# EDGAR Filing Document

**Accession Number:** 0000885709
**File Stem:** 0000940400-26-025006
**Filing Date:** 2026-6
**Character Count:** 174260
**Document Hash:** 060d7efc058fe2e14c4a9d9c054f466d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025006.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0000940400-26-025006

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **CENTRAL INDEX KEY:** 0000885709

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06625
- **FILM NUMBER:** 261107503

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 2136251900

**MAIL ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDENFUNDS
- **DATE OF NAME CHANGE:** 20010423

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **DATE OF NAME CHANGE:** 19940104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** P&R INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### Payden Absolute Return Bond Fund (Series ID: S000047032)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000146994 | Payden Absolute Return Bond Fund (Investor Class) | PYARX           |
| C000146996 | Payden Absolute Return Bond Fund (SI Class)       | PYAIX           |
| C000248247 | Payden Absolute Return Bond Fund (Adviser Class)  | PYABX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PAYDEN & RYGEL INVESTMENT GROUP

- **b. Investment Company Act file number:** 811-06625

- **c. CIK number of Registrant:** 0000885709

- **d. LEI of Registrant:** 549300QJNYRKYZS3P282

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

  - **Street Address 1:** 333 South Grand Avenue

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-625-1900

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

- **a. Name of Series:** Payden Absolute Return Bond Fund

- **b. EDGAR series identifier (if any):** S000047032

- **c. LEI of Series:** 549300Y00UG1BOK6J419

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $636062680.96

**Total Liabilities:** $22499668.15

**Net Assets:** $613563012.81

**Delayed Delivery Securities:** $4973884.05

**Cash Not Reported:** $11154494.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 255.00000000 | **5-Year:** 5711.00000000 | **10-Year:** 16805.00000000 | **30-Year:** 62730.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 97.00000000 | **5-Year:** 30423.00000000 | **10-Year:** 62254.00000000 | **30-Year:** 29231.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146994 | 0.27%                | -1.46%               | 1.08%                |
| Class ID C000146996 | 0.18%                | -1.44%               | 1.10%                |
| Class ID C000248247 | 0.25%                | -1.48%               | 1.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $568450.43               | $1850566.05                                |
| Month 2  | $992310.62               | $-15049558.79                              |
| Month 3  | $1460317.21              | $4667879.82                                |

**Designated Index Information**

- **Index Name:** N/A

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS SECURITIES CORP.                                            | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $86376.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                            | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-225608.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2021-1                   | SBCLN 2022-C G                                                                   | CUSIP: 80290CBL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2408876.48   | 0.39%             | 2032-12-15      | Fixed         | 18.06%                | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                         | DOMREP 5.875 10/28/35 REGS                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1650000 | PA      | $1616917.50   | 0.26%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM8 TRUST                                                     | OBX 2024-NQM8 A1                                                                 | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-O            | CORP              | US        |    1062334 | PA      | $1072671.75   | 0.17%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| COLOGIX CANADIAN ISSUER LP                                              | CLGIX 2022-1CAN B                                                                | CUSIP: 19521DAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3200000 | PA      | $2333749.03   | 0.38%             | 2052-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R07                            | CAS 2022-R07 1B2                                                                 | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1700000 | PA      | $1896848.95   | 0.31%             | 2042-06-25      | Floating      | 15.65%                | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                       | CLH 5.75 10/15/33 144A                                                           | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1171721.80   | 0.19%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO IRREVOCABLE 1721 BANCO ACTINVER SA                          | FIBRAP 5.625 01/14/38 144A                                                       | CUSIP: 31575KAB1<br>LEI: 549300JMTSVQ6LKX5222 | Long             | DBT              | CORP              | MX        |    1700000 | PA      | $1678750.00   | 0.27%             | 2038-01-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                       | Venture Global Calcasieu Pass Term Loan B 325 2033-03-28                         | CUSIP: 12867PAB7<br>LEI: 549300GKHS6RS20NLH85 | Long             | LON              | CORP              | US        |    1900000 | PA      | $1908312.50   | 0.31%             | 2033-04-11      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ALBANIA, REPUBLIC OF - MINISTRY OF FINANCE (MINISTRIA E FINANCAVE)      | ALBANI 4.75 02/14/35 REGS                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    1700000 | PA      | $1984472.47   | 0.32%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2021-1 LLC            | OAKIG 2021-1A A3                                                                 | CUSIP: 67190AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     693875 | PA      | $433671.87    | 0.07%             | 2051-01-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-955102.06   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FORT CRE 2022-FL3 ISSUER LLC                                            | FORT 2022-FL3 AS                                                                 | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2067126 | PA      | $2070146.11   | 0.34%             | 2039-02-24      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM14 TRUST                                                    | OBX 2024-NQM14 A1                                                                | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-O            | CORP              | US        |     975954 | PA      | $976030.56    | 0.16%             | 2064-09-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                           | CWENA 5.75 01/15/34 144A                                                         | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3127225.00   | 0.51%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                           | SOAF 6.125 12/11/37 144A                                                         | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2000000 | PA      | $1908102.00   | 0.31%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2026-CSMO D                                                                   | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1308802.30   | 0.21%             | 2031-02-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2025-VLT7 D                                                                   | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2550000 | PA      | $2554137.63   | 0.42%             | 2044-07-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                 | STACR 2022-DNA1 B2                                                               | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |     875000 | PA      | $909334.74    | 0.15%             | 2042-01-27      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| Grifols International Services Designated Activity Company              | GRIFOLS INTERNATIONAL SERVICES DAC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    2550000 | PA      | $3012440.32   | 0.49%             | 2033-04-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                  | BX 2026-ALOHA D                                                                  | CUSIP: 12434HAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2005786.80   | 0.33%             | 2043-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL         | BRAZIL 5.5 04/23/36                                                              | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1750000 | PA      | $2054072.35   | 0.33%             | 2036-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | USD/RON FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16836.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                              | ROMANI 6 09/24/44 144A                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      95000 | PA      | $103949.65    | 0.02%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                          | FSRIA 2026-FL11 C                                                                | CUSIP: 30343TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1525000 | PA      | $1523867.69   | 0.25%             | 2044-01-19      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | ES V6.1 08/15/56 A                                                               | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     775000 | PA      | $772152.88    | 0.13%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                 | SAZKAG 4.625 08/15/31 144A                                                       | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $2204113.13   | 0.36%             | 2031-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TORY COMMERCIAL MORTGAGE TRUST 2026-HGTS                                | TORY 2026-HGTS C                                                                 | CUSIP: 89148WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2356081.44   | 0.38%             | 2046-01-16      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                               | BRAVO 2026-NQM2 A3                                                               | CUSIP: 105934AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1952106 | PA      | $1930672.57   | 0.31%             | 2065-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 4.875 01/30/32 REGS                                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1350000 | PA      | $1524129.99   | 0.25%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                                  | CWCFIN 9 01/15/33 144A                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    1425000 | PA      | $1461602.08   | 0.24%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                            | YPANBR 8.947 07/31/42 REGS                                                       | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    1092890 | PA      | $1210747.70   | 0.20%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                        | TURKEY 6.875 01/14/38                                                            | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1075000 | PA      | $1030621.62   | 0.17%             | 2038-01-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                             | E-mini S&P 500 EOM Options                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        -63 | NC      | $-140962.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC                                                 | Talen Energy Supply Term Loan B (Incremental) 200 2032-10-04                     | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    1072312 | PA      | $1075245.27   | 0.18%             | 2032-11-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                          | OPALBD 5.5 03/31/32 REGS                                                         | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     375000 | PA      | $446628.96    | 0.07%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clean Energy Future- Trumbull, LLC                                      | CLEAN ENERGY FUTURE-TRUMBULL LLC                                                 | CUSIP: 000000000<br>LEI: 549300LWTKDEVJBZOA84 | Long             | LON              | CORP              | US        |    1100000 | PA      | $1104125.00   | 0.18%             | 2033-04-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                           | STACR 2026-DNA2 M2                                                               | CUSIP: 35564UDR5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2275000 | PA      | $2286042.85   | 0.37%             | 2046-03-26      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                            | CROSS 2025-H1 A1                                                                 | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1739808 | PA      | $1753144.35   | 0.29%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PAYDEN & RYGEL INVESTMENT GROUP (THE)                                   | Payden Emerging Markets Local Bond Fund                                          | CUSIP: 70432T867<br>LEI: 549300QJNYRKYZS3P282 | Long             | EC               | RF                | US        |    3044266 | NS      | $29346728.86  | 4.78%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | ES V6.35 08/15/56 B                                                              | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2100120.12   | 0.34%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                   | ACM 6 08/01/33 144A                                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1715169.10   | 0.28%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LTD                                             | JNPPK 2023-1A ARR                                                                | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |    2275000 | PA      | $2272638.55   | 0.37%             | 2036-07-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| MIC Glen LLC                                                            | MIC GLEN LLC                                                                     | CUSIP: 55304PAH4<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |    1440793 | PA      | $1451403.96   | 0.24%             | 2028-07-21      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | SEK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-44087.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUISITION CORP                                     | RISBAK 8.625 11/01/31 144A                                                       | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1612037.53   | 0.26%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| KKR CLO 25 LTD                                                          | KKR 25 AR2                                                                       | CUSIP: 48252UAU1<br>LEI: 549300MJB0YZ0QTQNZ45 | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $3092457.70   | 0.50%             | 2034-07-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUST                                         | TOWN 2025-STAY D                                                                 | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1500813.30   | 0.24%             | 2042-03-17      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-R1                                      | VERUS 2024-R1 A1                                                                 | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-O            | CORP              | US        |    2864441 | PA      | $2868531.72   | 0.47%             | 2069-09-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PENTA CLO 11 DAC                                                        | PENTA 2022-11A DRR                                                               | CUSIP: 000000000<br>LEI: 5493006SWLDNT2XZHH97 | Long             | ABS-O            | CORP              | IE        |    2800000 | PA      | $3252424.51   | 0.53%             | 2039-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | THC 5.5 11/15/32 144A                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1621684.19   | 0.26%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO 39 LTD                                                          | AGL 2025-39A D1                                                                  | CUSIP: 00121XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2277945.30   | 0.37%             | 2038-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                     | GUATEM 6.25 08/15/36 144A                                                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2150000 | PA      | $2261800.00   | 0.37%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                     | HWIRE 2021-1 B                                                                   | CUSIP: 44148JAB5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    1775000 | PA      | $1753362.04   | 0.29%             | 2051-11-20      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                        | TURKEY 6.375 05/22/31                                                            | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1125000 | PA      | $1117871.09   | 0.18%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | RON/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $172178.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                | United Natural Foods Term Loan B 475 2031-04-15                                  | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    1025674 | PA      | $1033109.76   | 0.17%             | 2031-04-25      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO XII DAC                                                      | HNLY 12X D                                                                       | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-O            | CORP              | IE        |     500000 | PA      | $586807.98    | 0.10%             | 2038-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                              | ROMANI 5.875 07/11/32 144A                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1050000 | PA      | $1264802.38   | 0.21%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                | BFLD 2025-660F A                                                                 | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2050000 | PA      | $2054339.24   | 0.33%             | 2042-11-17      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 Ltd. / AREIT 2025-CRE10 LLC                            | AREIT 2025-CRE11 AS                                                              | CUSIP: 04002DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1775000 | PA      | $1771593.24   | 0.29%             | 2043-07-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                  | BX 2026-RISE D                                                                   | CUSIP: 05595AAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1855652.86   | 0.30%             | 2041-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                      | BX 2024-VLT4 B                                                                   | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1559188 | PA      | $1555614.93   | 0.25%             | 2041-06-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-6                                       | VERUS 2025-6 A1                                                                  | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-O            | CORP              | US        |    1309611 | PA      | $1318574.54   | 0.21%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Dbc 2025-DBC Mortgage Trust                                             | DBC 2025-DBC B                                                                   | CUSIP: 23306HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1925000 | PA      | $1928086.55   | 0.31%             | 2042-11-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                          | CVI 7.875 02/15/34 144A                                                          | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     800000 | PA      | $802932.80    | 0.13%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4693.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                       | EMRLD BORROWER LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    4055414 | PA      | $4065653.93   | 0.66%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                      | OCPMR V6.7405 PERP 144a                                                          | CUSIP: 67091TAK1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     950000 | PA      | $946783.55    | 0.15%             | N/A             | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                               | HASI V8 06/01/56                                                                 | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1141488.75   | 0.19%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                    | AREIT 2025-CRE10 C                                                               | CUSIP: 00193DAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1288117.22   | 0.21%             | 2030-01-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                  | BX 2026-ALOHA C                                                                  | CUSIP: 12434HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1175000 | PA      | $1177875.58   | 0.19%             | 2043-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ALBANIA, REPUBLIC OF - MINISTRY OF FINANCE (MINISTRIA E FINANCAVE)      | ALBANI 4.75 02/14/35 144A                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     775000 | PA      | $904685.98    | 0.15%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL         | BNTNF 10 01/01/31 NTNF                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   44000000 | PA      | $7819110.64   | 1.27%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM LLC                                              | BKVCOR 7.5 10/15/30 144A                                                         | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1489885.15   | 0.24%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                                         | TXNM V7 07/31/56 144A                                                            | CUSIP: 69349HAJ6<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |     975000 | PA      | $972404.36    | 0.16%             | 2056-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM20 TRUST                                                    | OBX 2025-NQM20 A1                                                                | CUSIP: 67126GAC6<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-O            | CORP              | US        |    1431144 | PA      | $1430164.89   | 0.23%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                            | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $45020.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WCC 5.5 04/15/34 144A                                                            | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2299834.40   | 0.37%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO        | MEX 4.875 05/16/36                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2250000 | PA      | $2613677.73   | 0.43%             | 2036-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                         | Solstice Advanced Materials Term Loan B 175 2032-09-07                           | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    1600000 | PA      | $1613256.00   | 0.26%             | 2032-10-29      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CPTS 2019-CPT MORTGAGE TRUST                                            | CPTS 2019-CPT D                                                                  | CUSIP: 12654YAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1550000 | PA      | $1352170.87   | 0.22%             | 2039-11-16      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| LCCM 2017-LC26 MORTGAGE TRUST                                           | LCCM 2017-LC26 XA                                                                | CUSIP: 50190DAL0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    3706066 | PA      | $34590.57     | 0.01%             | 2050-07-12      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                 | STACR 2021-DNA7 B2                                                               | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-O            | USGSE             | US        |    1825000 | PA      | $1887596.04   | 0.31%             | 2041-11-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2                          | UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2                                   | CUSIP: 90944KAG0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         85 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA2                                 | STACR 2024-HQA2 A1                                                               | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-O            | USGSE             | US        |    1955000 | PA      | $1963800.60   | 0.32%             | 2044-08-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                 | Qnity Electronics Term Loan B 200 2032-08-03                                     | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    1496250 | PA      | $1504045.46   | 0.25%             | 2032-11-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                              | ROMANI 4.625 03/04/33 144A                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1050000 | PA      | $1168481.48   | 0.19%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | NOK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $180593.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fr Br Holdings, L.L.C.                                                  | FR BR Holdings (Blue Racer) Term Loan B 425 2030-09-23                           | CUSIP: 30260XAD1<br>LEI: 549300FJFG2CK1VX3Y85 | Long             | LON              | CORP              | US        |    1821231 | PA      | $1828060.60   | 0.30%             | 2030-10-09      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA1                                 | STACR 2021-HQA1 B2                                                               | CUSIP: 35564KCP2<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-O            | USGSE             | US        |    2275000 | PA      | $2673624.82   | 0.44%             | 2033-08-25      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Omnia Partners, LLC                                                     | OMNIA Partners Term Loan B 275 2030-07-01                                        | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    3332237 | PA      | $3355145.97   | 0.55%             | 2032-12-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| TESCO CORPORATE TREASURY SERVICES PLC                                   | TSCOLN 3.375 05/06/32 EMTn                                                       | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    1650000 | PA      | $1907992.97   | 0.31%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                 | EA 6.25 07/01/33 144a                                                            | CUSIP: 67124CAC7<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     400000 | PA      | $483713.08    | 0.08%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOPARAN FINANCE PLC                                                     | BOPRLN 9.375 11/07/29 REGS                                                       | CUSIP: 000000000<br>LEI: 213800GQSQIOBR3DHN70 | Long             | DBT              | CORP              | GB        |     810000 | PA      | $1165388.82   | 0.19%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                               | BRAVO 2026-NQM4 A3                                                               | CUSIP: 10570XAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2233424 | PA      | $2236067.53   | 0.36%             | 2066-03-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | BBDBCN 7 06/01/32 144A                                                           | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2270000 | PA      | $2372363.38   | 0.39%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 ISSUER LTD                                                | TRTX 2025-FL7 C                                                                  | CUSIP: 87277LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1125000 | PA      | $1127805.75   | 0.18%             | 2043-06-18      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Juniper Receivables DAC                                                 | Juniper Receivables 2021-2 DAC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |         10 | PA      | $109950.00    | 0.02%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                       | Euro(FGBM) Bobl Futures                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -216 | NC      | $404655.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings Inc                                                   | Quikrete Term Loan B-3 (Incremental) 225 2032-01-23                              | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    2600487 | PA      | $2605609.79   | 0.42%             | 2032-02-10      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3 MORTGAGE TRUST                                             | BX 2025-BIO3 A                                                                   | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3950000 | PA      | $4003830.60   | 0.65%             | 2042-02-12      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | CAS 2024-R02 1M1                                                                 | CUSIP: 20754GAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     239122 | PA      | $239159.57    | 0.04%             | 2044-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                           | STACR 2026-DNA1 M2                                                               | CUSIP: 35564UCS4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    3700000 | PA      | $3699385.80   | 0.60%             | 2046-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | WFC V6.125 PERP GG                                                               | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3036452.65   | 0.49%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | CE 7.375 02/15/34                                                                | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1597763.85   | 0.26%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                                   | GRSADO 6.5 10/31/31 144A                                                         | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |    1125000 | PA      | $1321755.83   | 0.22%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CEDR COMMERCIAL MORTGAGE TRUST 2022-SNAI                                | CEDR 2022-SNAI D                                                                 | CUSIP: 12524AAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1550000 | PA      | $1515980.29   | 0.25%             | 2039-02-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                            | AM 5.75 07/01/34 144A                                                            | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2345295.30   | 0.38%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                     | AOA 2025-1301 D                                                                  | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1155277.12   | 0.19%             | 2042-08-13      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $26388.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $127747.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL         | BRAZIL 4.875 04/23/33                                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     850000 | PA      | $988873.48    | 0.16%             | 2033-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GALAXY XXII CLO LTD                                                     | GALXY 2016-22A AR4                                                               | CUSIP: 36320TBM4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3494942.50   | 0.57%             | 2034-04-17      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                      | GHANA 5 07/03/35 REGS                                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    1600000 | PA      | $1472438.94   | 0.24%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                | SRILAN 3.6 02/15/38 REGS                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     675000 | PA      | $637373.54    | 0.10%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO II DAC                                                    | FIOS 2A DR                                                                       | CUSIP: 000000000<br>LEI: 6354005FTQMMKJDF3E19 | Long             | ABS-O            | CORP              | IE        |    2275000 | PA      | $2642416.82   | 0.43%             | 2039-02-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2026-ESH2                                   | ESA 2026-ESH2 C                                                                  | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1245870 | PA      | $1251768.64   | 0.20%             | 2043-02-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                       | Nexstar Broadcasting Term Loan B (Incremental) 275 2033-03-07                    | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1550000 | PA      | $1550852.50   | 0.25%             | 2033-03-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                       | Terex Term Loan B 175 2031-10-01                                                 | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |     925878 | PA      | $931956.82    | 0.15%             | 2031-10-08      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                               | McGraw-Hill Global Education Holdings Term Loan B 275 2031-08-01                 | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    2831798 | PA      | $2834757.41   | 0.46%             | 2031-08-06      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                | ACI 5.625 03/31/32 144A                                                          | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1480441.80   | 0.24%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                       | Euro(FGBL) Bund Futures                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -112 | NC      | $187530.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46                          | WFCM 2018-C46 XA                                                                 | CUSIP: 95001QAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4743387 | PA      | $63631.11     | 0.01%             | 2051-08-17      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | CAS 2022-R01 1B2                                                                 | CUSIP: 20754LAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     875000 | PA      | $899786.65    | 0.15%             | 2041-12-26      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                       | BDS 2025-FL15 A                                                                  | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $2601614.34   | 0.42%             | 2043-03-19      | Floating      | 5.06%                 | 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        |    1350000 | PA      | $1360829.97   | 0.22%             | 2041-04-17      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                            | CHTR 7.375 02/01/36 144A                                                         | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1987090.20   | 0.32%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| DOVALUE SPA                                                             | DOBIM 5.375 11/15/31 144A                                                        | CUSIP: 000000000<br>LEI: 8156007AF7DB5FE05555 | Long             | DBT              | CORP              | IT        |    1150000 | PA      | $1371788.00   | 0.22%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                           | JHXAU 6.125 07/31/32 144A                                                        | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     945000 | PA      | $947730.11    | 0.15%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 TRUST                                                    | OBX 2024-NQM12 A1                                                                | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-O            | CORP              | US        |    1306374 | PA      | $1312485.41   | 0.21%             | 2064-07-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                          | EDFINC 8.125 08/15/31 144A                                                       | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |    1050000 | PA      | $1472939.78   | 0.24%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                            | CAS 2025-R02 1M1                                                                 | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1098451 | PA      | $1099136.61   | 0.18%             | 2045-02-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                            | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-93788.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 MORTGAGE TRUST                                           | LIFE 2022-BMR2 B                                                                 | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     825000 | PA      | $757790.14    | 0.12%             | 2039-05-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyality IP Ltd (American Airlines Inc)                      | American Airlines Term Loan B (Incremental) 325 2032-05-04                       | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3412767 | PA      | $3403876.64   | 0.55%             | 2032-05-28      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                | PERU 6.2 06/30/55                                                                | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1950000 | PA      | $1980127.50   | 0.32%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Evergreen AcqCo 1 LP                                                    | EVERGREEN ACQCO 1 LP                                                             | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    1774322 | PA      | $1779317.16   | 0.29%             | 2032-09-17      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                         | SYNH 9 10/01/30 144A                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1337225.10   | 0.22%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                      | MNET 2026-1A A2                                                                  | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    1725000 | PA      | $1732263.98   | 0.28%             | 2056-04-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Lightning Power, LLC                                                    | Lightning Power Term Loan B 325 2031-07-28                                       | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |     812625 | PA      | $816895.34    | 0.13%             | 2031-08-18      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM6                               | BRAVO 2025-NQM6 A1                                                               | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-O            | CORP              | US        |    1908662 | PA      | $1915430.23   | 0.31%             | 2065-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                | ACI 5.75 03/31/34 144A                                                           | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1778950.69   | 0.29%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                | MSRM 2026-NQM3 B1                                                                | CUSIP: 617960AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1198142.52   | 0.20%             | 2071-03-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-227469.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP (THE)                                                 | ADT 5.875 10/15/33 144A                                                          | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1627093.55   | 0.27%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                           | SAGB 8.5 01/31/37 2037                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   76889000 | PA      | $4444209.17   | 0.72%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                 | CACLN 2021-1 R                                                                   | CUSIP: 46591HBW9<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |     223385 | PA      | $227139.71    | 0.04%             | 2028-09-25      | Fixed         | 28.35%                | 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        |    3330000 | PA      | $3399526.40   | 0.55%             | 2041-10-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                            | CAS 2025-R02 1M2                                                                 | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    3400000 | PA      | $3413546.96   | 0.56%             | 2045-02-27      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CESAR SPA                                                               | CESARS 6.5 09/30/31 144A                                                         | CUSIP: 000000000<br>LEI: 815600136D7200E49057 | Long             | DBT              | CORP              | IT        |     550000 | PA      | $654197.94    | 0.11%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)             | NGERIA 10.375 12/09/34 REGS                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1400000 | PA      | $1678587.12   | 0.27%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                      | VLO 5.15 03/10/36                                                                | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2117722.37   | 0.35%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL & GAS OPERATING LLC                                        | MGY 6.875 12/01/32 144A                                                          | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2339628.84   | 0.38%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                           | EGYPT 5.625 04/16/30 REGS                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1400000 | PA      | $1596360.92   | 0.26%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                      | Long Gilt Future - ICEU, Jun26                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -9 | NC      | $12011.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DISTRIBUTORS LLC                                                   | KEHEFO 7.125 04/30/33 144A                                                       | CUSIP: 487930AA7<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |     600000 | PA      | $607711.41    | 0.10%             | 2033-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COLT 2024-7 MORTGAGE LOAN TRUST                                         | COLT 2024-7 A1                                                                   | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-O            | CORP              | US        |    1961717 | PA      | $1972859.29   | 0.32%             | 2069-12-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES5                                           | RCKT 2025-CES5 A1A                                                               | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-O            | CORP              | US        |     741777 | PA      | $747680.54    | 0.12%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                          | American Credit Acceptance Receivables Trust 2026-2                              | CUSIP: 02528FAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2289190.00   | 0.37%             | 2032-06-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BSPDF 2026-FL3 ISSUER LLC                                               | BSPDF 2026-FL3 C                                                                 | CUSIP: 05594VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2497373.75   | 0.41%             | 2043-09-18      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | F 5.869 10/31/35                                                                 | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1584358.91   | 0.26%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| KKR CLO 26 LTD                                                          | KKR 26 ARR                                                                       | CUSIP: 48253HAW5<br>LEI: 549300S5YSR4S7FFS332 | Long             | ABS-CBDO         | CORP              | KY        |    3050000 | PA      | $3049338.15   | 0.50%             | 2034-10-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| KRE COMMERCIAL MORTGAGE TRUST 2026-ICNA                                 | KRE 2026-ICNA C                                                                  | CUSIP: 48275LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1809912.60   | 0.29%             | 2043-05-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                              | ROMANI 5.875 07/11/32 REGS                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $602286.85    | 0.10%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C                        | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C                                 | CUSIP: 80281HAD6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        100 | NS      | $1061119.56   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                       | Euro(FGBS) Schatz Futures                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -76 | NC      | $18554.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                           | Hologic, Inc. Term Loan B 225 2033-01-04                                         | CUSIP: 43644ABL2<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | LON              | CORP              | US        |    2800000 | PA      | $2787764.00   | 0.45%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-1                            | WLAKE 2023-4A D                                                                  | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2025000 | PA      | $2077318.71   | 0.34%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                              | Amneal Pharmaceuticals Term Loan B 300 2032-08-01                                | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     668321 | PA      | $672080.10    | 0.11%             | 2032-08-02      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                           | SOAF 7.25 12/11/55 144A                                                          | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     675000 | PA      | $636911.44    | 0.10%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                               | CRC 7 01/15/34 144A                                                              | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     360000 | PA      | $367540.56    | 0.06%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2025-VOLT D                                                                   | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2425000 | PA      | $2421808.70   | 0.39%             | 2044-12-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BDS 2026-FL17 LLC                                                       | BDS 2026-FL17 C                                                                  | CUSIP: 05494WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1150000 | PA      | $1152875.00   | 0.19%             | 2043-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES2                                           | RCKT 2025-CES2 A1A                                                               | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-O            | CORP              | US        |    1391976 | PA      | $1398729.70   | 0.23%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BOS Trust 2026-LYRK                                                     | BOS Trust 2026-LYRK                                                              | CUSIP: 05595BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1350000 | PA      | $1350000.00   | 0.22%             | 2041-05-11      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                              | Genmab A/S Term Loan B 300 2032-11-05                                            | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | US        |     999375 | PA      | $1006805.35   | 0.16%             | 2032-12-10      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                            | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3151.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BSPRT 2026-FL13 ISSUER LLC                                              | BSPRT 2026-FL13 C                                                                | CUSIP: 05620GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1050000 | PA      | $1051941.24   | 0.17%             | 2043-10-19      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                                            | LACKAWANNA ENERGY CENTER                                                         | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |    2148905 | PA      | $2159649.48   | 0.35%             | 2032-08-05      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                            | PEMEX 6.35 02/12/48                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2275000 | PA      | $1830336.92   | 0.30%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                    | RGCARE 7 05/01/34 144A                                                           | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1732687.51   | 0.28%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                        | Flatiron CLO 24 LTD                                                              | CUSIP: 33882CAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1950000 | PA      | $1942960.50   | 0.32%             | 2039-01-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                        | PSD V7.25 09/15/56 144a                                                          | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1006111.00   | 0.16%             | 2056-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | CAS 2021-R02 2B2                                                                 | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2300000 | PA      | $2358576.86   | 0.38%             | 2041-11-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 8.25 01/30/37 REGS                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $214716.72    | 0.03%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                      | BX 2025-VLT6 C                                                                   | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2287396.69   | 0.37%             | 2042-03-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2026-NQM5 Trust                                                              | CUSIP: 67124DAK7<br>LEI: 254900U0G1G2KQEUQ447 | Long             | ABS-MBS          | CORP              | US        |    2271545 | PA      | $2271448.27   | 0.37%             | 2066-01-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | U.S. Treasury Bond Futures, Jun-2026,ETH                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -127 | NC      | $448694.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                | PERUGB 6.85 08/12/35                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   25300000 | PA      | $7525453.19   | 1.23%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-HI                           | WFCM 2025-HI A                                                                   | CUSIP: 949933AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1550000 | PA      | $1552107.38   | 0.25%             | 2042-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                            | GRAHAM PACKAGING/GPC CAP                                                         | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    3100000 | PA      | $3098062.50   | 0.50%             | 2033-01-26      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Raising Canes Restaurants LLC                                           | Raising Cane's Restaurants Term Loan B (Incremental) 200 2032-10-18              | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |    3092250 | PA      | $3099022.03   | 0.51%             | 2032-11-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                    | SHEARE 9.625 09/15/32 144A                                                       | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1814174.25   | 0.30%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| VRTX TRUST 2025-HQ                                                      | VRTX 2025-HQ C                                                                   | CUSIP: 91835XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1825000 | PA      | $1817449.98   | 0.30%             | 2042-08-07      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA                                | SWCH 2025-DATA D                                                                 | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1139809.97   | 0.19%             | 2042-02-18      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                 | STACR 2025-DNA3 M2                                                               | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-O            | USGSE             | US        |    1925000 | PA      | $1932562.56   | 0.31%             | 2045-09-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                 | STACR 2021-DNA5 B2                                                               | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |     675000 | PA      | $821382.86    | 0.13%             | 2034-01-25      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| SOUND POINT EURO CLO I FUNDING DAC                                      | SNDPE 1X AR                                                                      | CUSIP: 000000000<br>LEI: 635400QLJRHTPJDQPY76 | Long             | ABS-O            | CORP              | IE        |    2098867 | PA      | $2459507.38   | 0.40%             | 2034-05-25      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $24494.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST                                            | LIFE 2021-BMR D                                                                  | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     665000 | PA      | $646921.04    | 0.11%             | 2038-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                     | GUATEM 6.55 02/06/37 REGS                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1525000 | PA      | $1633275.00   | 0.27%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                      | CNX 5.875 03/01/34 144A                                                          | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2655125.82   | 0.43%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                                  | TDFINF 4.125 10/23/31                                                            | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1291691.75   | 0.21%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                         | Madison Air Term Loan B 275 2032-05-01                                           | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     249388 | PA      | $250432.54    | 0.04%             | 2032-11-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                          | CVI 7.5 02/15/31 144A                                                            | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1393188.50   | 0.23%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM13 TRUST                                                    | OBX 2024-NQM13 A3                                                                | CUSIP: 67119PAC5<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-O            | CORP              | US        |     809498 | PA      | $808643.51    | 0.13%             | 2064-06-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                            | CAS 2022-R04 1B2                                                                 | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    3050000 | PA      | $3258859.73   | 0.53%             | 2042-03-25      | Floating      | 13.15%                | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM7                               | BRAVO 2025-NQM7 A1                                                               | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-O            | CORP              | US        |    2635416 | PA      | $2649421.71   | 0.43%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| ISHARES TRUST                                                           | ISHARES TRUST JPMORGAN USD EMG                                                   | CUSIP: 464288281<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     121136 | NS      | $11604828.80  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                        | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4446.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOOG INC                                                                | MOGA 5.5 10/15/34 144A                                                           | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1555257.60   | 0.25%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 63 LTD                               | NEUB 2026-63A D1                                                                 | CUSIP: 640981AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2050000 | PA      | $2050000.00   | 0.33%             | 2039-04-18      | Variable      | 6.12%                 | 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        |    1872400 | PA      | $1862080.14   | 0.30%             | 2061-03-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                               | HONK 2021-1A A2                                                                  | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1863184 | PA      | $1686403.72   | 0.27%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BX Trust 2026-OPTM                                                      | BX 2026-OPTM D                                                                   | CUSIP: 05594XAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1700000 | PA      | $1699415.71   | 0.28%             | 2039-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                  | BX 2026-LP3 C                                                                    | CUSIP: 05620HAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1255408.25   | 0.20%             | 2043-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VTR COMMERCIAL MORTGAGE TRUST 2025-STEM                                 | VTR 2025-STEM C                                                                  | CUSIP: 92890YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     950000 | PA      | $940900.14    | 0.15%             | 2039-10-14      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                             | TRACTD 6.5 05/01/31 144A                                                         | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2677722.00   | 0.44%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 8.075 04/01/36 REGS                                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     600000 | PA      | $638695.76    | 0.10%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                       | SM 6.625 04/15/34 144A                                                           | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2560993.88   | 0.42%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | 10-Year T-Note Futures, Jun-2026,ETH                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -413 | NC      | $609599.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                            | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $19721.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                                   | GRSADO 6.5 10/31/31 REGS                                                         | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |     825000 | PA      | $969287.61    | 0.16%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco Bv                                                        | PEGASUS BIDCO BV                                                                 | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | US        |    1346608 | PA      | $1354606.89   | 0.22%             | 2029-07-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                              | HGB 3.25 10/22/31 31/A                                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 1688320000 | PA      | $4787911.76   | 0.78%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                           | PRIHEA 9.375 09/01/29 144A                                                       | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1582460.73   | 0.26%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO        | MBONO 7.75 11/23/34 M                                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  201930000 | PA      | $10596799.16  | 1.73%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 LLC            | OAKIG 2020-1A A5                                                                 | CUSIP: 67181DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2575083 | PA      | $1815437.10   | 0.30%             | 2050-11-20      | Fixed         | 3.39%                 | 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        |    1475000 | PA      | $1494346.10   | 0.24%             | 2042-08-12      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                    | ALPGEN 6.25 01/15/34 144A                                                        | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198753.92    | 0.03%             | 2034-01-15      | Fixed         | 6.25%                 | 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        |    1373059 | PA      | $1382992.72   | 0.23%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                              | KDP 5.7 03/26/36 144A                                                            | CUSIP: 56530KAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $976583.82    | 0.16%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $49501.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                       | VERUS 2026-3 A3                                                                  | CUSIP: 92490HAK2<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-O            | CORP              | US        |    1619205 | PA      | $1614741.77   | 0.26%             | 2071-03-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R04                            | CAS 2025-R04 1M2                                                                 | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2450000 | PA      | $2456231.82   | 0.40%             | 2045-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                | ARGENT 4.125 07/09/35                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1400000 | PA      | $1046500.00   | 0.17%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRIBUTORS LLC                                                   | KEHEFO 9 02/15/29 144A                                                           | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1465189.60   | 0.24%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 MORTGAGE TRUST                                           | LIFE 2022-BMR2 A1                                                                | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1741335.30   | 0.28%             | 2039-05-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| JUNIPER RECEIVABLES 2023-1 DAC                                          | JUNIPER RECEIVABLES 2023-1 DAC                                                   | CUSIP: 481941102<br>LEI: 635400VPHEPHO9HXX694 | Long             | EC               | CORP              | US        |         10 | NS      | $160358.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XV DAC                                           | CORDA 15A DRR                                                                    | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-O            | CORP              | IE        |    1250000 | PA      | $1474397.81   | 0.24%             | 2039-02-26      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM2 TRUST                                                     | OBX 2026-NQM3 A3                                                                 | CUSIP: 67449MAK5<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |    3901740 | PA      | $3863950.42   | 0.63%             | 2066-01-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                        | PSD V7 09/15/56 144A                                                             | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1006572.00   | 0.16%             | 2056-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                           | TransDigm Term Loan J 250 2031-02-01                                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1086181 | PA      | $1089026.69   | 0.18%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                             | E-mini S&P 500 EOM Options                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        -52 | NC      | $-74750.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                       | POST 6.5 03/15/36 144A                                                           | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1988671.80   | 0.32%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY          | PANAMA 5.662 02/23/38                                                            | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1375000 | PA      | $1386000.00   | 0.23%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                 | KGS 5.875 04/01/31 144A                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2015401.80   | 0.33%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                          | OPALBD 5.5 03/31/32 144A                                                         | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1667414.80   | 0.27%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                      | BX 2025-VLT6 B                                                                   | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2187444.60   | 0.36%             | 2042-03-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-1250B                        | WFCM 2026-1250B C                                                                | CUSIP: 949939AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1875000 | PA      | $1851120.75   | 0.30%             | 2041-03-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                            | BIOMARIN PHARMACEUTICAL INC                                                      | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |    1675000 | PA      | $1681808.88   | 0.27%             | 2033-04-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                 | BECN 6.75 04/30/32 144A                                                          | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1536116.57   | 0.25%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 2021-16 LTD                                         | HLM 2021-16A A1R                                                                 | CUSIP: 40440XAL5<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |    2475000 | PA      | $2472237.90   | 0.40%             | 2035-01-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2026-1 DAC                          | PSTET 2026-1A D                                                                  | CUSIP: 000000000<br>LEI: 254900LLKAX2O4J8C439 | Long             | ABS-O            | CORP              | IE        |    1300000 | PA      | $1533373.73   | 0.25%             | 2035-10-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $152911.54    | 0.02%             |  |  |  | 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        |    3125000 | PA      | $3127408.13   | 0.51%             | 2040-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                                    | FRSNAP 5.25 10/31/31                                                             | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1637911.71   | 0.27%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP                   | AROC 6 02/01/34 144A                                                             | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1611137.42   | 0.26%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                              | KDP 5.05 03/26/31 144A                                                           | CUSIP: 56530KAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $726662.22    | 0.12%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                    | Alpha Generation LLC Term Loan B 200 2031-09-01                                  | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    3153599 | PA      | $3157478.21   | 0.51%             | 2031-09-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                    | BOOTFN 5.375 08/31/32 144a                                                       | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1135280.09   | 0.19%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-10K                   | NCMS 2019-10K E                                                                  | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1025000 | PA      | $954005.73    | 0.16%             | 2039-05-17      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | HNDLIN 6.375 08/15/33 144A                                                       | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2984558.94   | 0.49%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | POST 6.25 10/15/34 144A                                                          | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     800000 | PA      | $790453.60    | 0.13%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management LLC                                | Iron Mountain Term Loan B (Incremental) 225 2030-11-29                           | CUSIP: 46284NAV1<br>LEI: 5493009M0X1LQXGBWV02 | Long             | LON              | CORP              | US        |    2492670 | PA      | $2497344.03   | 0.41%             | 2031-01-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                            | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $169837.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2025-NQM3 TRUST                                                     | OBX 2025-NQM3 A1                                                                 | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |    1723478 | PA      | $1738217.68   | 0.28%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                    | FLTR 6.125 06/04/31 144a                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    1050000 | PA      | $1408843.36   | 0.23%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                        | VBTEL 2024-1A D                                                                  | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1016247.30   | 0.17%             | 2054-05-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| BX Trust 2026-OPTM                                                      | BX 2026-OPTM C                                                                   | CUSIP: 05594XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1498888.80   | 0.24%             | 2039-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA VESTA SAB DE CV                                | VESTA 5.5 01/30/33 144A                                                          | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    2100000 | PA      | $2093973.00   | 0.34%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                  | TK Elevator (fka Thyssenkrupp Elevator) Term Loan B (Incremental) 275 2030-04-01 | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | US        |    1625000 | PA      | $1639560.00   | 0.27%             | 2030-04-30      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                                | GOST 2024-1A AR                                                                  | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |    1482142 | PA      | $1482970.71   | 0.24%             | 2035-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY          | PANAMA 5.227 02/23/34                                                            | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1900000 | PA      | $1891355.00   | 0.31%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                               | ULTI 6.875 02/01/31 144A                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1656001.31   | 0.27%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PAYDEN & RYGEL INVESTMENT GROUP (THE)                                   | Payden Cash Reserves Money Market Fund                                           | CUSIP: 704329598<br>LEI: 549300QJNYRKYZS3P282 | Long             | STIV             | RF                | US        |    6677796 | NS      | $6677795.54   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $49873.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2026-XL6 D                                                                    | CUSIP: 12433NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1975000 | PA      | $1969664.93   | 0.32%             | 2043-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                               | BRAVO 2025-NQM1 A1                                                               | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2195372 | PA      | $2209710.44   | 0.36%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BSPRT 2026-FL13 ISSUER LLC                                              | BSPRT 2026-FL13 D                                                                | CUSIP: 05620GAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     900000 | PA      | $901653.75    | 0.15%             | 2043-10-19      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                  | BX 2026-LP3 D                                                                    | CUSIP: 05620HAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1325000 | PA      | $1331915.44   | 0.22%             | 2043-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                             | SURCEN 7.25 04/15/32 144A                                                        | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1782465.84   | 0.29%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 2025-151                                | DURST 2025-151 D                                                                 | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1725000 | PA      | $1786076.39   | 0.29%             | 2042-08-12      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                     | HWIRE 2024-1A C                                                                  | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $776779.65    | 0.13%             | 2054-06-20      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                        | AmWINS Group Term Loan B 200 2032-01-01                                          | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    3391414 | PA      | $3392601.13   | 0.55%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                                    | EMACN V6.85 10/01/56 B                                                           | CUSIP: 29103HAB3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | US        |     900000 | PA      | $903119.40    | 0.15%             | 2056-10-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC                                                   | FLX 2025-1A A2                                                                   | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1550000 | PA      | $1544771.39   | 0.25%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-143763.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-CES1                               | BRAVO 2025-NQM3 A1                                                               | CUSIP: 105927AC1<br>LEI: 254900AZU85EXAPTTF77 | Long             | ABS-O            | CORP              | US        |     929149 | PA      | $934953.14    | 0.15%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                       | VERUS 2025-2 A1                                                                  | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-O            | CORP              | US        |    1340164 | PA      | $1345187.67   | 0.22%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | C V6.5 PERP JJ                                                                   | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2263171.50   | 0.37%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                  | ARCLO 2021-FL4 AS                                                                | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1654295.45   | 0.27%             | 2036-11-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC                                                      | BX 2025-DELC C                                                                   | CUSIP: 05594MAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1425000 | PA      | $1428120.47   | 0.23%             | 2042-12-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| JDAC 2022-1 R1                                                          | JDAC 2022-1 R1                                                                   | CUSIP: 48204X100<br>LEI: 635400RA2GEGV7HCP673 | Long             | EC               | CORP              | US        |         10 | NS      | $114020.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                    | FYBR 5 05/01/28 144A                                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000000.00   | 0.16%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                 | EA 7.25 07/01/33 144A                                                            | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     550000 | PA      | $566979.07    | 0.09%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RY V6.5 11/24/85                                                                 | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1450000 | PA      | $1430075.12   | 0.23%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                           | STACR 2022-HQA1 B2                                                               | CUSIP: 35564KUL1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1825000 | PA      | $1973413.75   | 0.32%             | 2042-03-25      | Floating      | 14.65%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | USD/NOK FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-134038.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                                    | EMACN V6.65 10/01/56 A                                                           | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $902620.80    | 0.15%             | 2056-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | CAS 2016-C04 1B                                                                  | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     883082 | PA      | $900502.01    | 0.15%             | 2029-01-25      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                           | HOPPER MERGER SUB INC                                                            | CUSIP: 43644ABM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     450000 | PA      | $529042.98    | 0.09%             | 2033-04-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING LLC                                      | DNFRA 2021-1A B                                                                  | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1127337.53   | 0.18%             | 2049-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                         | BMCAUS 6.5 08/15/32 144A                                                         | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1566546.25   | 0.26%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA1                                 | STACR 2023-HQA1 M2                                                               | CUSIP: 35564KY37<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-O            | USGSE             | US        |    1400000 | PA      | $1512631.54   | 0.25%             | 2043-05-26      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                              | KDP 6.625 03/26/56 144A                                                          | CUSIP: 56530KAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $861255.42    | 0.14%             | 2056-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3                               | BRAVO 2026-NQM3 A3                                                               | CUSIP: 10571LAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1704549 | PA      | $1698294.65   | 0.28%             | 2065-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Treehouse Foods Inc                                                     | TreeHouse Foods Term Loan B 425 2033-01-19                                       | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |    1275000 | PA      | $1287157.13   | 0.21%             | 2033-02-04      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                            | CAS 2025-R02 1A1                                                                 | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2578905 | PA      | $2583983.08   | 0.42%             | 2045-02-27      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $140103.17    | 0.02%             |  |  |  | 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        |    1800000 | PA      | $1799621.64   | 0.29%             | 2040-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                      | SHINE 2021-1A C                                                                  | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1934076.80   | 0.32%             | 2051-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-HI                           | WFCM 2025-HI C                                                                   | CUSIP: 949933AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1950000 | PA      | $1958530.08   | 0.32%             | 2042-10-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                             | E-mini S&P 500 EOM Options                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         41 | NC      | $102.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2769.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                       | EURO(FGBX) Buxl Futures                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -1 | NC      | $3084.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                            | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-577200.70   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | 5-Year T-Note Futures, Jun-2026,ETH                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -731 | NC      | $152615.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | 2-Year T-Note Futures, Jun-2026,ETH                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       2082 | NC      | $-2177555.58  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                            | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-24001.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |   18452000 | NC      | $59161.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |  -18452000 | NC      | $-10498.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                             | Three-Month SOFR Futures, Mar-2027,ETH                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        820 | NC      | $-84591.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                             | E-mini S&P 500 EOM Options                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         63 | NC      | $485100.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -463 | NC      | $654212.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | USD/SEK FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $91608.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                      | GHANA 5 07/03/29 REGS                                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    3609375 | PA      | $3543098.14   | 0.58%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | F 5.42 04/09/31                                                                  | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1933495.20   | 0.32%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                              | ROMGB 3.65 09/24/31 15Y                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   19485000 | PA      | $3764370.03   | 0.61%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                         | DOMREP 5.875 10/28/35 144A                                                       | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1625000 | PA      | $1592418.75   | 0.26%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RETAIL PLC                                           | BMELN 6.5 11/27/31                                                               | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | JE        |     575000 | PA      | $747510.10    | 0.12%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                                | SAGAX 4.375 05/29/30 EMTN                                                        | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |    1800000 | PA      | $2153956.66   | 0.35%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF1                                                             | CF 2019-CF1 XA                                                                   | CUSIP: 12529MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14788830 | PA      | $330386.91    | 0.05%             | 2052-05-17      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2021-1                   | SBCLN 2022-C F                                                                   | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     309320 | PA      | $311160.20    | 0.05%             | 2032-12-15      | Fixed         | 14.59%                | 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        |    1956442 | PA      | $1967167.46   | 0.32%             | 2042-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-8                                       | VERUS 2025-8 A1                                                                  | CUSIP: 924930AC4<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-O            | CORP              | US        |    1792690 | PA      | $1788097.75   | 0.29%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                            | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11333.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO        | MEX 5.375 03/22/33                                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     400000 | PA      | $393620.00    | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WCC 5.25 04/15/31 144A                                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400750.88    | 0.07%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                 | MKSI 4.25 02/15/34 144A                                                          | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $3180809.63   | 0.52%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MTP ABS FUNDING LLC                                                     | TOWR 2026-1A B                                                                   | CUSIP: 55378HAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $975000.00    | 0.16%             | 2026-05-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | CAS 2022-R03 1B2                                                                 | CUSIP: 20753XAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2280000 | PA      | $2443180.51   | 0.40%             | 2042-03-25      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                | MAIN 6.95 03/01/29                                                               | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1727149.90   | 0.28%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURCES LLC                                          | INFNAR 7.625 04/01/31 144A                                                       | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2492730.45   | 0.41%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                      | LEXT 2026-450 C                                                                  | CUSIP: 501970AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2525000 | PA      | $2522222.25   | 0.41%             | 2043-03-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE                           | UZBEK 6.9474 05/25/32 REGS                                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1800000 | PA      | $1946306.39   | 0.32%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                               | MTDR 6 04/15/34 144A                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1983433.25   | 0.32%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $119123.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                        | VBTEL 2022-1A F                                                                  | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1550000 | PA      | $1538214.89   | 0.25%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 ISSUER LTD                                                | TRTX 2025-FL7 B                                                                  | CUSIP: 87277LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1775000 | PA      | $1779428.63   | 0.29%             | 2043-06-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| LMDV ISSUER COMPANY LLC                                                 | LMDV 2025-1A A2                                                                  | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    1425000 | PA      | $1432479.83   | 0.23%             | 2055-12-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2021-4 Class R                               | Flagship Credit Auto Trust 2021-4 Class R                                        | CUSIP: 33845A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        110 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                 | STGW 5.625 08/15/29 144A                                                         | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1546820.55   | 0.25%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 6.375 03/03/28 REGS                                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     611639 | PA      | $619724.56    | 0.10%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                | BFLD 2025-660F C                                                                 | CUSIP: 05556QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1425000 | PA      | $1428884.98   | 0.23%             | 2042-11-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                    | VASA 2021-VASA B                                                                 | CUSIP: 92230AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $678785.10    | 0.11%             | 2039-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                         | DOMREP 5.95 01/25/27 REGS                                                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1310000 | PA      | $1322510.50   | 0.22%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 LTD                                                       | KREF 2022-FL3 A                                                                  | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |    1114349 | PA      | $1116895.47   | 0.18%             | 2039-02-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17162.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                   | Element Solutions (fka Platform Specialty Products) Term Loan B 175 2030-12-01   | CUSIP: 72766TAH2<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    1700000 | PA      | $1707590.50   | 0.28%             | 2030-12-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                 | STACR 2021-HQA3 B2                                                               | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |    2050000 | PA      | $2086640.27   | 0.34%             | 2041-09-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                                           | NOVBNC V3.375 01/22/31 EMTN                                                      | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |     900000 | PA      | $1046735.71   | 0.17%             | 2031-01-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM7                               | BRAVO 2024-NQM7 A3                                                               | CUSIP: 105698AE4<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-O            | CORP              | US        |    1415973 | PA      | $1424461.68   | 0.23%             | 2064-10-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                         | BMCAUS 6.25 08/01/33 144A                                                        | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1375658.76   | 0.22%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                           | TERP 4.75 01/15/30 144A                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     725000 | PA      | $702762.08    | 0.11%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                         | BMCAUS 5.875 03/15/34 144A                                                       | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     825000 | PA      | $805156.44    | 0.13%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO III DAC                                                      | HNLY 3X AR                                                                       | CUSIP: 000000000<br>LEI: 635400GBWJ33C3GSJK66 | Long             | ABS-O            | CORP              | IE        |    2500000 | PA      | $2932816.38   | 0.48%             | 2035-12-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 8.075 04/01/36 144A                                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     300000 | PA      | $319347.88    | 0.05%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                               | CRS 5.625 03/01/34 144A                                                          | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     915000 | PA      | $916694.58    | 0.15%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                             | E-mini S&P 500 EOM Options                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         52 | NC      | $188500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm                                                               | TransDigm Term Loan M (Incremental) 250 2032-08-01                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    2341492 | PA      | $2348129.98   | 0.38%             | 2032-08-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                | Allison Transmission Term Loan B (Incremental) 175 2032-10-28                    | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    3085000 | PA      | $3107319.98   | 0.51%             | 2033-01-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle Acquireco, Inc.                                               | Electronic Arts Term Loan B 350 2033-03-14                                       | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    1550000 | PA      | $1552325.00   | 0.25%             | 2033-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.5 01/31/28                                                                   | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4300000 | PA      | $4272369.15   | 0.70%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                     | AOA 2025-1301 C                                                                  | CUSIP: 682461AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2125000 | PA      | $2133745.23   | 0.35%             | 2042-08-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                           | LNCR 2025-CRE9 B                                                                 | CUSIP: 538912AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1175000 | PA      | $1174363.97   | 0.19%             | 2042-08-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XVII DAC                                      | MDPK 2022-57A A1R                                                                | CUSIP: 55822GAQ7<br>LEI: 635400XNTY8TA9I2S271 | Long             | ABS-CBDO         | CORP              | IE        |    2700000 | PA      | $2699303.40   | 0.44%             | 2034-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XII LTD                                                     | ALLEG 2020-1A A1R                                                                | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3254225.00   | 0.53%             | 2037-07-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                      | URI 5.375 11/15/33 144A                                                          | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2053601.67   | 0.33%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                             | MET V5.85 03/15/56 .                                                             | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1184273.64   | 0.19%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-22

**Name of Applicant:** PAYDEN & RYGEL INVESTMENT GROUP

**Signature:** Sandi Brents

**Name of Signer:** Sandi Brents

**Title:** Compliance Officer