US        |   6403711 | PA      | $6410063.33   | 0.24%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                | MSRM 2026-NQM3 A3                                      | CUSIP: 617960AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4527000 | PA      | $4514019.73   | 0.17%             | 2071-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Sirius Logistics 2026-1 Uk DAC                                          | SIRLOG 2026-1A D                                       | CUSIP: 000000000<br>LEI: 9845000F71BA3AD49D17 | Long             | ABS-O            | CORP              | IE        |   8000000 | PA      | $10592177.83  | 0.39%             | 2035-11-17      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2025-ARIA A                                         | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10052652.00  | 0.37%             | 2042-12-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2025-SPOT D                                         | CUSIP: 12433FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8567768 | PA      | $8557058.19   | 0.32%             | 2040-04-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-B33RP                        | WFCM 2025-B33RP C                                      | CUSIP: 95004RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4497184.80   | 0.17%             | 2042-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-4 LTD                                      | BCC 2022-4A BR                                         | CUSIP: 05685BAU0<br>LEI: 254900Z6DRX34BKP6641 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001356.50   | 0.19%             | 2037-10-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM6                           | GSMBS 2025-NQM6 A1                                     | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-O            | CORP              | US        |   3979507 | PA      | $3964802.47   | 0.15%             | 2066-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | USD/EUR FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $895930.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                    | PRPM 2025-NQM1 A1                                      | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5448566 | PA      | $5477427.04   | 0.20%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: B                                             | HPS SLF VI GP - UNFUNDED: B                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225103 | PA      | $1225103.00   | 0.05%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 B4                                      | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69074 | PA      | $29210.66     | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro Clo 2021-2 Designated Activity Company                     | CGMSE 2021-2A A2A                                      | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-O            | CORP              | IE        |    500000 | PA      | $574935.11    | 0.02%             | 2035-10-15      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXIII LTD                                          | MDPK 2023-63A BR                                       | CUSIP: 55817GAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8620000 | PA      | $8636058.20   | 0.32%             | 2038-07-23      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| KKR CLO 49 LTD                                                          | KKR 49A AR                                             | CUSIP: 481939AR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001973.00   | 0.19%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                            | T 4.25 11/30/26                                        | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1705511.72   | 0.06%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCG TRUST 2025-SNIP                                                     | SCG 2025-SNIP D                                        | CUSIP: 78398JAG9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3003750.00   | 0.11%             | 2042-09-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Elevation CLO 2021-13 Ltd.                                              | AWPT 2021-13A BR                                       | CUSIP: 28622EAW8<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |  13950000 | PA      | $13930259.36  | 0.52%             | 2034-07-17      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-3                              | EART 2025-3A C                                         | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2010944.80   | 0.07%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Bastille Euro Clo 2020-3 Designated Activity Company                    | BAST 2020-3A A2AR                                      | CUSIP: 000000000<br>LEI: 2138006IJX5FOJF25485 | Long             | ABS-O            | CORP              | IE        |   7750000 | PA      | $8945548.24   | 0.33%             | 2039-01-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 7 LTD                                                   | SPEAK 2019-1A A1R                                      | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6005386.80   | 0.22%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Voya Euro Clo III Designated Activity Company                           | VOYE 3A CR                                             | CUSIP: 000000000<br>LEI: 635400K38PBPFZARQW28 | Long             | ABS-O            | CORP              | IE        |   5250000 | PA      | $6050578.27   | 0.22%             | 2038-03-16      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2026-NQX1                                    | JPMMT 2026-NQX1 A1                                     | CUSIP: 46594QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2500143.00   | 0.09%             | 2066-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MLTI TRUST 2026-SF75                                                    | MLTI 2026-SF75 A                                       | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9950000.00   | 0.37%             | 2031-03-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED 2025-CES1                                            | GSMBS 2025-CES1 A1A                                    | CUSIP: 36271RAA4<br>LEI: 254900R6PO5A0PCKSU63 | Long             | ABS-O            | CORP              | US        |  12350344 | PA      | $12383212.41  | 0.46%             | 2055-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: DDTL                                                     | HPS SLF VI IM: DDTL                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276357 | PA      | $276357.00    | 0.01%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                            | CROSS 2025-H10 A1                                      | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3881126 | PA      | $3857253.11   | 0.14%             | 2071-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Prpm 2025-RPL1 LLC                                                      | PRPM 2025-RPL1 M1A                                     | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1144000 | PA      | $1094083.73   | 0.04%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                      | BX 2025-ROIC D                                         | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4880078 | PA      | $4852627.85   | 0.18%             | 2030-03-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                             | RCKT 2025-CES4 A1A                                     | CUSIP: 74937YAA6<br>LEI: 254900VY2F6O6C6XTD40 | Long             | ABS-O            | CORP              | US        |   5393753 | PA      | $5434358.99   | 0.20%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXIV LTD                                                   | TRNTS 2024-24A B                                       | CUSIP: 89642XAE4<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |   2500000 | PA      | $2497761.25   | 0.09%             | 2037-04-27      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 MORTGAGE LOAN TRUST                                         | COLT 2025-8 M1                                         | CUSIP: 19689DAD1<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-O            | CORP              | US        |   3012000 | PA      | $3022713.68   | 0.11%             | 2070-08-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Contego CLO XIV Designated Activity Company                             | CONTE 14A C                                            | CUSIP: 000000000<br>LEI: 635400NLZP2UKDTVEG95 | Long             | ABS-O            | CORP              | IE        |   1200000 | PA      | $1380403.91   | 0.05%             | 2037-10-15      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | CAS 2024-R05 2M2                                       | CUSIP: 20754XAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1674817 | PA      | $1677299.40   | 0.06%             | 2044-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H7 MORTGAGE TRUST                                            | CROSS 2025-H7 A1                                       | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11691275 | PA      | $11623311.70  | 0.43%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2025-RTL1                                            | ROC 2025-RTL1 A1                                       | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8800000 | PA      | $8821465.84   | 0.33%             | 2040-02-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2024-WRHS                                                    | BFLD 2024-WRHS E                                       | CUSIP: 05555HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5218993 | PA      | $5212469.60   | 0.19%             | 2039-07-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| RR 40 LTD                                                               | RRAM 2025-40A A2                                       | CUSIP: 749762AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10021341.00  | 0.37%             | 2038-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                  | NYC 2025-3BP D                                         | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4993750.00   | 0.19%             | 2042-02-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST 2025-1                                      | CHRY 2025-1A A                                         | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10300000 | PA      | $10400667.05  | 0.39%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                             | U.S. Treasury Bond Futures, Jun-2026,ETH               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -127 | NC      | $402066.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-CAR1 LLC                 | BVCLN 2024-CAR1 E                                      | CUSIP: 07336QAE2<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    494310 | PA      | $501057.55    | 0.02%             | 2031-12-26      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | CAS 2021-R03 1B2                                       | CUSIP: 20754AAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   7137000 | PA      | $7307180.34   | 0.27%             | 2041-12-26      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Contego Clo V Designated Activity Company                               | CONTE 5A CR                                            | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-O            | CORP              | IE        |   8000000 | PA      | $9148014.59   | 0.34%             | 2037-10-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-III LTD                                               | CIFC 2025-3A A1                                        | CUSIP: 12574JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15014650.50  | 0.56%             | 2038-07-21      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL5                                          | LHOME 2024-RTL5 A1                                     | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4000066.00   | 0.15%             | 2039-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Lugo Funding DAC                                                        | LUGO 2024-1A C                                         | CUSIP: 000000000<br>LEI: 635400ZKKXDKKVOM9V22 | Long             | ABS-O            | CORP              | IE        |   3535000 | PA      | $3995920.80   | 0.15%             | 2066-05-26      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2018-2 DAC                                        | BCCE 2018-2A AR                                        | CUSIP: 000000000<br>LEI: 635400CJJQJHYAMATG34 | Long             | ABS-O            | CORP              | IE        |     78435 | PA      | $90659.56     | 0.00%             | 2032-01-20      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2025-SPOT E                                         | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9066421 | PA      | $9055088.03   | 0.34%             | 2040-04-16      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Providus Clo V Designated Activity Company                              | PRVD 5A CR                                             | CUSIP: 000000000<br>LEI: 6354008C72YCMAEWD258 | Long             | ABS-O            | CORP              | IE        |  12250000 | PA      | $13969019.11  | 0.52%             | 2039-11-15      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| GALLATIN CLO X LTD 2023-1                                               | GALL 2023-1A BR                                        | CUSIP: 36362MAQ0<br>LEI: 984500E5ACG7837D0749 | Long             | ABS-CBDO         | CORP              | BM        |  10000000 | PA      | $10003669.00  | 0.37%             | 2036-10-14      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2                               | BRAVO 2024-CES2 A2                                     | CUSIP: 10570PAD5<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2402274.96   | 0.09%             | 2054-09-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO VII-C LTD                                                    | CARVL 2023-1A A1R                                      | CUSIP: 14686BAN7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000948.80   | 0.15%             | 2037-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2025-PR1                                    | LMAT 2025-PR1 A1                                       | CUSIP: 52476AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18987132 | PA      | $18892695.36  | 0.70%             | 2061-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                     | TPMT 2025-CES4 A1B                                     | CUSIP: 89170UAB6<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |   3164689 | PA      | $3154748.89   | 0.12%             | 2065-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRUST                                        | IHSFR 2024-SFR1 C                                      | CUSIP: 46188DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2325142.08   | 0.09%             | 2041-09-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2024-1 LTD                                                    | RMIR 2024-1 M1B                                        | CUSIP: 75049AAB8<br>LEI: 2549006BAWB1S6RD1R66 | Long             | ABS-O            | CORP              | BM        |   1688375 | PA      | $1695810.95   | 0.06%             | 2034-09-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST                                                 | PNMSR 2024-FT1 A                                       | CUSIP: 693968AA7<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5209461.40   | 0.19%             | 2027-12-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Clo 2025-1 Designated Activity Co.               | PLMER 2025-1A B1                                       | CUSIP: 000000000<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-O            | CORP              | IE        |  15000000 | PA      | $17245703.89  | 0.64%             | 2039-10-15      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Elevation CLO 2021-15 Ltd.                                              | AWPT 2018-3A CR2                                       | CUSIP: 28623VAU3<br>LEI: 5493005VN5WX000OV470 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002134.60   | 0.07%             | 2035-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM4 TRUST                                                     | OBX 2025-NQM4 A1                                       | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-O            | CORP              | US        |   5922881 | PA      | $5935601.79   | 0.22%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2025-TAIL E                                         | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9430000 | PA      | $9429829.32   | 0.35%             | 2035-06-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Toro European Clo 8 Designated Activity Company                         | TCLO 8A BR                                             | CUSIP: 000000000<br>LEI: 635400NGHEB1GFYATU96 | Long             | ABS-O            | CORP              | IE        |   2000000 | PA      | $2303692.27   | 0.09%             | 2035-04-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS CDX.NA.HY.42.V1                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $20695.84     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLP Commercial Mortgage Trust 2025-IND                                  | BLP 2025-IND D                                         | CUSIP: 05625BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10252152 | PA      | $10213706.14  | 0.38%             | 2042-03-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-3870006.01  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Prpm 2025-RPL1 LLC                                                      | PRPM 2025-RPL1 A3                                      | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1172000 | PA      | $1127019.81   | 0.04%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                           | GSKY 2025-3A E                                         | CUSIP: 39571WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6400000 | PA      | $6516667.52   | 0.24%             | 2060-12-27      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| LMDV Issuer Co LLC                                                      | LMDV 2025-1A C                                         | CUSIP: 538908AE4<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4519439.10   | 0.17%             | 2055-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cross 2026 NQM2 Mortgage Trust                                          | CROSS 2026-NQM3 A3                                     | CUSIP: 227925AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3578590.08   | 0.13%             | 2071-03-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2017-V LTD                                                 | CIFC 2017-5A AR                                        | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |   6700000 | PA      | $6704377.11   | 0.25%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Canyon Euro CLO 2025-1 DAC                                              | CANYE 2025-1A B                                        | CUSIP: 000000000<br>LEI: 254900W99EPS2Y16MS45 | Long             | ABS-O            | CORP              | IE        |  10000000 | PA      | $11522979.57  | 0.43%             | 2038-04-15      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-NQM2                                      | JPMMT 2025-NQM2 A2                                     | CUSIP: 46590SAD9<br>LEI: 529900LIO4UMWFLNQ670 | Long             | ABS-O            | CORP              | US        |   5868746 | PA      | $5887161.97   | 0.22%             | 2065-09-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                         | TSQ 2018-20TS H                                        | CUSIP: 90137LAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $83500.00     | 0.00%             | 2035-05-17      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Invesco Euro Clo XIV Designated Activity Co.                            | INVSC 14A B1                                           | CUSIP: 000000000<br>LEI: 635400MNIFG73L1C7S65 | Long             | ABS-O            | CORP              | IE        |   5000000 | PA      | $5753050.35   | 0.21%             | 2039-01-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                               | SHCLO 1A BR                                            | CUSIP: 000000000<br>LEI: 635400CPGNMPPUYRUY64 | Long             | ABS-O            | CORP              | IE        |  11500000 | PA      | $13266660.79  | 0.49%             | 2038-07-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H2 MORTGAGE TRUST                                            | CROSS 2025-H2 A1                                       | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6341215 | PA      | $6346902.73   | 0.24%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                             | 2-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1748 | NC      | $2587114.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prpm 2025-RPL1 LLC                                                      | PRPM 2025-RPL1 A2                                      | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1987000 | PA      | $1915987.00   | 0.07%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Monument CLO 1 Designated Activity Co.                                  | MNMNT 1A D                                             | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-O            | CORP              | IE        |   3000000 | PA      | $3482296.10   | 0.13%             | 2037-05-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXIX LTD                                                  | BATLN 2025-29A B                                       | CUSIP: 07135TAE9<br>LEI: 254900BHK74DPDADPT35 | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12524935.00  | 0.46%             | 2038-03-31      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-CES1                                                          | EFMT 2024-CES1 A2                                      | CUSIP: 281907AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4685000 | PA      | $4714839.70   | 0.17%             | 2060-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                          | BBCMS 2018-CHRS D                                      | CUSIP: 05491VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $892544.40    | 0.03%             | 2038-08-06      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-COPT                                  | BX 2025-COPT D                                         | CUSIP: 05618XAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5757187.50   | 0.21%             | 2042-08-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces8                                           | RCKT 2024-CES8 A2                                      | CUSIP: 749421AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4713440.12   | 0.17%             | 2044-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-CES5                                      | JPMMT 2025-CES5 A3                                     | CUSIP: 46594DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3023000 | PA      | $3014228.77   | 0.11%             | 2056-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-VIS2                                    | JPMMT 2025-VIS2 A3                                     | CUSIP: 46659RAE7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |   4778969 | PA      | $4782334.17   | 0.18%             | 2055-12-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                 | DIAMOND SPORTS NET LLC                                 | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     23466 | PA      | $3871.92      | 0.00%             | 2028-01-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| SOTHEBY'S ARTFI MASTER TRUST                                            | ARTFI 2026-1A D                                        | CUSIP: 83589DAE6<br>LEI: 549300P5BAAMQQ7VL735 | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3794518.12   | 0.14%             | 2033-06-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                        | GDLP 2025-1A A                                         | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4618672 | PA      | $4633121.97   | 0.17%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TFS_18-3                                                                | TFS_18-3                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |         1 | PA      | $1.16         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ATLAS STATIC SENIOR LOAN FUND I LTD                                     | ATSTC 2022-1A BR                                       | CUSIP: 04942PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    298515 | PA      | $298962.83    | 0.01%             | 2030-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2019-1                                                          | TCW 2019-1A BR                                         | CUSIP: 87241EAW5<br>LEI: 549300RWQDI4UTTLDE63 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4997851.00   | 0.19%             | 2034-08-16      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Dbc 2025-DBC Mortgage Trust                                             | DBC 2025-DBC C                                         | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9650000 | PA      | $9613830.84   | 0.36%             | 2042-11-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                         | TSQ 2018-20TS F                                        | CUSIP: 90137LAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $462800.00    | 0.02%             | 2035-05-17      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| SILVER ROCK CLO I LTD                                                   | SLVRK 2020-1A A1RR                                     | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002094.80   | 0.07%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces9                                           | RCKT 2024-CES9 A2                                      | CUSIP: 749426AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6700000 | PA      | $6733632.66   | 0.25%             | 2044-12-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| SCG TRUST 2025-SNIP                                                     | SCG 2025-SNIP E                                        | CUSIP: 78398JAJ3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7500000.00   | 0.28%             | 2042-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                     | ALA 2025-OANA C                                        | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6516250.00   | 0.24%             | 2040-06-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                     | TPMT 2024-CES5 M1                                      | CUSIP: 89183QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4855000 | PA      | $4846631.44   | 0.18%             | 2064-09-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| RCO VIII Mortgage LLC 2025-3                                            | RCO 2025-3 A1                                          | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5243904 | PA      | $5249293.98   | 0.19%             | 2030-05-27      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                         | BANK5 2023-5YR3 XD                                     | CUSIP: 06211EBE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $630089.10    | 0.02%             | 2056-09-15      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | GBP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $984674.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                            | GSMBS 2026-CES1 A1                                     | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7165631 | PA      | $7102957.99   | 0.26%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-6                                       | VERUS 2025-6 A1                                        | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-O            | CORP              | US        |   5280636 | PA      | $5298593.57   | 0.20%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PURE INDUSTRIAL ISSUER TRUST CANADA                                     | BX 2024-PURE C                                         | CUSIP: 74625PAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1918484 | PA      | $1381951.16   | 0.05%             | 2041-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Ares Xli Clo Ltd                                                        | ARES 2016-41A BR                                       | CUSIP: 04016DAU9<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999691.40    | 0.04%             | 2034-04-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CBAMR 2018-8 LTD/ CBAMR 2018-8 LLC                                      | CBAMR 2018-8A DR                                       | CUSIP: 12478CBA8<br>LEI: 254900YSCN4KH02DQ033 | Long             | ABS-CBDO         | CORP              | KY        |   7580000 | PA      | $7617957.61   | 0.28%             | 2037-07-15      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| PRIORITY 1 ISSUER LOGISTICS DAC                                         | PRPM 2025-RCF3 A1                                      | CUSIP: 69392PAA3<br>LEI: 635400FLODFXG5M9HI42 | Long             | ABS-O            | CORP              | IE        |   6097449 | PA      | $6085313.72   | 0.23%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                       | CIM 2024-R1 A1                                         | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2844750 | PA      | $2796996.18   | 0.10%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                        | (PIPA070) PGIM Core Government Money Market Fund       | CUSIP: 74440W862<br>LEI: FDBJO5TMSRMHJL5YKP11 | Long             | STIV             | RF                | US        |  48916841 | NS      | $48916840.88  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                  | ABCLN 2025-B E                                         | CUSIP: 02007G6S7<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   1992632 | PA      | $1997949.62   | 0.07%             | 2033-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Indigo Credit Management II DAC                                         | INDI 2A C                                              | CUSIP: 000000000<br>LEI: 635400ZBUBZKOZYRMX14 | Long             | ABS-O            | CORP              | IE        |   5250000 | PA      | $6023614.17   | 0.22%             | 2038-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| REGATTA XXVIII FUNDING LTD                                              | REG28 2024-2A D1                                       | CUSIP: 75901PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2993019.30   | 0.11%             | 2037-04-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO X Designated Activity Company                        | HAYEM 10A B1RR                                         | CUSIP: 000000000<br>LEI: 635400QPLMTTI1BZII42 | Long             | ABS-O            | CORP              | IE        |  10000000 | PA      | $11522191.28  | 0.43%             | 2039-10-18      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORT TR 2025-CES1                                             | JPMMT 2025-CES1 A1                                     | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-O            | CORP              | US        |   4681929 | PA      | $4701691.42   | 0.17%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | USD/CAD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21989.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces9                                           | RCKT 2024-CES9 A1A                                     | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1505663 | PA      | $1511629.23   | 0.06%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Cbam 2018-7 Ltd/Llc                                                     | CBAM 2018-7A A                                         | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |     71929 | PA      | $71950.55     | 0.00%             | 2031-07-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SCG TRUST 2025-SNIP                                                     | SCG 2025-SNIP C                                        | CUSIP: 78398JAE4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4512592.80   | 0.17%             | 2042-09-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                    | FIGRE 2025-HE4 A                                       | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7637048 | PA      | $7643195.34   | 0.28%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Battalion Clo 17 Ltd.                                                   | BATLN 2021-17A A1R                                     | CUSIP: 07133PAL3<br>LEI: 549300QQUW46V6EB1N30 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000686.20   | 0.07%             | 2034-03-09      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                                                 | Bayview Financing Trust 2023-1F                        | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377507 | PA      | $379341.93    | 0.01%             | 2026-07-01      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES4                                     | TPMT 2024-CES4 A1                                      | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2045711 | PA      | $2040669.39   | 0.08%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION V LLC                                      | KAPT 2025-1A A                                         | CUSIP: 48555NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4488777.00   | 0.17%             | 2032-04-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2021-ACNT C                                         | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730175 | PA      | $1729093.84   | 0.06%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| EMPOWER CLO 2023-2 LTD                                                  | EMPWR 2023-2A D1R                                      | CUSIP: 29247BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1977520.60   | 0.07%             | 2038-10-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CONTEGO CLO IV DAC                                                      | CONTE 15A A                                            | CUSIP: 000000000<br>LEI: 635400H7QVHLSOZWVU92 | Long             | ABS-O            | CORP              | IE        |  10000000 | PA      | $11509589.05  | 0.43%             | 2040-04-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Albacore Euro CLO VI DAC                                                | ALBAC 6A CR                                            | CUSIP: 000000000<br>LEI: 635400A6FOR8P75XZC17 | Long             | ABS-O            | CORP              | IE        |  11950000 | PA      | $13676602.53  | 0.51%             | 2037-10-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-CES1                                                          | EFMT 2026-CES1 A1A                                     | CUSIP: 26846MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5764264 | PA      | $5709251.05   | 0.21%             | 2060-12-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 LLC                                                      | PRET 2025-NPL3 A1                                      | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |  10828665 | PA      | $10838932.98  | 0.40%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                 | OMFIT 2023-1A C                                        | CUSIP: 68269JAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7735334.25   | 0.29%             | 2038-06-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM9                               | BRAVO 2025-NQM9 A3                                     | CUSIP: 10569WAE1<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-O            | CORP              | US        |   4505832 | PA      | $4499418.11   | 0.17%             | 2065-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                           | GSKY 2025-2A C                                         | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4491805.95   | 0.17%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Toro European CLO 10 Designated Activity Co.                            | TCLO 10A B                                             | CUSIP: 000000000<br>LEI: 6354001HJSVF7BJWDP89 | Long             | ABS-O            | CORP              | IE        |  10000000 | PA      | $11472665.42  | 0.43%             | 2038-04-15      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-VIS2                                    | JPMMT 2025-VIS2 A1                                     | CUSIP: 46659RAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |   7646341 | PA      | $7658725.95   | 0.28%             | 2055-12-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2021-3 LTD                                                   | ICG 2021-3A B1R                                        | CUSIP: 449249AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2749632.05   | 0.10%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                               | AFFRM 2025-X1 D                                        | CUSIP: 00834MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10400000 | PA      | $10445607.12  | 0.39%             | 2030-04-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Icg Euro Clo 2021-1 Designated Activity Company                         | ICGE 2021-1A B1                                        | CUSIP: 000000000<br>LEI: 5493002JC8KETPN3UB70 | Long             | ABS-O            | CORP              | IE        |   1500000 | PA      | $1725256.96   | 0.06%             | 2034-10-15      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2023-CES2                                     | TPMT 2023-CES2 A1A                                     | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    877022 | PA      | $882201.90    | 0.03%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                     | MNET 2026-1A C                                         | CUSIP: 59170JBL1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2080611.96   | 0.08%             | 2056-04-20      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2025-CES1                                                | TPMT 2025-CES1 M2B                                     | CUSIP: 89183HAE4<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4027748.80   | 0.15%             | 2055-02-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                     | BPR 2024-PMDW C                                        | CUSIP: 05592VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5950000 | PA      | $6004764.99   | 0.22%             | 2041-11-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-12 LTD                                               | AWPT 2021-12A BR                                       | CUSIP: 28623MAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1495647.75   | 0.06%             | 2037-04-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Sculptor European CLO VII Designated Activity Company                   | SCULE 7A BR                                            | CUSIP: 000000000<br>LEI: 6354009MYVCVIBG64Q24 | Long             | ABS-O            | CORP              | IE        |   8000000 | PA      | $9208710.58   | 0.34%             | 2038-01-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO Vi Designated Activity Company                         | INVSC 6A B1                                            | CUSIP: 000000000<br>LEI: 549300YQUO4XFJGG1T54 | Long             | ABS-O            | CORP              | IE        |   3250000 | PA      | $3731028.69   | 0.14%             | 2034-07-15      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd 2019-2                       | PAIA 2019-2A A2RR                                      | CUSIP: 70018AAW0<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6495847.15   | 0.24%             | 2034-10-16      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                     | AFRMT 2025-3A E                                        | CUSIP: 00833BAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4944618.50   | 0.18%             | 2034-10-16      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 42 LTD                                                      | ELM42 2025-5A A                                        | CUSIP: 29005DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10010477.00  | 0.37%             | 2038-03-31      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                          | USCLN 2025-SUP2 C                                      | CUSIP: 90355PAD8<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   5346614 | PA      | $5367490.08   | 0.20%             | 2032-09-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP CLO 2013-1 LTD                                 | SARAT 2013-1A A1R4                                     | CUSIP: 80349BCD7<br>LEI: 549300471O2DE0Y4L506 | Long             | ABS-CBDO         | CORP              | KY        |   1316044 | PA      | $1316533.98   | 0.05%             | 2033-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2025-CES1                                                | TPMT 2025-CES1 A2                                      | CUSIP: 89183HAB0<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9058949.10   | 0.34%             | 2055-02-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                    | RPLDCI 6.581 05/30/49 144A                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18500000 | PA      | $19052656.69  | 0.71%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MORTGAGE TRUST                                           | BBCMS 2016-ETC B                                       | CUSIP: 05491LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98316.43     | 0.00%             | 2036-08-14      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Cross 2026 NQM2 Mortgage Trust                                          | CROSS 2026-NQM2 A3                                     | CUSIP: 227924AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5363289 | PA      | $5317460.82   | 0.20%             | 2061-03-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                          | BBCMS 2018-CHRS B                                      | CUSIP: 05491VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $952721.80    | 0.04%             | 2038-08-06      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                               | BRAVO 2026-NQM3 A1                                     | CUSIP: 10571LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4253924 | PA      | $4230954.78   | 0.16%             | 2065-11-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-AHP                                   | BX 2022-AHP E                                          | CUSIP: 05610FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12298951 | PA      | $12268203.44  | 0.46%             | 2039-01-18      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES2                                     | TPMT 2025-CES2 A1                                      | CUSIP: 89183KAA5<br>LEI: 25490031FI1THTB1EH80 | Long             | ABS-O            | CORP              | US        |  18098227 | PA      | $18098592.47  | 0.67%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21             | MSBAM 2015-C21 XB                                      | CUSIP: 61764XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6496264 | PA      | $64.96        | 0.00%             | 2048-03-17      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-FIX1                                     | TPMT 2025-FIX1 A1                                      | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |   4491956 | PA      | $4452663.53   | 0.17%             | 2065-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Penta Clo 14 DAC                                                        | PENTA 2023-14A BR                                      | CUSIP: 000000000<br>LEI: 549300KV4K41MAFRA061 | Long             | ABS-O            | CORP              | IE        |   3500000 | PA      | $4029240.51   | 0.15%             | 2037-10-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION 2025-INV1                                          | VERUS 2025-INV1 A1                                     | CUSIP: 924929AC6<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-O            | CORP              | US        |   7069784 | PA      | $7102087.84   | 0.26%             | 2070-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                               | AFFRM 2024-X2 D                                        | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5213037.96   | 0.19%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Aurium Clo VIII Designated Activity Company                             | ACLO 8A BR                                             | CUSIP: 000000000<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-O            | CORP              | IE        |  15000000 | PA      | $17216162.09  | 0.64%             | 2038-10-16      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| DBMS 2025-1 DAC                                                         | DBMS 2025-1A D                                         | CUSIP: 000000000<br>LEI: 9845002JC6400E50AA39 | Long             | ABS-O            | CORP              | IE        |   9250000 | PA      | $12293252.66  | 0.46%             | 2036-02-18      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| HAYFIN US XV LTD                                                        | HAYFN 2024-15A B                                       | CUSIP: 420916AG3<br>LEI: 549300JYC8Y5LVLQTR58 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010001.00   | 0.19%             | 2037-04-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2024-2 LTD                                      | BOBA 2024-2A B                                         | CUSIP: 05765AAE1<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9005135.40   | 0.33%             | 2038-01-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2025-SFR1 TRUST                                      | TCN 2025-SFR1 B                                        | CUSIP: 895974AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4394968.60   | 0.16%             | 2042-03-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                           | RCKT 2024-CES3 A1A                                     | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1633509 | PA      | $1649096.63   | 0.06%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| HERITAGE PWR LLC                                                        | HERITAGE PWR LLC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2132 | NS      | $1066.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC                         | SRFC 2023-2A D                                         | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131925 | PA      | $137962.95    | 0.01%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 B3                                       | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $340560.40    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Tikehau Us Clo II Ltd.                                                  | TKO 2022-1A BR                                         | CUSIP: 88676LAY7<br>LEI: 254900I3YTWHVZHM1B33 | Long             | ABS-CBDO         | CORP              | BM        |   4600000 | PA      | $4602671.22   | 0.17%             | 2038-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                | SNDPT 2020-1A BR                                       | CUSIP: 83614XAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    990000 | PA      | $989848.83    | 0.04%             | 2034-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| PRPM LLC 2024-RCF6                                                      | PRPM 2024-RCF6 A3                                      | CUSIP: 74390FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $676940.74    | 0.03%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 B1                                       | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $738445.35    | 0.03%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                  | BX 2025-BCAT D                                         | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8768306 | PA      | $8784770.50   | 0.33%             | 2042-08-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                  | BSTN 2025-1C C                                         | CUSIP: 05615EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2775000 | PA      | $2845461.14   | 0.11%             | 2044-06-17      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Henley CLO XI Designated Activity Co.                                   | HNLY 11A B                                             | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-O            | CORP              | IE        |  12250000 | PA      | $14078695.98  | 0.52%             | 2039-04-25      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-Ces2                                           | RCKT 2025-CES2 A1A                                     | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-O            | CORP              | US        |   3100558 | PA      | $3112522.61   | 0.12%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Albacore Euro Clo Iv Designated Activity Company                        | ALBAC 4A BR                                            | CUSIP: 000000000<br>LEI: 635400OMGYX1QQYCTI48 | Long             | ABS-O            | CORP              | IE        |   4000000 | PA      | $4607264.80   | 0.17%             | 2035-07-15      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Trust 2017-1                            | ODART 2025-1A D                                        | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8359000 | PA      | $8524190.56   | 0.32%             | 2037-07-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST                                             | BMO 2024-5C8 XD                                        | CUSIP: 09661XAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9929000 | PA      | $674785.76    | 0.03%             | 2057-12-17      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP: DDTL                                                     | HPS SLF VI GP: DDTL                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    424541 | PA      | $424541.00    | 0.02%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL4                                          | LHOME 2024-RTL4 A1                                     | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7733000 | PA      | $7751133.89   | 0.29%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                | MSRM 2025-NQM2 A1                                      | CUSIP: 617941AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8558164 | PA      | $8594260.48   | 0.32%             | 2070-01-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| PRPM Fundido 2025-2 DAC                                                 | FUNDD 2025-2A C                                        | CUSIP: 000000000<br>LEI: 894500XHX48NOYVH5669 | Long             | ABS-O            | CORP              | IE        |   1529000 | PA      | $1731588.23   | 0.06%             | 2075-01-29      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Wellfleet Clo 2022-2 Ltd.                                               | WELF 2022-2A D1R                                       | CUSIP: 94949FAS2<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4960801.50   | 0.18%             | 2037-10-19      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Avoca Capital CLO X Designated Activity Company                         | AVOCA 10A B1RR                                         | CUSIP: 000000000<br>LEI: 635400SFFWCTHJHBZK84 | Long             | ABS-O            | CORP              | IE        |    750000 | PA      | $859537.68    | 0.03%             | 2035-04-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| PROJECT CANNES - BAYVIEW ITL NPL                                        | PROJECT CANNES - BAYVIEW ITL NPL                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13200000 | PA      | $15257220.00  | 0.57%             | 2029-12-07      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                  | BX 2025-JDI D                                          | CUSIP: 05594LAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7869444 | PA      | $7866985.10   | 0.29%             | 2042-11-17      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: B                                             | HPS SLF VI IM - UNFUNDED: B                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1837654 | PA      | $1837654.00   | 0.07%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC                                  | MHC 2021-MHC F                                         | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365600 | PA      | $1364746.50   | 0.05%             | 2038-04-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                  | BX 2024-MDHS C                                         | CUSIP: 12433BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1399125.00   | 0.05%             | 2041-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                 | OMFIT 2025-1A D                                        | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1811154.24   | 0.07%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Z CAP CR PART BSL CLO 2024-1                                            | ZBSL 2024-1A C                                         | CUSIP: 98877JAG7<br>LEI: 254900DSGRS62ZX4HI79 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002261.60   | 0.07%             | 2036-04-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                           | SDART 2025-1 D                                         | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3032153.40   | 0.11%             | 2031-03-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| NRTH 2024-PARK MORTGAGE TRUST                                           | NRTH 2025-PARK A                                       | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4895408.70   | 0.18%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Octagon 59 Ltd                                                          | OCT59 2022-1A B                                        | CUSIP: 675930AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600418.56    | 0.02%             | 2035-05-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2025-CES1                                                | TPMT 2025-CES1 M1                                      | CUSIP: 89183HAC8<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6534381.75   | 0.24%             | 2055-02-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                            | CAS 2023-R05 1M2                                       | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    600000 | PA      | $622082.04    | 0.02%             | 2043-06-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Taurus 2025-3 UK Designated Activity Co.                                | TAURS 2025-UK3A D                                      | CUSIP: 000000000<br>LEI: 635400XWNSMBWUUQIW58 | Long             | ABS-O            | CORP              | IE        |   1650000 | PA      | $2188845.13   | 0.08%             | 2035-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ISLAND FINANCE TRUST 2025-1                                             | ISLN 2025-1A A                                         | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2013415.80   | 0.07%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 B2                                      | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58821 | PA      | $33501.27     | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                       | VERUS 2025-5 M1                                        | CUSIP: 92540XAD3<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4496582.70   | 0.17%             | 2070-06-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Highways 2021 Plc                                                       | HWAYS 2021-1X A                                        | CUSIP: 000000000<br>LEI: 635400GGBFFTA8MRIA09 | Long             | ABS-O            | CORP              | GB        |   4999958 | PA      | $6610187.94   | 0.25%             | 2031-12-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-COPT                                  | BX 2025-COPT C                                         | CUSIP: 05618XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9100000 | PA      | $9108531.25   | 0.34%             | 2042-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C24                                           | BBCMS 2024-C24 XB                                      | CUSIP: 07336VBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $435626.36    | 0.02%             | 2057-02-16      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| LMDV Issuer Co LLC                                                      | LMDV 2025-1A B                                         | CUSIP: 538908AC8<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3592980.72   | 0.13%             | 2055-12-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                  | BX 2024-AIRC A                                         | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3555730 | PA      | $3559063.26   | 0.13%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2024-AIR2 B                                         | CUSIP: 05613QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2973458 | PA      | $2976246.06   | 0.11%             | 2041-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MENLO CLO I LTD                                                         | MENLO 2024-1A A1                                       | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7254920.58   | 0.27%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| AlbaCore EURO CLO II Designated Activity Company                        | ALBAC 2A B                                             | CUSIP: 000000000<br>LEI: 549300WN8XXHR94EX575 | Long             | ABS-O            | CORP              | IE        |   5400000 | PA      | $6206717.61   | 0.23%             | 2034-06-15      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM2                     | SAN 2026-NQM2 A1                                       | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-O            | CORP              | US        |   3926514 | PA      | $3883422.10   | 0.14%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 B2                                       | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $570030.21    | 0.02%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO 2015-1 Designated Activity Company                     | BABSE 2015-1A B1RR                                     | CUSIP: 000000000<br>LEI: 635400AW6SPWCAGJKI82 | Long             | ABS-O            | CORP              | IE        |   2000000 | PA      | $2299012.47   | 0.09%             | 2035-07-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31                                          | BBCMS 2024-5C31 XD                                     | CUSIP: 07336YAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26275000 | PA      | $2010917.71   | 0.07%             | 2057-12-17      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| PRIORITY 1 ISSUER LOGISTICS DAC                                         | PRPM 2025-RCF3 A3                                      | CUSIP: 69392PAC9<br>LEI: 635400FLODFXG5M9HI42 | Long             | ABS-O            | CORP              | IE        |    876000 | PA      | $868782.90    | 0.03%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2024-AIR2 A                                         | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2877540 | PA      | $2880238.12   | 0.11%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                          | PMT Credit Risk Transfer Trust 2024-3R                 | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1940458 | PA      | $1957823.94   | 0.07%             | 2028-09-27      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | COOPR 2025-CES2 M1                                     | CUSIP: 12674UAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3000000 | PA      | $3013911.60   | 0.11%             | 2060-06-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Barings Euro Clo 2021-2 Designated Activity Company                     | BABSE 2021-2A B1                                       | CUSIP: 000000000<br>LEI: 549300WLKHU1JJG5SG04 | Long             | ABS-O            | CORP              | IE        |   3950000 | PA      | $4539442.92   | 0.17%             | 2034-10-15      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | EUR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9009617.13   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Wireless Propco Funding LLC                                             | SYMTOW 2025-1A A2                                      | CUSIP: 97655EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5745137.40   | 0.21%             | 2055-06-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| TFS_18-3-A1                                                             | TFS_18-3-A1                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |    122430 | PA      | $106132.91    | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 A3                                       | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2318125 | PA      | $2321919.54   | 0.09%             | 2070-02-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| TICP CLO XV LTD                                                         | SIXST 2020-15A AR                                      | CUSIP: 83012BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6760000 | PA      | $6762424.81   | 0.25%             | 2037-10-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2023-1 LTD                                                      | TCW 2023-1A A1R                                        | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4001482.80   | 0.15%             | 2038-03-31      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA | SLG 2026-OMA E                                         | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13500000 | PA      | $13555707.75  | 0.50%             | 2041-04-17      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25                                          | BBCMS 2024-5C25 XD                                     | CUSIP: 05554VAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14404000 | PA      | $1113273.64   | 0.04%             | 2057-03-16      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                  | BSTN 2025-1C B                                         | CUSIP: 05615EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3850000 | PA      | $3919939.49   | 0.15%             | 2044-06-17      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                     | OBX 2026-NQM4 A1                                       | CUSIP: 67124FAF3<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5387788.44   | 0.20%             | 2066-02-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Barings Euro Clo 2021-1 Designated Activity Company                     | BABSE 2021-1A A                                        | CUSIP: 000000000<br>LEI: 549300D83T2O13OUPP03 | Long             | ABS-O            | CORP              | IE        |   1925037 | PA      | $2215351.53   | 0.08%             | 2034-04-24      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-4                        | GOOD 2023-4C A                                         | CUSIP: 38237YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    791535 | PA      | $766046.46    | 0.03%             | 2057-03-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Prpm 2025-RPL1 LLC                                                      | PRPM 2025-RPL1 M1B                                     | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402000 | PA      | $381839.02    | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP: A2                                                       | HPS SLF VI GP: A2                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184238 | PA      | $184238.00    | 0.01%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 2025-151                                | DURST 2025-151 D                                       | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4075000 | PA      | $4163175.26   | 0.15%             | 2042-08-12      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-1                           | GSKY 2024-1 A2                                         | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405306 | PA      | $406202.21    | 0.02%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                      | BX 2025-LUNR D                                         | CUSIP: 05594CAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1089564 | PA      | $1088883.08   | 0.04%             | 2040-06-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Lhome Mortgage Trust 2025-RTL2                                          | LHOME 2025-RTL2 A1                                     | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2006317.20   | 0.07%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                     | ALA 2025-OANA A                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7860000 | PA      | $7879650.00   | 0.29%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 X                                       | CUSIP: 173106AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8578113 | PA      | $857.81       | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                  | BSTN 2025-1C D                                         | CUSIP: 05615EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875000 | PA      | $2931734.39   | 0.11%             | 2044-06-17      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Aesir European Loan Conduit No. 41 DAC                                  | EURO 41A D                                             | CUSIP: 000000000<br>LEI: 9845000E97D666448C61 | Long             | ABS-MBS          | CORP              | IE        |   7000000 | PA      | $9208571.10   | 0.34%             | 2036-01-23      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2025-CES1                                                | TPMT 2025-CES1 M2A                                     | CUSIP: 89183HAD6<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4833934.08   | 0.18%             | 2055-02-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Sona Fios Clo IV DAC                                                    | FIOS 4A B                                              | CUSIP: 000000000<br>LEI: 635400QGIDXZNEITGK95 | Long             | ABS-O            | CORP              | IE        |  10000000 | PA      | $11507537.42  | 0.43%             | 2038-04-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS                                     | GOOD 2023-2GS A                                        | CUSIP: 38237AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4166090 | PA      | $3841483.19   | 0.14%             | 2055-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K735 Mortgage Trust                                          | FREMF 2019-K735 X2A                                    | CUSIP: 30298FAG9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  60145057 | PA      | $1034.49      | 0.00%             | 2026-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                          | PMT Credit Risk Transfer Trust 2024-1R                 | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4595656 | PA      | $4621515.16   | 0.17%             | 2033-05-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM1 TR                                                        | MFRA 2025-NQM1 A1                                      | CUSIP: 55287JAA4<br>LEI: 254900T233AM4RM23465 | Long             | ABS-O            | CORP              | US        |   3934805 | PA      | $3952147.90   | 0.15%             | 2070-03-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 62(B) LTD                                    | GCBSL 2022-62A AR                                      | CUSIP: 38180HAA2<br>LEI: 2549009X711NFO0AZT83 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8002608.80   | 0.30%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-5C1             | MSBAM 2025-5C1 XD                                      | CUSIP: 61778GBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14216000 | PA      | $1295646.24   | 0.05%             | 2058-03-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRUST                                        | BMARK 2024-V6 XD                                       | CUSIP: 081927AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8633500 | PA      | $721501.60    | 0.03%             | 2057-03-16      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST                                             | CAPST 2024-1 A                                         | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2701474.47   | 0.10%             | 2028-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | GBP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3313.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Csmc                                                                    | CSMC 2014-USA A1                                       | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |   2679334 | PA      | $2453329.08   | 0.09%             | 2037-09-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 7 LLC                                             | ANCHC 2015-7A BR3                                      | CUSIP: 03328TBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3124000 | PA      | $3128692.25   | 0.12%             | 2037-04-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FDG 2021-39                                                | MDPK 2021-39A BR                                       | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4735817.93   | 0.18%             | 2034-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO X Designated Activity Co.                              | CFOUR 10A D                                            | CUSIP: 000000000<br>LEI: 254900PXJCJG50SO9P20 | Long             | ABS-O            | CORP              | IE        |   8900000 | PA      | $10234043.41  | 0.38%             | 2038-10-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GARNET CLO 3 LTD                                                        | GARNET 2025-3A A1                                      | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12495152.50  | 0.46%             | 2038-10-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2024-1 LTD                                                | BMIR 2024-1 M1B                                        | CUSIP: 078915AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   3751963 | PA      | $3770350.62   | 0.14%             | 2034-08-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: A2                                            | HPS SLF VI IM - UNFUNDED: A2                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    759983 | PA      | $759983.00    | 0.03%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 M1                                      | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198120 | PA      | $141172.19    | 0.01%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 SA                                      | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6390 | PA      | $5691.40      | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT                         | WFCM 2021-FCMT C                                       | CUSIP: 95003EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1099098.00   | 0.04%             | 2031-05-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2025-SFR1 TRUST                                      | TCN 2025-SFR1 C                                        | CUSIP: 895974AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4245849.03   | 0.16%             | 2042-03-19      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                       | Euro(FGBL) Bund Futures                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $20580.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5                          | WFCM 2024-1CHI D                                       | CUSIP: 95003PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3219418.24   | 0.12%             | 2035-07-17      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| HERITAGE PWR LLC                                                        | HERITAGE PWR LLC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1852 | NS      | $132186.50    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                           | RCKT 2025-CES1 A2                                      | CUSIP: 749427AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8308431.45   | 0.31%             | 2045-01-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| VNDO TRUST 2016-350P                                                    | VNDO 2016-350P E                                       | CUSIP: 91831UAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8286590 | PA      | $8272517.71   | 0.31%             | 2035-01-12      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                           | COMM 2024-277P X                                       | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16500000 | PA      | $364978.35    | 0.01%             | 2044-08-11      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                     | JPMBB 2015-C33 XB                                      | CUSIP: 46645JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080855 | PA      | $8767.79      | 0.00%             | 2048-12-17      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LTD 2024-49                                                 | VENTR 2024-49A AJ                                      | CUSIP: 922972AE4<br>LEI: 254900CWURXJKKIUGG97 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $799916.96    | 0.03%             | 2037-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM5                     | SAN 2025-NQM5 A1                                       | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-O            | CORP              | US        |   5919201 | PA      | $5899092.12   | 0.22%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 B1                                      | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92866 | PA      | $58624.45     | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 B3                                      | CUSIP: 173106AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164547 | PA      | $27045.24     | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                  | BX 2024-AIRC D                                         | CUSIP: 12433CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4388291 | PA      | $4388290.87   | 0.16%             | 2041-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| COLT 2025-3 MORTGAGE LOAN TRUST                                         | COLT 2025-3 A1                                         | CUSIP: 12674LAA1<br>LEI: 2138001CIB6QBPMZRF93 | Long             | ABS-O            | CORP              | US        |   5965701 | PA      | $5973747.10   | 0.22%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Jubilee CLO 2016-XVII Designated Activity Co.                           | JUBIL 2016-17A B1RR                                    | CUSIP: 000000000<br>LEI: 635400JSFGFQPD2VOA16 | Long             | ABS-O            | CORP              | IE        |    500000 | PA      | $575195.29    | 0.02%             | 2031-04-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-4 LLC                                                         | PRPM 2025-4 A1                                         | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6454365 | PA      | $6442820.39   | 0.24%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 A2                                      | CUSIP: 173106AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    593449 | PA      | $505664.12    | 0.02%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CRM1                                     | TPMT 2025-CRM1 A1                                      | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6995571 | PA      | $7041591.49   | 0.26%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                        | Three-Month SOFR Futures, Mar-2026,ETH                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       921 | NC      | $-93787.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SIGNAL PEAK CLO 12 LTD                                                  | SPEAK 2022-12A BR                                      | CUSIP: 82671XAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1997158.60   | 0.07%             | 2037-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2026-1                                    | SGR 2026-1 A1                                          | CUSIP: 818916AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5269902 | PA      | $5220080.69   | 0.19%             | 2066-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2025-IND3                                                    | ARES1 2025-IND3 C                                      | CUSIP: 039955AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3640000 | PA      | $3640000.00   | 0.14%             | 2042-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                  | BX 2025-BCAT E                                         | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10876533 | PA      | $10903724.22  | 0.40%             | 2042-08-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Anchorage Cap CLO 26 Ltd.                                               | ANCHC 2023-26A BR                                      | CUSIP: 03331TAS9<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10009932.00  | 0.37%             | 2038-03-19      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 MORTGAGE LOAN TRUST                                      | COLT 2025-INV2 A1                                      | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-O            | CORP              | US        |   5959136 | PA      | $5987181.11   | 0.22%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                            | T 3.5 09/30/26                                         | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249658.20    | 0.01%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heritage Power LLC                                                      | HERITAGE POWER LLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13783 | PA      | $13507.23     | 0.00%             | 2028-07-20      | Floating      | 9.20%                 | No            |                  3 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST 2024-DPM                                  | TCO 2024-DPM C                                         | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4920000 | PA      | $4913850.00   | 0.18%             | 2039-12-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST III LLC                               | ONDK 2025-1A A                                         | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4811734.56   | 0.18%             | 2032-04-19      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2                | MSRM 2026-NQM2 A3                                      | CUSIP: 617949AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7439570 | PA      | $7374153.46   | 0.27%             | 2071-01-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO I LTD                                                   | SLVRK 2020-1A CRR                                      | CUSIP: 82811RBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6008350.80   | 0.22%             | 2037-10-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM1                     | SAN 2025-NQM1 A1                                       | CUSIP: 80262BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7212435 | PA      | $7233659.84   | 0.27%             | 2065-01-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP MORTGAGE TRUST                                               | IP 2025-IP D                                           | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2830000 | PA      | $2851294.05   | 0.11%             | 2042-06-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                            | CROSS 2025-H10 A2                                      | CUSIP: 22758YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2557662 | PA      | $2542112.93   | 0.09%             | 2071-01-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIV LTD                                          | MDPK 2019-34A A1RR                                     | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11503905.40  | 0.43%             | 2037-10-16      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2024-1                        | GOOD 2024-1GS A                                        | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1950567 | PA      | $1879677.31   | 0.07%             | 2057-06-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                        | VBTEL 2026-1A F                                        | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1757386.75   | 0.07%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Pret 2025-NPL7 LLC                                                      | PRET 2025-NPL7 A1                                      | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |   3603800 | PA      | $3610637.71   | 0.13%             | 2055-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF1 LLC                                                      | PRPM 2025-RCF1 A3                                      | CUSIP: 74390RAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1766000 | PA      | $1724190.83   | 0.06%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2023-BRK2                                                     | BPR 2023-BRK2 C                                        | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2037468.20   | 0.08%             | 2038-10-05      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                            | T 4.25 12/31/26                                        | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $541919.53    | 0.02%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2023-3 Ltd / CQS US CLO 2023-3 LLC                           | CQS 2023-3A D                                          | CUSIP: 223929AJ9<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $998016.30    | 0.04%             | 2037-01-26      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H3 MORTGAGE TRUST                                            | CROSS 2025-H9 A1                                       | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3399469 | PA      | $3384407.52   | 0.13%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO I LTD                                                   | SLVRK 2020-1A BRR                                      | CUSIP: 82811RBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001102.40   | 0.07%             | 2037-10-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                          | EFMT 2025-INV1 A1                                      | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-O            | CORP              | US        |   6830440 | PA      | $6857736.38   | 0.25%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2026-XL6 E                                          | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $8943913.80   | 0.33%             | 2043-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 9 LTD                                                   | SPEAK 2021-9A BR                                       | CUSIP: 82670QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10415000 | PA      | $10412889.92  | 0.39%             | 2038-01-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2026-1Park                                | NYC 2026-1PARK D                                       | CUSIP: 62979QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $3885373.44   | 0.14%             | 2043-02-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO 2020-15 LTD                                                | MCLO 2020-15A A1B                                      | CUSIP: 56579UBE5<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4988555.50   | 0.19%             | 2037-08-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2026-CSMO A                                         | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9999952.00   | 0.37%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                            | T 4.125 01/31/27                                       | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $551675.78    | 0.02%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tikehau Clo XIII Designated Activity Co.                                | TIKEH 13A B                                            | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-O            | CORP              | IE        |  15000000 | PA      | $17195070.72  | 0.64%             | 2038-10-15      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                     | BPR 2024-PMDW XIO                                      | CUSIP: 05592VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        | 149625000 | PA      | $877266.34    | 0.03%             | 2041-11-07      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2                                 | OMFIT 2022-2A D                                        | CUSIP: 68268VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | PA      | $1185489.60   | 0.04%             | 2034-10-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                                         | Allen Media Term Loan B (Add-on) 550 2027-02-01        | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    236497 | PA      | $147219.20    | 0.01%             | 2027-02-10      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | COOPR 2025-CES3 A1A                                    | CUSIP: 216926AA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3456085 | PA      | $3429714.68   | 0.13%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES3                                     | TPMT 2024-CES3 M1                                      | CUSIP: 89183EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1111543.95   | 0.04%             | 2064-05-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                     | MNET 2025-4A C                                         | CUSIP: 59170JBH0<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4960208.00   | 0.18%             | 2055-12-22      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                      | BX 2025-LUNR C                                         | CUSIP: 05594CAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2646084 | PA      | $2644430.35   | 0.10%             | 2040-06-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 MORTGAGE TRUST                                             | BMO 2023-5C2 XD                                        | CUSIP: 05610QAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $495714.75    | 0.02%             | 2056-11-17      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                     | TPMT 2024-CES5 A2                                      | CUSIP: 89183QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2289000 | PA      | $2282121.56   | 0.08%             | 2064-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Comm 2004-Lnb3 Commercial Mortgage Pass-Through Certificates            | ELP 2025-ELP E                                         | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11662000 | PA      | $11506978.20  | 0.43%             | 2042-11-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2023-CES1                                     | TPMT 2023-CES1 A1A                                     | CUSIP: 89181XAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    537816 | PA      | $538123.89    | 0.02%             | 2063-07-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                             | RCKT 2025-CES6 M1                                      | CUSIP: 748949AE4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-O            | CORP              | US        |   3705000 | PA      | $3720475.41   | 0.14%             | 2055-06-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| INCREF 2025-FL1 LLC                                                     | INCREF 2025-FL1 A                                      | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $8993828.70   | 0.33%             | 2042-10-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2024-RVR                              | GSMS 2024-RVR B                                        | CUSIP: 36272JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8034459.20   | 0.30%             | 2041-08-12      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                    | ROCC 2024-CNTR E                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17500000 | PA      | $18206944.00  | 0.68%             | 2041-11-15      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-AH1                            | GSMBS 2026-AH1 A1A                                     | CUSIP: 362974AP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4064000 | PA      | $4059197.16   | 0.15%             | 2056-07-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| COLT 2026-2 MORTGAGE LOAN TRUST                                         | COLT 2026-2 A1F                                        | CUSIP: 19689FAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6794000 | PA      | $6793925.95   | 0.25%             | 2071-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | EUR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17049.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMAIN GREENBOUGH PARTNER 2                                             | DOMAIN GREENBOUGH PARTNER 2                            | CUSIP: 25704PAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7357719 | PA      | $7357719.00   | 0.27%             | 2032-01-23      | Fixed         | 14.57%                | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                         | PRPM 2024-6 A1                                         | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2195800 | PA      | $2197412.74   | 0.08%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2025-1 LTD                                                | BMIR 2025-1 M2                                         | CUSIP: 07876NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $915952.50    | 0.03%             | 2035-10-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO IV DAC                                                  | NGCE 4A DR                                             | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-O            | CORP              | IE        |   8790000 | PA      | $9994904.06   | 0.37%             | 2038-07-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2022-3 LTD                                                  | OAKCL 2022-3A A1R                                      | CUSIP: 67401RAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8004831.20   | 0.30%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 M1                                      | CUSIP: 173106AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398942 | PA      | $330217.06    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 A2                                      | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232164 | PA      | $173180.02    | 0.01%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA3                                 | STACR 2022-HQA3 M1B                                    | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-O            | USGSE             | US        |   8000000 | PA      | $8225313.60   | 0.31%             | 2042-08-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-9                                         | AOMT 2025-9 A1                                         | CUSIP: 03466VAA0<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-O            | CORP              | US        |   5170509 | PA      | $5162714.50   | 0.19%             | 2070-08-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL                                 | MTN 2022-LPFL A                                        | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7245468.75   | 0.27%             | 2039-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XXIII Ltd.                                                | BATLN 2022-23A A1R                                     | CUSIP: 07135LAL0<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5504883.45   | 0.20%             | 2037-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT                         | WFCM 2021-FCMT E                                       | CUSIP: 95003EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000057.40   | 0.04%             | 2031-05-15      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                         | TSQ 2018-20TS G                                        | CUSIP: 90137LAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $172000.00    | 0.01%             | 2035-05-17      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM6                               | BRAVO 2025-NQM6 A1                                     | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-O            | CORP              | US        |  15806906 | PA      | $15826843.16  | 0.59%             | 2065-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-3                                         | AOMT 2025-3 A1                                         | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-O            | CORP              | US        |   8032582 | PA      | $8047658.64   | 0.30%             | 2070-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                     | AFRMT 2025-2A D                                        | CUSIP: 00833BAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5709866.13   | 0.21%             | 2033-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2021-3 LTD                                           | ROCKT 2021-3A BR                                       | CUSIP: 77341NAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5325000 | PA      | $5327935.14   | 0.20%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ares Commercial Mortgage Trust 2026-GCP                                 | ARES1 2026-AZURE E                                     | CUSIP: 03990QAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4999997.50   | 0.19%             | 2038-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| UK Logistics 2024-1 Designated Activity Co.                             | UKLOG 2024-1A B                                        | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-O            | CORP              | IE        |   1128300 | PA      | $1506131.99   | 0.06%             | 2034-05-17      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe Clo 6 Designated Activity Company              | ANCHE 6A BRR                                           | CUSIP: 000000000<br>LEI: 635400ZNDJ8ARDAHOM33 | Long             | ABS-O            | CORP              | IE        |  14750000 | PA      | $16945142.81  | 0.63%             | 2038-10-22      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO IX Designated Activity Company                              | TIKEH 9A CR                                            | CUSIP: 000000000<br>LEI: 635400WF4D7I3IFMCZ19 | Long             | ABS-O            | CORP              | IE        |   4000000 | PA      | $4616936.49   | 0.17%             | 2037-01-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GS MTG BACKED 2024-HE1                                                  | GSMBS 2024-HE1 A1                                      | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3393812 | PA      | $3399460.47   | 0.13%             | 2054-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                  | NYC 2025-3BP E                                         | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10026620.00  | 0.37%             | 2042-02-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 2025-151                                | DURST 2025-151 C                                       | CUSIP: 266895AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2745000 | PA      | $2764068.42   | 0.10%             | 2042-08-12      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2025-RTL1                                                  | LHOME 2025-RTL1 A1                                     | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-O            | CORP              | US        |   7400000 | PA      | $7424770.76   | 0.28%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM11 TRUST                                                    | OBX 2025-NQM11 M1                                      | CUSIP: 67449BAD5<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5009894.50   | 0.19%             | 2065-05-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 AIOS                                     | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18497592 | PA      | $123406.69    | 0.00%             | 2070-02-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-LBA6                                                      | BX 2022-LBA6 E                                         | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5246718.75   | 0.19%             | 2039-01-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Wcore Commercial Mortgage Trust 2024-Core                               | WCORE 2024-CORE C                                      | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4001250.00   | 0.15%             | 2041-11-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-Sprl Mortgage Trust                                   | HY 2025-SPRL E                                         | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1085215.83   | 0.04%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 A1                                       | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12048719 | PA      | $12087041.48  | 0.45%             | 2070-02-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                    | ROCC 2024-CNTR C                                       | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5945000 | PA      | $6126098.37   | 0.23%             | 2041-11-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| GENESIS SLS FIN MSTR TR 2019-A                                          | GSFMT 2024-B B                                         | CUSIP: 37186XAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5667000 | PA      | $5699004.95   | 0.21%             | 2032-12-20      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                             | MFF 2025-1A D                                          | CUSIP: 588926AP0<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   6600000 | PA      | $6597305.22   | 0.24%             | 2039-01-20      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Sunrun Bacchus Issuer 2025-1 LLC                                        | SUNRN 2025-1A A1                                       | CUSIP: 86771PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6412773 | PA      | $6429868.40   | 0.24%             | 2060-04-30      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                 | NYC 2025-300P D                                        | CUSIP: 67121TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $796462.16    | 0.03%             | 2042-07-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Crosthwaite Park CLO dac                                                | CRWPK 1A A2AR                                          | CUSIP: 000000000<br>LEI: 54930071G03PWEE1JC86 | Long             | ABS-O            | CORP              | IE        |   1500000 | PA      | $1724992.22   | 0.06%             | 2034-03-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| GALLATIN CLO XI 2024-1 LTD                                              | GALL 2024-1A B                                         | CUSIP: 36362HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $5007117.00   | 0.19%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Contego Clo V Designated Activity Company                               | CONTE 5A B1R                                           | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-O            | CORP              | IE        |   2250000 | PA      | $2582730.15   | 0.10%             | 2037-10-15      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                          | BBCMS 2018-CHRS C                                      | CUSIP: 05491VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $936262.30    | 0.03%             | 2038-08-06      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 TRUST                                                    | OBX 2024-NQM12 M1                                      | CUSIP: 67448PAD5<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3990185.60   | 0.15%             | 2064-07-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 23 LTD                                                | KLLM 2025-23A A                                        | CUSIP: 48936AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12493732.50  | 0.46%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Grosvenor Place CLO 2025-3 Designated Activity Co.                      | GROSV 2025-3A B                                        | CUSIP: 000000000<br>LEI: 635400EREZCEXMLLMF26 | Long             | ABS-O            | CORP              | IE        |  10000000 | PA      | $11500953.70  | 0.43%             | 2039-08-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Venture Xix Clo Limited                                                 | VENTR 2014-19A ARR                                     | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    435963 | PA      | $436220.43    | 0.02%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM2                               | BRAVO 2025-NQM2 A1                                     | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-O            | CORP              | US        |   3135522 | PA      | $3152129.29   | 0.12%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                                           | PPM CLO 4 Ltd                                          | CUSIP: 69356ABC5<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |   8800000 | PA      | $8737530.56   | 0.32%             | 2038-03-18      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                  | BSTN 2025-1C A                                         | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8135842.40   | 0.30%             | 2044-06-17      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Armada Euro Clo VII Designated Activity Co.                             | ARMDA 7A B                                             | CUSIP: 000000000<br>LEI: 254900X3N0A6IK91HI28 | Long             | ABS-O            | CORP              | IE        |   5000000 | PA      | $5766371.52   | 0.21%             | 2039-04-15      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| GS MTG-BCD SECS TR 2024-HE2                                             | GSMBS 2024-HE2 A1                                      | CUSIP: 36271AAA1<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-O            | CORP              | US        |   3707099 | PA      | $3708408.10   | 0.14%             | 2055-01-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 B1                                      | CUSIP: 173106AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179547 | PA      | $139384.65    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-VIS1                                      | JPMMT 2026-VIS1 A3                                     | CUSIP: 46660PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2482473 | PA      | $2461717.84   | 0.09%             | 2066-06-01      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST 2025-DC                                 | WHARF 2025-DC E                                        | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6004549.20   | 0.22%             | 2040-07-17      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust Commercial Mortgage Pass Through Certificates 2021-Ova | SLG 2021-OVA E                                         | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3433689.60   | 0.13%             | 2041-07-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                         | BANK5 2024-5YR8 XD                                     | CUSIP: 065923AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13643000 | PA      | $1056412.96   | 0.04%             | 2057-08-17      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK                                                     | CLOUDHQ VA B1 QUICK                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1189601 | PA      | $1189601.34   | 0.04%             | 2030-01-29      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust 2025 CES3                                     | TPMT 2025-CES3 A2                                      | CUSIP: 891949AB5<br>LEI: 254900XDQGDYHMUKZJ77 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4012227.20   | 0.15%             | 2065-08-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe Clo 8 Designated Activity Co.                  | ANCHE 8A B1R                                           | CUSIP: 000000000<br>LEI: 635400VEGED5ZD9DOU65 | Long             | ABS-O            | CORP              | IE        |   5000000 | PA      | $5765720.78   | 0.21%             | 2038-10-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR15                                                        | BANK5 2025-5YR15 XD                                    | CUSIP: 065924BE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16932000 | PA      | $1599383.17   | 0.06%             | 2058-07-17      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES4                                           | RCKT 2024-CES4 A1A                                     | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2070482 | PA      | $2084692.92   | 0.08%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                 | OMFIT 2023-2A D                                        | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2578284.25   | 0.10%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| COLT 2025-5 MORTGAGE LOAN TRUST                                         | COLT 2025-5 M1                                         | CUSIP: 19689AAD7<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2110378.20   | 0.08%             | 2070-05-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-HE3                                     | JPMMT 2023-HE3 M1                                      | CUSIP: 465985AB5<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |    581031 | PA      | $583132.40    | 0.02%             | 2054-05-20      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 M2                                      | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123808 | PA      | $85281.23     | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                     | AFRMT 2025-1A E                                        | CUSIP: 00833BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6039759.00   | 0.22%             | 2033-02-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                     | MNET 2025-2A C                                         | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7612202.25   | 0.28%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-12 LTD                                               | AWPT 2021-12A D1AR                                     | CUSIP: 28623MBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501038.30   | 0.06%             | 2037-04-20      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA6                                 | STACR 2020-DNA6 B1                                     | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-O            | USGSE             | US        |    750000 | PA      | $794571.15    | 0.03%             | 2050-12-27      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2017-1 DAC                                             | CGMSE 2017-1A A2AR                                     | CUSIP: 000000000<br>LEI: 635400PVBNAP8EJWQD44 | Long             | ABS-O            | CORP              | IE        |   5125000 | PA      | $5904783.60   | 0.22%             | 2034-07-15      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                               | BRAVO 2026-NQM1 A1                                     | CUSIP: 10570CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8763363 | PA      | $8697773.43   | 0.32%             | 2065-12-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO IX Ltd.                                               | MVW 2015-9A A2R                                        | CUSIP: 62432BAQ6<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    520890 | PA      | $521878.46    | 0.02%             | 2031-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                      | GBP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-577094.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance Designated Activity Company        | LMLOG 1A D                                             | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-O            | CORP              | IE        |     97061 | PA      | $111862.66    | 0.00%             | 2033-08-17      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 B3                                      | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74293 | PA      | $37111.92     | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLOLTD 2021-3                                                | WINDR 2021-3A BR                                       | CUSIP: 97316DAQ9<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |  10350000 | PA      | $10347897.92  | 0.38%             | 2038-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-VAMF                                                      | BX 2022-VAMF E                                         | CUSIP: 05609TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3272409 | PA      | $3267831.09   | 0.12%             | 2039-01-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2023-1 LLC                                        | XCAP 2023-1A D                                         | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $514071.35    | 0.02%             | 2030-12-16      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2019-OC11 E                                         | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9700000 | PA      | $8964466.46   | 0.33%             | 2041-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| St. Paul's CLO XI Designated Activity Company                           | SPAUL 11A C2R                                          | CUSIP: 000000000<br>LEI: 549300JLC0F0KOP66P28 | Long             | ABS-O            | CORP              | IE        |    750000 | PA      | $822479.02    | 0.03%             | 2032-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 B2                                      | CUSIP: 173106AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64822 | PA      | $51898.03     | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2023-3 Ltd / CQS US CLO 2023-3 LLC                           | CQS 2023-3A B                                          | CUSIP: 223929AE0<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   2400000 | PA      | $2390734.80   | 0.09%             | 2037-01-26      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| HERITAGE PWR LLC                                                        | HERITAGE PWR LLC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $5781.38      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                      | BX 2025-ROIC E                                         | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7027313 | PA      | $7000960.32   | 0.26%             | 2030-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BARROW HANLEY CLO III LTD                                               | BARHN 2024-3A D                                        | CUSIP: 06875VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1248036.25   | 0.05%             | 2037-04-20      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IV Designated Activity Company                         | INVSC 4A B1                                            | CUSIP: 000000000<br>LEI: 549300LLUOZ9GWTWJV80 | Long             | ABS-O            | CORP              | IE        |   2000000 | PA      | $2301052.08   | 0.09%             | 2033-04-15      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                | MSRM 2025-NQM8 A1                                      | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6567347 | PA      | $6553724.37   | 0.24%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $63388.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38                                                         | BANK 2021-BN38 A1                                      | CUSIP: 06540EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146006 | PA      | $144465.37    | 0.01%             | 2064-12-17      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                   | ODART 2022-1A D                                        | CUSIP: 68269DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1102711.83   | 0.04%             | 2030-12-16      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM3 TRUST                                                   | HOMES 2026-NQM2 A1                                     | CUSIP: 43761GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3299986.47   | 0.12%             | 2071-01-26      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MORTGAGE TRUST                                           | BBCMS 2016-ETC C                                       | CUSIP: 05491LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97672.38     | 0.00%             | 2036-08-14      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-ACES1                                     | JPMMT 2026-ACES1 M1                                    | CUSIP: 46664MBR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4950212.50   | 0.18%             | 2065-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 MORTGAGE TRUST                                             | BMO 2024-5C5 XD                                        | CUSIP: 05593RAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18900000 | PA      | $1312474.59   | 0.05%             | 2057-02-15      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Carysfort Park Clo Designated Activity Company                          | CARPK 2021-1A A2                                       | CUSIP: 000000000<br>LEI: 254900X3LEXBMRCA3Y50 | Long             | ABS-O            | CORP              | IE        |   2000000 | PA      | $2288135.22   | 0.08%             | 2034-07-28      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 X                                       | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5687143 | PA      | $568.71       | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO XIV Designated Activity Co.                          | HAYEM 14A B                                            | CUSIP: 000000000<br>LEI: 635400DTCNEUJDSEHR95 | Long             | ABS-O            | CORP              | IE        |  11000000 | PA      | $12714489.86  | 0.47%             | 2039-01-22      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-DSC1                           | GSMBS 2026-DSC1 A1                                     | CUSIP: 36276BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3952623 | PA      | $3902804.25   | 0.14%             | 2066-05-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                            | CAS 2021-R01 1B2                                       | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   4000000 | PA      | $4081820.40   | 0.15%             | 2041-10-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Aurium Clo VIII Designated Activity Company                             | ACLO 8A CR                                             | CUSIP: 000000000<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-O            | CORP              | IE        |   4830000 | PA      | $5494492.14   | 0.20%             | 2038-10-16      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                              | DIAMOND SPORTS GRP LLC- CS                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3163 | NS      | $594.64       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BBCMS 2016-ETC MORTGAGE TRUST                                           | BBCMS 2016-ETC E                                       | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $240979.08    | 0.01%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                         | BANK5 2023-5YR4 XD                                     | CUSIP: 06211FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $346617.90    | 0.01%             | 2056-12-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe Clo 2021-1 Designated Activity Company            | RFTE 2021-1A B1                                        | CUSIP: 000000000<br>LEI: 635400LBXBN24UFB2Z59 | Long             | ABS-O            | CORP              | IE        |   2000000 | PA      | $2310751.97   | 0.09%             | 2034-04-20      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                | MSRM 2026-NQM1 A2                                      | CUSIP: 61780XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265271 | PA      | $1253784.88   | 0.05%             | 2070-12-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ANCHOR MORTGAGE TRUST 2025-RTL1                                         | ANCHR 2025-RTL1 A1                                     | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3296154.84   | 0.12%             | 2040-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Tikehau Clo XI DAC                                                      | TIKEH 11A BR                                           | CUSIP: 000000000<br>LEI: 635400Y4WR1VBVIMMD77 | Long             | ABS-O            | CORP              | IE        |  15000000 | PA      | $17231360.36  | 0.64%             | 2038-01-15      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                        | Bayview Opportunity Master Fund VII Trust 2024-CAR1F   | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272553 | PA      | $273090.33    | 0.01%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | USD/CAD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22044.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT                         | WFCM 2021-FCMT D                                       | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $689399.63    | 0.03%             | 2031-05-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | EUR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-903466.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO LTD 2024-6                                               | TKO 2024-1A B                                          | CUSIP: 88676PAE2<br>LEI: 254900G2SWUGII8WH893 | Long             | ABS-CBDO         | CORP              | BM        |   4100000 | PA      | $4102217.28   | 0.15%             | 2037-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2025-INV2                                               | NYMT 2025-INV2 A1                                      | CUSIP: 62957JAC5<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-O            | CORP              | US        |   7358300 | PA      | $7320115.09   | 0.27%             | 2060-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-CES2                               | BRAVO 2025-CES2 A1                                     | CUSIP: 10568RAA1<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-O            | CORP              | US        |   4397349 | PA      | $4369939.49   | 0.16%             | 2055-07-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Ln Trust 2019-A                               | LRK 2019-A R                                           | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    678650 | PA      | $325771.12    | 0.01%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Salus (European Loan Conduit No.33) DAC                                 | EURO 33A A                                             | CUSIP: 000000000<br>LEI: 635400BIYQM1LPPW1N05 | Long             | ABS-O            | CORP              | IE        |   1961437 | PA      | $2610394.86   | 0.10%             | 2032-01-23      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                         | PRPM 2025-2 A1                                         | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500336 | PA      | $4489713.88   | 0.17%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2019-4 LTD                                                  | OAKCL 2019-4A BRR                                      | CUSIP: 67402CBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3755625.75   | 0.14%             | 2037-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 XS                                       | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18497592 | PA      | $288562.44    | 0.01%             | 2070-02-25      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-GRP                          | WFCM 2024-GRP C                                        | CUSIP: 95003YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $4615131.98   | 0.17%             | 2041-10-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO XI-C LTD /LLC                                                | CARVL 2024-3A A1                                       | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8255661.15   | 0.31%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 - UNFUNDED                                                | CLOUDHQ VA B1 - UNFUNDED                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390292 | PA      | $390292.00    | 0.01%             | 2030-01-29      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1                          | WFCM 2024-5C1 XD                                       | CUSIP: 95003VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13169000 | PA      | $990166.57    | 0.04%             | 2057-07-17      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                      | BX 2019-OC11 D                                         | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5936000 | PA      | $5611534.68   | 0.21%             | 2041-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Invesco Euro Clo XVI Designated Activity Co.                            | INVSC 16A B                                            | CUSIP: 000000000<br>LEI: 635400ZPCVNRJJQNCK35 | Long             | ABS-O            | CORP              | IE        |   8000000 | PA      | $9216416.86   | 0.34%             | 2038-10-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                             | 5-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1140 | NC      | $927987.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2026-HE1                            | GSMBS 2026-HE1 M1                                      | CUSIP: 362975AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2999999.70   | 0.11%             | 2066-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2022-1 LTD.                                               | CAVU 2022-1A BR                                        | CUSIP: 89623VAN1<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004570.80   | 0.07%             | 2037-10-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM2 TRUST                                                     | OBX 2025-NQM2 A1                                       | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-O            | CORP              | US        |   2823093 | PA      | $2836212.47   | 0.11%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| UK Logistics 2025-2 DAC                                                 | UKLOG 2025-2A D                                        | CUSIP: 000000000<br>LEI: 635400CRV6HKMHJF8S64 | Long             | ABS-O            | CORP              | IE        |   4965585 | PA      | $6566480.75   | 0.24%             | 2035-08-17      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                      | VCAT 2025-NPL3 A1                                      | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3660855 | PA      | $3665395.29   | 0.14%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO II DAC                                               | HAYEM 2A B1R                                           | CUSIP: 000000000<br>LEI: 549300E8ZEPKJLF1M088 | Long             | ABS-O            | CORP              | IE        |    750000 | PA      | $866700.08    | 0.03%             | 2034-05-27      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26, Ltd.                             | NEUB 2017-26A BR2                                      | CUSIP: 64131QAQ3<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5008165.00   | 0.19%             | 2038-10-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Comm 2004-Lnb3 Commercial Mortgage Pass-Through Certificates            | ILPT 2025-LPF2 B                                       | CUSIP: 451955AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3264482.98   | 0.12%             | 2042-07-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FHMS K058 X1                                           | CUSIP: 3137BSP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3270620 | PA      | $3608.80      | 0.00%             | 2026-08-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-54679.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | CAS 2022-R06 1B2                                       | CUSIP: 20754NAR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  12300000 | PA      | $13421051.52  | 0.50%             | 2042-05-27      | Floating      | 14.26%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | USD/CAD FORWARD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $48634.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVIII LTD                                                 | JTWN 2022-18A DR                                       | CUSIP: 47047RAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2949309.30   | 0.11%             | 2035-07-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| NLT 2025-CES1 TRUST                                                     | NLT 2025-CES1 A1                                       | CUSIP: 629162AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2058962 | PA      | $2050165.08   | 0.08%             | 2060-08-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 MORTGAGE TRUST                                             | BMO 2024-5C3 XD                                        | CUSIP: 09660QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12604000 | PA      | $894476.89    | 0.03%             | 2057-02-16      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Goodleap Home Improvement Solutions Trust 2025-2                        | GDLP 2025-2A A                                         | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5036195 | PA      | $5064231.21   | 0.19%             | 2049-06-21      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Unavailable                                                             | DOMAIN GREENBOUGH PARTNER 2 - UNFUNDED                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5642281 | PA      | $5642281.00   | 0.21%             | 2032-01-24      | Fixed         | 14.57%                | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 A2                                       | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350718 | PA      | $1353954.83   | 0.05%             | 2070-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES1 Trust                                                    | EFMT 2025-CES1 A1A                                     | CUSIP: 26846VAA2<br>LEI: 254900CMJGXNT3R7H775 | Long             | ABS-O            | CORP              | US        |   5154580 | PA      | $5180217.24   | 0.19%             | 2060-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| OFSI BSL XII CLO LTD                                                    | OFSBS 2023-12A BR                                      | CUSIP: 67629HAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12950000 | PA      | $12975034.94  | 0.48%             | 2035-01-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-CES3                               | BRAVO 2025-CES3 A2                                     | CUSIP: 10570AAD8<br>LEI: 254900E8SFNM64X0JQ70 | Long             | ABS-O            | CORP              | US        |   3828000 | PA      | $3803676.51   | 0.14%             | 2055-12-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRUST                                        | IHSFR 2024-SFR1 B                                      | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1736946.90   | 0.06%             | 2041-09-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST III LLC                               | ONDK 2023-1A B                                         | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6214078.96   | 0.23%             | 2030-08-19      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7                | MSRM 2025-NQM7 A1                                      | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11238945 | PA      | $11175495.55  | 0.41%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Monument CLO 3 Designated Activity Co.                                  | MNMNT 3A B                                             | CUSIP: 000000000<br>LEI: 254900274MJH69SRXW98 | Long             | ABS-O            | CORP              | IE        |  15000000 | PA      | $17258773.08  | 0.64%             | 2038-04-15      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| LINCT 2024-1 A1X                                                        | LINCT 2024-1 A1X                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.74%             | 2027-06-27      | Floating      | 2.75%                 | No            |                  3 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R                                  | PMTCR 2024-2R A                                        | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5209911 | PA      | $5233931.55   | 0.19%             | 2027-03-29      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| NRTH 2024-PARK MORTGAGE TRUST                                           | NRTH 2025-PARK B                                       | CUSIP: 669985AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6487812.50   | 0.24%             | 2040-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd / Valley Stream Park CLO LLC                 | VYSPK 2022-1A DRR                                      | CUSIP: 92013AAZ2<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |   3275000 | PA      | $3110229.51   | 0.12%             | 2037-01-21      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| PURE INDUSTRIAL ISSUER TRUST CANADA                                     | BX 2024-PURE B                                         | CUSIP: 74625PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1918484 | PA      | $1381948.54   | 0.05%             | 2041-11-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2019-1 LTD                                                   | CANYC 2019-1A BRR                                      | CUSIP: 13887TAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001082.20   | 0.07%             | 2037-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NGC 2024-I LTD                                                          | NGC 2024-1A B                                          | CUSIP: 652927AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3507013.30   | 0.13%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI                         | WFCM 2024-1CHI E                                       | CUSIP: 95003PAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3526160.40   | 0.13%             | 2035-07-17      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| BLP TRUST 2025-IND2                                                     | BLP 2025-IND2 D                                        | CUSIP: 05556WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9935000 | PA      | $9950523.44   | 0.37%             | 2042-12-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST                                          | CROSS 2026-NQM1 A3                                     | CUSIP: 22758EAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2066639 | PA      | $2046418.47   | 0.08%             | 2061-02-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Clo 2022-2 Designated Activity Co.               | PLMER 2022-2A BRR                                      | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-O            | CORP              | IE        |   8000000 | PA      | $9235668.70   | 0.34%             | 2038-01-15      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Prpm 2025-RPL1 LLC                                                      | PRPM 2025-RPL1 A1                                      | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9621688 | PA      | $9408096.80   | 0.35%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN VESTA ISSR 2024-3 LTD                                            | SUNRN 2024-3A A1                                       | CUSIP: 86773AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535456 | PA      | $524762.18    | 0.02%             | 2059-10-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ICG Euro Clo 2023-1 DAC                                                 | ICGE 2023-1A BR                                        | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-O            | CORP              | IE        |  10000000 | PA      | $11405834.18  | 0.42%             | 2038-10-19      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2025-RTL3                                          | LHOME 2025-RTL3 M1                                     | CUSIP: 50205YAC7<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505055.60   | 0.06%             | 2040-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| GCAT 2026-NQM1 TRUST                                                    | GCAT 2026-NQM1 A3                                      | CUSIP: 36274BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4936913 | PA      | $4885317.11   | 0.18%             | 2070-12-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** Prudential Investment Portfolios 8

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer