# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0001145549-25-057309
**Filing Date:** 2025-8
**Character Count:** 479234
**Document Hash:** 6b2754e0ee0cbe308b643293227ddbfb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057309.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-057309

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01879
- **FILM NUMBER:** 251279172

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $6805671080.45

**Total Liabilities:** $1232509470.29

**Net Assets:** $5573161610.16

**Delayed Delivery Securities:** $156598147.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5947.465025011954 | **1-Year:** -166059.547063530160 | **5-Year:** -565775.830948872500 | **10-Year:** -587145.730959530200 | **30-Year:** -146748.771732339000

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

- **3-Month:** -8623.052653820887 | **1-Year:** -289905.534723175860 | **5-Year:** -630046.199712772700 | **10-Year:** -302736.772175927400 | **30-Year:** -52117.202259552620

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000137958 | 0.32%                | 0.68%                | 1.68%                |
| Class ID C000137959 | 0.26%                | 0.73%                | 1.62%                |
| Class ID C000137960 | 0.33%                | 0.81%                | 1.69%                |
| Class ID C000137961 | 0.33%                | 0.69%                | 1.70%                |
| Class ID C000137962 | 0.34%                | 0.82%                | 1.70%                |
| Class ID C000137963 | 0.30%                | 0.65%                | 1.66%                |
| Class ID C000137964 | 0.32%                | 0.68%                | 1.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7627067.00             | $-12007509.00                              |
| Month 2  | $-1770705.00             | $27229995.00                               |
| Month 3  | $-3742938.00             | $73930193.00                               |

**Designated Index Information**

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

- **Index Identifier:** INTRNL-1465165005

### Schedule of Portfolio Investments

| Name                                                                                             | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES Corp.                                                                                        | AES V7.6 01/15/55                                                            | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    413000 | PA      | $425224.75    | 0.01%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Aethon United Br Lp / Aethon United Finance Corporation                                          | AETUNI 7.5 10/01/29 144A                                                     | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    242000 | PA      | $253842.03    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings                                                                                | Ahead DB Holdings Term Loan B-3 350 2031-02-01                               | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   6082040 | PA      | $6083317.23   | 0.11%             | 2031-02-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA D                                                              | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2670000 | PA      | $2672651.22   | 0.05%             | 2040-06-15      | Variable      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Alaska Airlines Pass Through Trust 2020-1A                                                       | ALK 4.8 08/15/27 144A                                                        | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |   4345655 | PA      | $4348550.43   | 0.08%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 4.875 02/15/30 144A                                                      | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186772.95    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                               | UNSEAM 6.875 06/15/30 144A                                                   | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |  12870000 | PA      | $13044568.68  | 0.23%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V6.992 06/13/29                                                         | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    233000 | PA      | $245277.19    | 0.00%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 S A R L / Allied Universal Holdco Llc / Allied Universal Finance Corporation       | UNSEAM 4.625 06/01/28 144a                                                   | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | N/A       |    456000 | PA      | $442200.85    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR2                                                                   | BAMLL 2024-FRR2 E                                                            | CUSIP: 05493UAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10755758 | PA      | $8875113.71   | 0.16%             | 2050-07-27      | Variable      | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                           | BAMLL 2024-FRR4 E                                                            | CUSIP: 05493VAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960305.50    | 0.02%             | 2048-11-27      | Variable      | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Banc Of America Alternative Loan Trust                                                           | BAMLL 2024-FRR4 F                                                            | CUSIP: 05493VAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1698616.95   | 0.03%             | 2048-11-27      | Variable      | 1.41%                 | Yes           |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2025-FRR5                                                                   | BAMLL 2025-FRR5 E736                                                         | CUSIP: 05494BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24861668 | PA      | $21149157.16  | 0.38%             | 2052-09-27      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR3                                                                   | BAMLL 2024-FRR3 E                                                            | CUSIP: 054988AJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3776872 | PA      | $3305271.74   | 0.06%             | 2050-01-27      | Variable      | 0.49%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                     | BX 2021-VINO E                                                               | CUSIP: 05608KAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1950900 | PA      | $1951573.10   | 0.04%             | 2038-05-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 3.45 12/15/27                                                            | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    253000 | PA      | $248298.59    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 2.7 03/15/31                                                             | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    279000 | PA      | $251892.45    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                     | BX 2021-VINO G                                                               | CUSIP: 05608KAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $8329454.99   | 0.15%             | 2038-05-15      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                         | BX 2021-ARIA E                                                               | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $12967593.83  | 0.23%             | 2036-10-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC                      | AMPBEV 4 09/01/29 144A                                                       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    282000 | PA      | $257431.31    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Aretec Escrow Issuer 2 Inc.                                                                      | RCAP 10 08/15/30 144A                                                        | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3966000 | PA      | $4358312.75   | 0.08%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                         | BX 2021-ARIA F                                                               | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $12942579.28  | 0.23%             | 2036-10-15      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                     | BX 2021-SOAR G                                                               | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6224838 | PA      | $6226661.34   | 0.11%             | 2038-06-15      | Variable      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2025-FRR5                                                                   | BAMLL 2025-FRR5 EK73                                                         | CUSIP: 05494BAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18449665 | PA      | $13375719.31  | 0.24%             | 2051-02-27      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2025-FRR5                                                                   | BAMLL 2025-FRR5 EK86                                                         | CUSIP: 05494BBJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19564243 | PA      | $14372689.17  | 0.26%             | 2051-11-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                     | BX 2021-SOAR J                                                               | CUSIP: 05608WAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8152785 | PA      | $7954395.30   | 0.14%             | 2038-06-15      | Variable      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2021-BXMF                                                                               | BX 2021-BXMF G                                                               | CUSIP: 05609RAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13952992 | PA      | $13524867.58  | 0.24%             | 2026-10-15      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.593 07/21/28 GMTN                                                     | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    253000 | PA      | $249116.38    | 0.00%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.948 07/22/28 MTN                                                      | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247822.98    | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                     | BX 2021-VOLT E                                                               | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3633105 | PA      | $3613982.29   | 0.06%             | 2036-09-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                     | BX 2021-VOLT F                                                               | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8176909 | PA      | $8138627.85   | 0.15%             | 2036-09-15      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                     | BX 2021-VOLT G                                                               | CUSIP: 05609VAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5812969 | PA      | $5739320.63   | 0.10%             | 2036-09-15      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2022-FOX2                                                                               | BX 2022-FOX2 A2                                                              | CUSIP: 05610AAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7965747 | PA      | $7955286.96   | 0.14%             | 2039-04-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.744 02/12/36                                                          | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16349000 | PA      | $16612841.96  | 0.30%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V4.967 04/26/34 J                                                         | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4273000 | PA      | $4286342.66   | 0.08%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-WPT                                                            | BX 2024-WPT B                                                                | CUSIP: 05612JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9700000 | PA      | $9739249.59   | 0.17%             | 2034-03-15      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 E                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5217305.74   | 0.09%             | 2029-07-15      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V6.474 10/25/34 MTN                                                       | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    230000 | PA      | $253269.59    | 0.00%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                                                | BVCLN 2024-CAR1 E                                                            | CUSIP: 07336QAE2<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    946125 | PA      | $961246.16    | 0.02%             | 2031-12-26      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 F                                                               | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8052194.58   | 0.14%             | 2029-07-15      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-BRBK                                                                               | BX 2024-BRBK A                                                               | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25000000 | PA      | $25157638.99  | 0.45%             | 2041-10-15      | Variable      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Beacon Mobility Financial Corp.                                                                  | BEAMOB 7.25 08/01/30 144A                                                    | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5391000 | PA      | $5504381.57   | 0.10%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE BRIDGE FUNDING 2023-1 LLC                                                                   | BBEF 2023-1A B                                                               | CUSIP: 09531MAB6<br>LEI: 549300CC3V03BF1OI668 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2850256.64   | 0.05%             | 2030-11-15      | Fixed         | 9.48%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-BRBK                                                                               | BX 2024-BRBK D                                                               | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5012449.62   | 0.09%             | 2041-10-15      | Variable      | 10.28%                | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIR2                                                           | BX 2024-AIR2 D                                                               | CUSIP: 05613QAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9112211 | PA      | $9144178.30   | 0.16%             | 2041-10-15      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| BLUE BRIDGE FUNDING 2023-1 LLC                                                                   | BBEF 2023-1A C                                                               | CUSIP: 09531MAC4<br>LEI: 549300CC3V03BF1OI668 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2698365.04   | 0.05%             | 2030-11-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BLUE BRIDGE FUNDING 2023-1 LLC                                                                   | BBEF 2023-1A D                                                               | CUSIP: 09531MAD2<br>LEI: 549300CC3V03BF1OI668 | Long             | ABS-O            | CORP              | US        |   1743000 | PA      | $1737247.05   | 0.03%             | 2030-11-15      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 7.25 10/15/29                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    187000 | PA      | $188766.78    | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 7.5 03/15/31 144A                                                        | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |  13914000 | PA      | $14105734.92  | 0.25%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 6.25 01/25/31                                                          | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   4702000 | PA      | $4836799.62   | 0.09%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                                  | BXSL 5.875 11/15/27                                                          | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   3253000 | PA      | $3320415.63   | 0.06%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECS TR 24-RM8                                                                | BABS 2024-RM8 A2                                                             | CUSIP: 10637YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12014881 | PA      | $11445376.84  | 0.21%             | 2064-05-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2022-1 LLC                                                               | BJETS 2022-1A C                                                              | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1868986 | PA      | $1848199.64   | 0.03%             | 2037-06-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 5.8 03/15/30                                                          | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  12832000 | PA      | $12852914.24  | 0.23%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                                           | BX 2024-GPA3 C                                                               | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6859378 | PA      | $6866188.22   | 0.12%             | 2039-12-15      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 4.25 01/15/34 144A                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $251922.92    | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Huntsworth/UDG Healthcare                                                                        | Huntsworth/UDG Healthcare Term Loan B 425 2028-07-21                         | CUSIP: 12509YAE6<br>LEI: 984500803A2B056E7D30 | Long             | LON              | CORP              | GB        |   4286000 | PA      | $4071700.00   | 0.07%             | 2028-08-19      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                           | BX 2024-AIRC A                                                               | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9707195 | PA      | $9729885.13   | 0.17%             | 2039-08-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS V4.75 06/01/50                                                           | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1856157.33   | 0.03%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2023-CITY                                                                             | CENT 2023-CITY A                                                             | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6529000 | PA      | $6534881.09   | 0.12%             | 2038-09-15      | Variable      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Clubessential                                                                                    | Clubessential Term Loan B 300 2032-01-26                                     | CUSIP: 12523EAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10690208 | PA      | $10676844.74  | 0.19%             | 2032-03-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| COMM 2019 MORTGAGE TRUST                                                                         | COMM 2019-GC44 180C                                                          | CUSIP: 12655TBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2235938.25   | 0.04%             | 2057-08-15      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                                   | CSMC 2021-BHAR E                                                             | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2989500 | PA      | $2910044.52   | 0.05%             | 2038-11-15      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2020-1 B1                                                               | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918340 | PA      | $916426.03    | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 6 10/15/32 144A                                                          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  13970000 | PA      | $13700545.24  | 0.25%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Castlelake Aircraft Structured Trust 2018-1                                                      | CLAST 2018-1 C                                                               | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3837432 | PA      | $2379231.77   | 0.04%             | 2043-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Celanese Corporation                                                                             | Celanese Corporation COM USD0.0001                                           | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     72451 | NS      | $4008713.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cali Mortgage Trust                                                                              | CALI 2019-101C B                                                             | CUSIP: 129890AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8311000 | PA      | $7506613.06   | 0.13%             | 2039-03-10      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                                                 | CRC 8.25 06/15/29 144A                                                       | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184765.86    | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Celsius                                                                                          | Celsius Term Loan B 325 2032-03-10                                           | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11039000 | PA      | $11091435.25  | 0.20%             | 2032-04-01      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                                              | Churchill Downs Inc COM NPV                                                  | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     44931 | NS      | $4538031.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.817 02/01/34                                                          | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250683.64    | 0.00%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V6.377 06/08/34                                                          | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    233000 | PA      | $248052.59    | 0.00%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018 C5                                                      | CGCMT 2018-C5 XA                                                             | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31907405 | PA      | $537637.90    | 0.01%             | 2051-06-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | CFG V6.645 04/25/35                                                          | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    238000 | PA      | $256534.55    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V6.051 02/01/35                                                          | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2301000 | PA      | $2398523.47   | 0.04%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V6.183 01/30/36                                                          | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10482000 | PA      | $10671169.07  | 0.19%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.75 07/01/31 144A                                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  13519000 | PA      | $13669184.33  | 0.25%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 9.625 06/15/33 144A                                                     | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   5882000 | PA      | $6030114.64   | 0.11%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                              | CLH 5.125 07/15/29 144A                                                      | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184737.92    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc New                                                           | CCO 7.875 04/01/30 144A                                                      | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250835.29    | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Capstone Borrower Inc.                                                                           | CVT 8 06/15/30 144A                                                          | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    234000 | PA      | $244144.60    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Capstone Borrower Inc.                                                                           | CVT 8 06/15/30 jun                                                           | CUSIP: 140944AB5<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   8674000 | PA      | $9026418.37   | 0.16%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                        | TIBX 9 09/30/29 144A                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  12915000 | PA      | $13386725.54  | 0.24%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Coinstar Funding, LLC                                                                            | COIN 2017-1A A2                                                              | CUSIP: 19260MAA4<br>LEI: 5493004UNX3RE1I4DH23 | Long             | ABS-O            | CORP              | US        |  15626200 | PA      | $14453585.15  | 0.26%             | 2047-04-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                                          | CSV 4.25 05/15/29 144A                                                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $189920.22    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 12/01/28 144A                                                         | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    414000 | PA      | $424626.67    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                              | COIN 3.625 10/01/31 144A                                                     | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    286000 | PA      | $254671.90    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                               | CPGX 5.097 10/01/31 144A                                                     | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4423000 | PA      | $4442180.65   | 0.08%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/30 144A                                                         | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |  11442000 | PA      | $12032691.47  | 0.22%             | 2030-06-01      | Variable      | 11.00%                | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 6.629 07/15/32                                                            | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2382949.56   | 0.04%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                                                    | COMM 2024-WCL1 C                                                             | CUSIP: 20047DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3708877.31   | 0.07%             | 2041-06-15      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER                                                                       | CMPDC 2024-2A B2                                                             | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5035267.84   | 0.09%             | 2049-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 7.2 11/15/33                                                              | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   7256000 | PA      | $7702679.36   | 0.14%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.7 01/15/35                                                             | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    247000 | PA      | $250521.97    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CROCKETT PARTNERS EQUIPMENT COMPANY IIA LLC                                                      | EQS 2024-1C B                                                                | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2333333 | PA      | $2375314.71   | 0.04%             | 2031-01-20      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| CROCKETT PARTNERS EQUIPMENT COMPANY IIA LLC                                                      | EQS 2024-1C C                                                                | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1036838.60   | 0.02%             | 2031-01-20      | Fixed         | 10.16%                | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                                 | DTMINC 4.125 06/15/29 144A                                                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6173000 | PA      | $5962041.06   | 0.11%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                                 | DTMINC 5.8 12/15/34 144A                                                     | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9337000 | PA      | $9508912.84   | 0.17%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC                                                             | DC 2023-DC D                                                                 | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10217178.48  | 0.18%             | 2040-09-12      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                                    | DELL 8.1 07/15/36                                                            | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    207000 | PA      | $249494.60    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                   | DNFRA 2021-1A B                                                              | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3818993.20   | 0.07%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                   | DNFRA 2021-1A C                                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3420000 | PA      | $3229254.97   | 0.06%             | 2049-04-15      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| DROP MTGE TST                                                                                    | DROP 2021-FILE A                                                             | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2491000.00   | 0.04%             | 2043-10-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| DROP MTGE TST                                                                                    | DROP 2021-FILE D                                                             | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $13125743.34  | 0.24%             | 2043-10-15      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Diamond Issuer Llc                                                                               | SHINE 2021-1A C                                                              | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4618849.50   | 0.08%             | 2051-11-20      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                                                                      | DROT 2021-1A D                                                               | CUSIP: 25273CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234376 | PA      | $232305.47    | 0.00%             | 2033-11-21      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZN0627                                                                    | CUSIP: 3131Y6VU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3101 | PA      | $2801.80      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZN4528                                                                    | CUSIP: 3131YBA57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1057411 | PA      | $1026329.36   | 0.02%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV                                                                                          | DIRECTV Term Loan B 525 2029-08-01                                           | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10435958 | PA      | $10336294.93  | 0.19%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V7.964 11/02/34                                                          | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4028000 | PA      | $4682100.92   | 0.08%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZS3695                                                                    | CUSIP: 3132A4C89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9504 | PA      | $9971.66      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZS7403                                                                    | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    772040 | PA      | $752319.44    | 0.01%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands                                                                                    | Driven Brands Term Loan B 300 2028-11-02                                     | CUSIP: 26209HAC0<br>LEI: 2549009H8IC4YXR5FV18 | Long             | LON              | CORP              | US        |   1624771 | PA      | $1620708.73   | 0.03%             | 2028-12-17      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                                     | DRIVE 2025-1 D                                                               | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2673000 | PA      | $2702456.25   | 0.05%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT0534                                                                    | CUSIP: 3132ACSX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32753 | PA      | $30182.01     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1145                                                                    | CUSIP: 3132ADHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1961 | PA      | $1929.98      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK V6.45 09/01/54                                                           | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4594321.74   | 0.08%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                                           | DY 4.5 04/15/29 144A                                                         | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    194000 | PA      | $188818.82    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1633                                                                    | CUSIP: 3132ADY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4931 | PA      | $4696.64      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZT1926                                                                    | CUSIP: 3132AED78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3357985 | PA      | $3048388.15   | 0.05%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                                               | ACT 6.25 05/28/29                                                            | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    244000 | PA      | $253182.50    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                                       | ENDP 8.5 04/15/31 144A                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $252995.36    | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FR QA5622                                                                    | CUSIP: 3133A0G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    419460 | PA      | $367926.49    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QN0783                                                                    | CUSIP: 3133G62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103585 | PA      | $99458.69     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                                       | ESAB 6.25 04/15/29 144A                                                      | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186342.70    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                                                               | EMACN V7.625 12/15/54                                                        | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $182197.14    | 0.00%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QN0786                                                                    | CUSIP: 3133G62T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241198 | PA      | $231825.97    | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QA4936                                                                    | CUSIP: 31346YPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229258 | PA      | $201091.68    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                                                             | EXCENE 8 05/15/30 144A                                                       | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    421000 | PA      | $443800.72    | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-3                                                       | EART 2024-3A E                                                               | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6670000 | PA      | $6941671.76   | 0.12%             | 2031-10-15      | Fixed         | 7.84%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD                                                                                        | Blackbird Apartments                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   7553119 | NS      | $7553119.35   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | SLST 2020-2 M1                                                               | CUSIP: 35564CGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5678112 | PA      | $5627136.45   | 0.10%             | 2060-09-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1                                                       | EART 2024-1A E                                                               | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $10675690.82  | 0.19%             | 2031-08-15      | Fixed         | 7.89%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                                                       | EART 2023-1A E                                                               | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3383801.51   | 0.06%             | 2030-09-16      | Fixed         | 12.07%                | Yes           |                  2 | On Loan: No      |
| Coherent (II-VI)                                                                                 | Coherent (II-VI) Term Loan B 200 2029-07-01                                  | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   2651095 | PA      | $2652208.53   | 0.05%             | 2029-07-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                        | CHASE 2021-CL1 M1                                                            | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1269245 | PA      | $1246252.55   | 0.02%             | 2050-02-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                             | ESA 2021-ESH E                                                               | CUSIP: 30227FAL4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |  12771566 | PA      | $12803454.68  | 0.23%             | 2038-07-15      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                             | ESA 2021-ESH F                                                               | CUSIP: 30227FAN0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |  10172651 | PA      | $10165068.98  | 0.18%             | 2038-07-15      | Variable      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                        | CHASE 2021-CL1 M4                                                            | CUSIP: 46591HCA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2054653 | PA      | $2034493.62   | 0.04%             | 2050-02-25      | Variable      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                        | CHASE 2021-CL1 M5                                                            | CUSIP: 46591HCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    821963 | PA      | $818008.14    | 0.01%             | 2050-02-25      | Variable      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Extenet Issuer Llc                                                                               | EXTNT 2024-1A C                                                              | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5443978.52   | 0.10%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                           | FAIRIC 4 06/15/28 144A                                                       | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    194000 | PA      | $188814.19    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                        | CACLN 2021-2 G                                                               | CUSIP: 48128U2S7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |   1098954 | PA      | $1102471.59   | 0.02%             | 2028-12-26      | Fixed         | 8.48%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                                | BRKHEC 6.125 04/01/36                                                        | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    236000 | PA      | $253816.65    | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                              | FRTITA 4.625 01/15/29 144A                                                   | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $186774.24    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                              | FRTITA 6.75 01/15/30 144A                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $248233.60    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NW 2021-FRR1 BK88                                                                                | NW 2021-FRR1 BK88                                                            | CUSIP: 62955LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $16884664.00  | 0.30%             | 2051-12-18      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| 180 Medical Inc.                                                                                 | CTECLN 3.875 10/15/29 144A                                                   | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190146.78    | 0.00%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Firstcash Inc                                                                                    | FCFS 4.625 09/01/28 144A                                                     | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    475000 | PA      | $466366.78    | 0.01%             | 2028-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FI 5.15 08/12/34                                                             | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4517000 | PA      | $4533512.30   | 0.08%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                                         | SWCH 2025-DATA E                                                             | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21830000 | PA      | $21614887.15  | 0.39%             | 2042-02-15      | Variable      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| ARTFI 2024-1A C                                                                                  | ARTFI 2024-1A D                                                              | CUSIP: 83589CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4023299.20   | 0.07%             | 2031-12-22      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Dawson Forest Holdings LLC                                                                       | Dawson Forest                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4299508 | NS      | $4428493.61   | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| FORA FINANCIAL ASSET SECURITIZATION                                                              | FORA 2024-1A A                                                               | CUSIP: 34512PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4962000 | PA      | $4984136.47   | 0.09%             | 2029-08-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Tibco Software Inc                                                                               | TIBX 6.5 03/31/29 144A                                                       | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    433000 | PA      | $437032.53    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 280 Park Avenue Trust                                                                            | PRK 2017-280P B                                                              | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5292225.22   | 0.09%             | 2034-09-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1                                                        | GPIF 2023-1A C                                                               | CUSIP: 383931AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2993953.50   | 0.05%             | 2026-09-01      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-2 LLC                                                    | GPIF 2023-2A B                                                               | CUSIP: 38410JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7438000 | PA      | $7500211.43   | 0.13%             | 2027-03-01      | Variable      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-2 LLC                                                    | GPIF 2023-2A C                                                               | CUSIP: 38410JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5022677.50   | 0.09%             | 2027-03-01      | Variable      | 9.75%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2024-1, LLC                                                   | GPIF 2024-1A C                                                               | CUSIP: 38410KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4377992.96   | 0.08%             | 2028-03-01      | Variable      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2024-1, LLC                                                   | GPIF 2024-1A D                                                               | CUSIP: 38410KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2702141.64   | 0.05%             | 2028-03-01      | Variable      | 11.57%                | Yes           |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2024-WOLF                                                                       | GWT 2024-WOLF D                                                              | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6684000 | PA      | $6703825.77   | 0.12%             | 2039-03-15      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing SaRL LLC and Herbalife International Inc.                                          | HLF 4.875 06/01/29 144A                                                      | CUSIP: 40390DAC9<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $2220678.51   | 0.04%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing SaRL LLC and Herbalife International Inc.                                          | HLF 12.25 04/15/29 144A                                                      | CUSIP: 40390DAD7<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |   4327000 | PA      | $4708122.16   | 0.08%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.125 06/15/29                                                           | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    253000 | PA      | $248579.85    | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.6 04/01/34                                                             | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    248000 | PA      | $253740.54    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                                       | HAS 6.05 05/14/34                                                            | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |  12986000 | PA      | $13392426.74  | 0.24%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Healthequity Inc                                                                                 | HQY 4.5 10/01/29 144A                                                        | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    194000 | PA      | $188622.86    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Heartland Dental                                                                                 | Heartland Dental Term Loan B 450 2028-04-01                                  | CUSIP: 42236WAW7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17678571 | PA      | $17680869.67  | 0.32%             | 2028-04-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC / Heartland Dental Finance Corp.                                            | HEARTL 10.5 04/30/28 144A                                                    | CUSIP: 42239PAB5<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |  11834000 | PA      | $12495414.09  | 0.22%             | 2028-04-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 6.625 06/15/29 144A                                                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246239.76    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7 06/15/30 144A                                                          | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   6988000 | PA      | $7297969.09   | 0.13%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7.25 06/15/33 144A                                                       | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   5034000 | PA      | $5274631.59   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 4.25 02/15/30 144A                                                      | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15018000 | PA      | $14439398.51  | 0.26%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 6.5 06/01/29 144A                                                       | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $182028.39    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 5.875 03/01/28 144A                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $184712.89    | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | HPE 6.35 10/15/45                                                            | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    249000 | PA      | $255440.48    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc           | HGVLLC 5 06/01/29 144A                                                       | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $250080.17    | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11890000 | PA      | $13963860.01  | 0.25%             | 2032-01-28      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   3250000 | PA      | $3819584.47   | 0.07%             | 2028-07-10      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |  11060000 | PA      | $13010193.87  | 0.23%             | 2032-03-22      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises                                                                             | Colonial Enterprises Term Loan B 175 2032-06-03                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  17321333 | PA      | $17195753.34  | 0.31%             | 2032-06-11      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                                            | BEAMOB L 06/17/30 2                                                          | CUSIP: 07363PAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1522673 | PA      | $1520769.66   | 0.03%             | 2030-06-18      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer Limited Partnership                                                      | CLGIX 2022-1CAN A2                                                           | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3599478.55   | 0.06%             | 2052-01-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc           | HGVLLC 4.875 07/01/31 144A                                                   | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18955000 | PA      | $17466206.06  | 0.31%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Vivid Seats                                                                                      | Vivid Seats Term Loan B 225 2029-02-01                                       | CUSIP: 44325HAF5<br>LEI: 549300LK73TSUP0YKH27 | Long             | LON              | CORP              | US        |   4215095 | PA      | $3647363.85   | 0.07%             | 2029-02-03      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                                       | ADNT 7.5 02/15/33 144A                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    249000 | PA      | $254627.65    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                      | AGKLN 7 05/21/30 144A                                                        | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   6973000 | PA      | $7116136.58   | 0.13%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                                          | AQNCN V4.75 01/18/82                                                         | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   8673000 | PA      | $8458984.18   | 0.15%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp / Atlas Luxco 4 SARL                 | UNSEAM 4.625 06/01/28 144A                                                   | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | N/A       |    456000 | PA      | $442626.52    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BARINGS LN PARTNERS CLO LTD 5                                                                    | BABSN LP-5A A                                                                | CUSIP: 06764CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25063470.00  | 0.45%             | 2035-01-22      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IX CLO                                                                             | CEDF 2018-9A AR                                                              | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  29000000 | PA      | $29112276.40  | 0.52%             | 2037-07-20      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING CLO LTD                                                                            | CEDF 2021-14A AR                                                             | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  37860000 | PA      | $38027170.83  | 0.68%             | 2037-10-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.875 01/15/28 144A                                                    | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $187019.25    | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                                     | HPP 5.95 02/15/28                                                            | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185191.71    | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                      | HUM 5.875 03/01/33                                                           | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  10364000 | PA      | $10710531.01  | 0.19%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V4.443 08/04/28                                                         | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    248000 | PA      | $247862.79    | 0.00%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V5.709 02/02/35                                                         | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    246000 | PA      | $251396.24    | 0.00%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ENVA 2018 LLC                                                                                    | ENVA 2024-A A                                                                | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1151188 | PA      | $1156086.77   | 0.02%             | 2030-10-21      | Fixed         | 7.43%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   6350000 | PA      | $7435881.11   | 0.13%             | 2030-11-08      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment                                                                            | Flutter Entertainment Term Loan B (Incremental) 200 2032-05-17               | CUSIP: N3313EAJ9<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | NL        |   2836500 | PA      | $2832954.38   | 0.05%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility                                                                                  | Beacon Mobility Term Loan B 325 2030-06-09                                   | CUSIP: 07363PAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11115509 | PA      | $11101614.61  | 0.20%             | 2030-06-18      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                               | UNSEAM 4.875 06/01/28 rEGS                                                   | CUSIP: L04308AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   7162000 | PA      | $9422553.86   | 0.17%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                      | AGKLN 5.375 05/21/30 144a                                                    | CUSIP: YO4261591<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   5090000 | PA      | $6132320.60   | 0.11%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                                                      | ARDGRP 8.875 02/15/32 144A                                                   | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    235000 | PA      | $247278.08    | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ARES LIII CLO LTD                                                                                | ARES 2019-53A A1R                                                            | CUSIP: 04009GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  47575000 | PA      | $47684569.98  | 0.86%             | 2036-10-24      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                               | ARES 2024-ALF8 A1                                                            | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20036916.00  | 0.36%             | 2038-01-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                                               | ASTONM 10 03/31/29 144A                                                      | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   9452000 | PA      | $8949990.10   | 0.16%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                                              | BTECN 8.5 04/30/30 144A                                                      | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $186112.76    | 0.00%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXVIII LTD                                                           | BSP 2022-28A AR                                                              | CUSIP: 08179KAN3<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |  40000000 | PA      | $40120016.00  | 0.72%             | 2037-10-20      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners Clo X                                                                    | BSP 2016-10A CRR                                                             | CUSIP: 08181LBC0<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6713741.03   | 0.12%             | 2034-04-20      | Variable      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXVIII LTD                                                                      | BLUEM 2021-28A A                                                             | CUSIP: 09630PAA1<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000000.00   | 0.09%             | 2034-04-17      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Cbam 2021-14 Ltd / Cbam 2021-14 LLC                                                              | CBAM 2021-14A A                                                              | CUSIP: 12511GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  60000000 | PA      | $60165108.00  | 1.08%             | 2034-04-20      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Ca Magnum Holdings                                                                               | HEXWIN 5.375 10/31/26 144A                                                   | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   6237000 | PA      | $6191225.41   | 0.11%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Capstone Copper Corp                                                                             | CAPCOP 6.75 03/31/33 144A                                                    | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |  13583000 | PA      | $13908435.10  | 0.25%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V3.547 09/18/31                                                           | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    271000 | PA      | $253509.93    | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Dryden 42 Senior Loan Fund                                                                       | DRSLF 2016-42A A2RR                                                          | CUSIP: 26244YBC9<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |  12250000 | PA      | $12276264.00  | 0.22%             | 2037-07-15      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD/ LLC                                                                          | DRSLF 2022-108A A1R                                                          | CUSIP: 26253MAN0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | JE        |  26050000 | PA      | $26134438.47  | 0.47%             | 2037-07-20      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Ecaf I Ltd                                                                                       | ECAF 2015-1A B1                                                              | CUSIP: 26827EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3163638 | PA      | $1265607.06   | 0.02%             | 2040-06-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                             | FMGAU 4.375 04/01/31 144A                                                    | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   3757000 | PA      | $3510545.98   | 0.06%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                      | FMCN 9.375 03/01/29 144A                                                     | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1594000 | PA      | $1691787.20   | 0.03%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                      | FMCN 8 03/01/33 144A                                                         | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  12105000 | PA      | $12415977.45  | 0.22%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V3.973 05/22/30                                                         | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $253202.14    | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V2.013 09/22/28                                                         | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    266000 | PA      | $252140.00    | 0.00%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V7.39 11/03/28                                                          | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    236000 | PA      | $250629.57    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V6.161 03/09/29                                                         | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    239000 | PA      | $248516.57    | 0.00%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Herbalife Ltd.                                                                                   | HLF 4.25 06/15/28                                                            | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |   7343000 | PA      | $6645415.00   | 0.12%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HudBay Minerals Inc                                                                              | HBMCN 4.5 04/01/26 144A                                                      | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   8968000 | PA      | $8912253.12   | 0.16%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                                                  | FIBCOP 7.2 07/18/36 144A                                                     | CUSIP: 683879AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    251000 | PA      | $244620.37    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Lonza Specialty Ingredients                                                                      | Lonza Specialty Ingredients Term Loan B 400 2028-04-17                       | CUSIP: L4780EAC8<br>LEI: 2221002FZ55AMAUX4G64 | Long             | LON              | CORP              | US        |  13922432 | PA      | $12663148.28  | 0.23%             | 2028-07-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                                                     | CAS 2021-R03 1B1                                                             | CUSIP: 20754AAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3442000 | PA      | $3515370.52   | 0.06%             | 2041-12-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R02                                                     | CAS 2022-R02 2B1                                                             | CUSIP: 20754BAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18903000 | PA      | $19728638.16  | 0.35%             | 2042-01-27      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R06                                                     | CAS 2023-R06 1B2                                                             | CUSIP: 20754EAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14170667 | PA      | $15096188.69  | 0.27%             | 2043-07-27      | Variable      | 10.21%                | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                                     | CAS 2022-R01 1B1                                                             | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13477000 | PA      | $13841583.14  | 0.25%             | 2041-12-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC                      | AMPBEV 3 09/01/29 REGs                                                       | CUSIP: G05210AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  21585000 | PA      | $22769449.67  | 0.41%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                                                             | HGVT 2022-1D D                                                               | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    869123 | PA      | $868033.05    | 0.02%             | 2034-06-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-1                                                              | HGVT 2025-1A C                                                               | CUSIP: 43283CAC5<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |   3477000 | PA      | $3502591.20   | 0.06%             | 2042-05-27      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND TRUST 2024-RTL1                                                      | HOF 2024-RTL1 A2                                                             | CUSIP: 43789FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4359000 | PA      | $4377321.31   | 0.08%             | 2029-07-25      | Variable      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                              | HWIRE 2021-1 C                                                               | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2924589.49   | 0.05%             | 2051-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                      | HBCT 2015-HB7 C7                                                             | CUSIP: 44422PBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14134000 | PA      | $13938742.27  | 0.25%             | 2034-08-05      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                      | HBCT 2015-HB10 A10                                                           | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3415010.02   | 0.06%             | 2034-08-05      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                                                    | LIFE 2022-BMR2 D                                                             | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9071097.33   | 0.16%             | 2039-05-15      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| LUXURY LEASE PT AUTO 2021-ARC2                                                                   | LLP 2024-4 A                                                                 | CUSIP: 55068XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2981075 | PA      | $2989909.01   | 0.05%             | 2030-07-15      | Fixed         | 7.29%                 | Yes           |                  2 | On Loan: No      |
| LUXURY LEASE PT AUTO 2021-ARC2                                                                   | LLP 2024-4 B                                                                 | CUSIP: 55068XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5116888.14   | 0.09%             | 2030-07-15      | Fixed         | 10.49%                | Yes           |                  2 | On Loan: No      |
| MKT 2020-525M MORTGAGE TRUST                                                                     | MKT 2020-525M F                                                              | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11900000 | PA      | $7872040.05   | 0.14%             | 2040-02-12      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL E 144A                                                                      | MHC 2021-MHC G                                                               | CUSIP: 55316VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8496000 | PA      | $8495970.70   | 0.15%             | 2038-04-15      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC & MIWD Finance Corp.                                                          | MIWIDO 5.5 02/01/30 144A                                                     | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |    197000 | PA      | $187271.29    | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.5 04/15/37                                                             | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92015.24     | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 4.75 07/15/30                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3646000 | PA      | $3662142.63   | 0.07%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 5.45 07/15/35                                                           | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3617000 | PA      | $3642171.03   | 0.07%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                      | MTCHII 4.625 06/01/28 144A                                                   | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    187000 | PA      | $182479.24    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mattel, Inc.                                                                                     | MAT 5.45 11/01/41                                                            | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   3882000 | PA      | $3450979.21   | 0.06%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mav Acquisition Corporation                                                                      | MHED 8 08/01/29 144A                                                         | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3517887.91   | 0.06%             | 2029-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                                      | MCFE 7.375 02/15/30 144A                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    269000 | PA      | $254039.23    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                                       | MHED 7.375 09/01/31 144A                                                     | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |  11645000 | PA      | $12147379.97  | 0.22%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Medline Industries                                                                               | Medline Industries Term Loan B (Incremental) 225 2028-10-01                  | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   7393845 | PA      | $7397467.98   | 0.13%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: 58503UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13000000 | PA      | $15262260.91  | 0.27%             | 2028-10-23      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LLP / Medline Co-Issuer Inc.                                                    | MEDIND 6.25 04/01/29 144A                                                    | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186965.69    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Datasite (fka Merrill Corp)                                                                      | Datasite (fka Merrill Corp) Term Loan B 325 2031-06-19                       | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |  16171968 | PA      | $16189716.71  | 0.21%             | 2031-07-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | MU 6.05 11/01/35                                                             | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256408.33    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications/Midcontinent Communications Finance Corp                             | MIDCON 8 08/15/32 144A                                                       | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |  15404000 | PA      | $16301652.70  | 0.29%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                                    | MIDCAP 5.625 01/15/30                                                        | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $185673.75    | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                                      | MWGAME 4.875 05/01/29 144A                                                   | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    454000 | PA      | $437322.95    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Minerva Merger Subordinated Inc.                                                                 | ATHENA 6.5 02/15/30 144A                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    254000 | PA      | $250003.44    | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EUC (End User Computing)                                                                         | EUC (End User Computing) Term Loan B 450 2031-04-01                          | CUSIP: 60753DAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15966765 | PA      | $15348052.86  | 0.28%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Mohegan Escrow Issuer LLC                                                                        | MOHEGN 8.25 04/15/30 144A                                                    | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13956000 | PA      | $14405494.85  | 0.26%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 4.375 06/15/28 144A                                                      | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    189000 | PA      | $184732.49    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                                | MOLX 5.25 04/30/32 144A                                                      | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   3604000 | PA      | $3657044.43   | 0.07%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.431 01/23/30 GMTN                                                      | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5746000 | PA      | $5737921.58   | 0.10%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.622 04/01/31 MTN                                                       | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2181627.95   | 0.04%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.948 01/19/38                                                           | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    898000 | PA      | $923815.13    | 0.02%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 7.875 03/15/30                                                           | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    236000 | PA      | $250766.41    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 7.5 05/15/31                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    243000 | PA      | $253899.04    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 6.75 03/15/32                                                            | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253683.19    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                           | OTEXCN 4.125 02/15/30 144A                                                   | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $186187.66    | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| OPEN TRUST 2023-AIR                                                                              | OPEN 2023-AIR D                                                              | CUSIP: 68373BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12000957.16  | 0.22%             | 2040-11-15      | Variable      | 11.00%                | Yes           |                  2 | On Loan: No      |
| Option Care Health Inc                                                                           | OPCH 4.375 10/31/29 144A                                                     | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187667.43    | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.354 12/02/28                                                          | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245794.07    | 0.00%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V6.875 10/20/34                                                          | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2911000 | PA      | $3254212.43   | 0.06%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc.                                                                                   | PRAA 5 10/01/29 144A                                                         | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    103000 | PA      | $94923.89     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pret 2021-Rn4 LLC                                                                                | PRET 2021-RN4 A1                                                             | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11992348 | PA      | $11980607.55  | 0.21%             | 2051-10-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| PSEG Power LLC                                                                                   | PEG 5.2 05/15/30 144A                                                        | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9304000 | PA      | $9494212.56   | 0.17%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                                   | PAID 2022-1 C                                                                | CUSIP: 69546MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2755862 | PA      | $2701726.49   | 0.05%             | 2029-10-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Petsmart Inc / Petsmart Financial Corporation                                                    | PETM 7.75 02/15/29 144A                                                      | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $244879.01    | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 6.25 07/01/33                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   8897000 | PA      | $9406620.16   | 0.17%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc.                                                                                | PBI 6.875 03/15/27 144A                                                      | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    183000 | PA      | $184665.30    | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Playtika Holding Corp                                                                            | PLTK 4.25 03/15/29 144A                                                      | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    209000 | PA      | $189669.59    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.625 04/15/30 144A                                                     | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    273000 | PA      | $262416.94    | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.5 09/15/31 144A                                                       | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    272000 | PA      | $252472.93    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT 2025-1 LLC                                                                   | PREF 2025-1A E                                                               | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3015927.30   | 0.05%             | 2032-05-17      | Fixed         | 7.08%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 202                                                              | PART 2023-1A E                                                               | CUSIP: 74113GAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6412714.23   | 0.12%             | 2030-05-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Prima Capital Cre Securitization 2019-VII Ltd.                                                   | PRIMA 2019-7A D                                                              | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10500000 | PA      | $9823551.15   | 0.18%             | 2050-12-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ProAmpac                                                                                         | ProAmpac Term Loan B 400 2028-09-01                                          | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   7419437 | PA      | $7436130.96   | 0.13%             | 2028-09-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LP / PFG Finance Corp                                               | PROFUN 9.75 09/15/29 144A                                                    | CUSIP: 74387UAK7<br>LEI: 54930043BMDE130FJ617 | Long             | DBT              | CORP              | US        |    162000 | PA      | $170345.75    | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products Inc.                                                                       | BECN 6.75 04/30/32 144A                                                      | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7630000 | PA      | $7860441.26   | 0.14%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.75 03/01/33 144A                                                    | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   4755000 | PA      | $4906332.63   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                                                          | RCKENE 5.5 10/15/29 144A                                                     | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    196000 | PA      | $189940.64    | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                              | GRADE 2023-FIG4 C                                                            | CUSIP: 79581UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5669540 | PA      | $5767119.20   | 0.10%             | 2053-11-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                              | GRADE 2024-FIG5 C                                                            | CUSIP: 79582MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3445566 | PA      | $3417349.21   | 0.06%             | 2054-04-25      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                              | GRADE 2023-RTL3 A1                                                           | CUSIP: 79583YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11149545 | PA      | $11063015.90  | 0.20%             | 2029-04-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 202                                                              | GRADE 2024-RTL4 A1                                                           | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12560275 | PA      | $12631155.14  | 0.23%             | 2030-02-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 202                                                              | GRADE 2024-RTL6 A2                                                           | CUSIP: 79585UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11300000 | PA      | $11432968.23  | 0.21%             | 2030-07-25      | Variable      | 8.68%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 202                                                              | GRADE 2024-RTL5 A1                                                           | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8052542 | PA      | $8185920.28   | 0.15%             | 2030-04-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Silver Aircraft Lease Investment Ltd/Silver Aircraft Leasing Inc                                 | SLVRR 2019-1 C                                                               | CUSIP: 827304AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    898315 | PA      | $494172.09    | 0.01%             | 2044-07-15      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| SILVER HLDGS LTD                                                                                 | SLVRR 2019-1 E                                                               | CUSIP: 82774HAA2<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |   1500000 | NS      | $232500.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 7.25 04/01/29 144A                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $3042916.39   | 0.05%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AASET 2019-2 TRUST                                                                               | AASET 2019-2 C                                                               | CUSIP: 00038RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4723808 | PA      | $4557222.94   | 0.08%             | 2039-10-16      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| ACCELERATED 2024-1 LLC                                                                           | AALLC 2024-1A D                                                              | CUSIP: 00440MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8257971 | PA      | $8133175.43   | 0.15%             | 2044-08-22      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 6 04/15/30 144A                                                         | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188128.40    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 6.5 10/15/30 144A                                                       | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  10496000 | PA      | $10836490.24  | 0.19%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                                              | RRR 4.625 12/01/31 144A                                                      | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    272000 | PA      | $254791.54    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Air Transport                                                                                    | Air Transport Term Loan B 275 2032-01-23                                     | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |  13487000 | PA      | $13524089.25  | 0.24%             | 2032-04-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| StoneX Escrow Issuer LLC                                                                         | SNEX 6.875 07/15/32 144A                                                     | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12451000 | PA      | $12576237.39  | 0.23%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                                        | ATSG 7.25 03/15/32 144A                                                      | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |   9015000 | PA      | $9556404.84   | 0.17%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT ISSUER                                                                                    | FIBER 2020-1A B                                                              | CUSIP: 86613XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2468309.99   | 0.04%             | 2050-12-20      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 6.25 07/01/33 144A                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   9881000 | PA      | $10046001.14  | 0.18%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Surgery Partners Inc                                                                             | Surgery Partners Inc COM USD0.01                                             | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |    288999 | NS      | $6424447.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                                    | SURCEN 7.25 04/15/32 144A                                                    | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   3081000 | PA      | $3139576.19   | 0.06%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                                     | SWTCH 2024-2A C                                                              | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10368975.00  | 0.19%             | 2054-06-25      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 6 12/31/30 144A                                                          | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |  16424000 | PA      | $16115498.15  | 0.29%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 6 09/01/31 144A                                                          | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |   7101000 | PA      | $6929482.45   | 0.12%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tapestry Inc                                                                                     | TPR 5.1 03/11/30                                                             | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248187.55    | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 01/15/28 144A                                                      | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184730.73    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Tegna Inc                                                                                        | TGNA 5 09/15/29                                                              | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    261000 | PA      | $249302.95    | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACHM TR 2024-HE1                                                                                 | ACHM 2024-HE1 B                                                              | CUSIP: 00449TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5278329 | PA      | $5447953.18   | 0.10%             | 2039-05-25      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                              | AFFRM 2024-A 1E                                                              | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4058989.62   | 0.07%             | 2029-02-15      | Fixed         | 9.17%                 | Yes           |                  2 | On Loan: No      |
| ATI Inc                                                                                          | ATI 4.875 10/01/29                                                           | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    191000 | PA      | $187078.98    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                           | ABCLN 2024-A G                                                               | CUSIP: 02007G2A0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3017029 | PA      | $3043299.03   | 0.05%             | 2032-05-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Tenneco Inc.                                                                                     | TEN 8 11/17/28 144A                                                          | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    249000 | PA      | $246235.45    | 0.00%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TerraForm Power Operating, LLC                                                                   | TERP 5 01/31/28 144A                                                         | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435518.47    | 0.01%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                                          | TEVA 6.15 02/01/36                                                           | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |  10878000 | PA      | $11183726.19  | 0.20%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                                | CHTR 8.375 07/15/33                                                          | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $248035.21    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                            | CHTR 6.75 06/15/39                                                           | CUSIP: 88732JAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $249818.22    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                                              | VRTV 10.5 11/30/30 144A                                                      | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |  19219000 | PA      | $20804471.41  | 0.37%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                           | ABCLN 2024-B E                                                               | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488113 | PA      | $1485865.20   | 0.03%             | 2032-09-15      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                           | ABCLN 2024-B G                                                               | CUSIP: 02007G4H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5394408 | PA      | $5392711.49   | 0.10%             | 2032-09-15      | Fixed         | 11.39%                | Yes           |                  2 | On Loan: No      |
| Verisign, Inc.                                                                                   | VRSN 2.7 06/15/31                                                            | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    280000 | PA      | $250908.37    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp.                                                       | VICTRA 8.75 09/15/29 144A                                                    | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |  18461000 | PA      | $19341312.79  | 0.35%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.375 05/01/29 144A                                                      | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146191.25    | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6.95 10/15/33 144A                                                       | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6865000 | PA      | $7538353.53   | 0.14%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                               | EVRI 9.25 07/01/32 144A                                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |  11118000 | PA      | $11567463.72  | 0.21%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   4951826 | PA      | $5852094.02   | 0.11%             | 2029-09-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   8340000 | PA      | $9316981.53   | 0.17%             | 2029-11-03      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Qlik Technologies                                                                                | Qlik Technologies Second-lien Term Loan 500 2032-11-09                       | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4952000 | PA      | $4914860.00   | 0.09%             | 2033-05-09      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                                                           | ABCLN 2024-A E                                                               | CUSIP: 02007GZ89<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   1693230 | PA      | $1716030.37   | 0.03%             | 2032-05-17      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC                                                      | AXIS 2024-1A E                                                               | CUSIP: 03237CAF9<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   2875000 | PA      | $2957529.18   | 0.05%             | 2032-04-20      | Fixed         | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                                                      | PROGRP 5.375 04/15/31 REGS                                                   | CUSIP: D6S035AH1<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |  13000000 | PA      | $15177435.69  | 0.27%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC                                                        | AXIS 2025-1A E                                                               | CUSIP: 03237FAF2<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1515320.10   | 0.03%             | 2034-01-20      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                                                       | AXIS 2024-2A E                                                               | CUSIP: 03238BAF0<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1434503.42   | 0.03%             | 2032-10-20      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 2.646 10/04/31 144A                                                      | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4898000 | PA      | $4243429.57   | 0.08%             | 2031-10-04      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                                   | ATWALD 6.25 01/15/30                                                         | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   8904000 | PA      | $8998035.05   | 0.16%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2023-1 LLC                                                                 | XCAP 2023-1A E                                                               | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2610755.54   | 0.05%             | 2032-12-15      | Fixed         | 10.97%                | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2021-1A D                                                              | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5863081.31   | 0.11%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.125 03/15/30 144A                                                     | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    181000 | PA      | $186133.16    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2022-1A A1                                                              | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23189260 | PA      | $23260472.88  | 0.42%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2022-1A A2                                                              | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21702067 | PA      | $21750450.00  | 0.39%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                                           | VISANT 8.375 12/01/31 144A                                                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10423000 | PA      | $11075761.22  | 0.20%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $19170.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $62708.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marex Group Plc                                                                                  | MARGRO 6.404 11/04/29                                                        | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   8899000 | PA      | $9160203.45   | 0.16%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                                             | MXPRLL 7.75 07/15/30 144A                                                    | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |  18213000 | PA      | $18245291.28  | 0.33%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 5.5 04/01/63                                                            | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $3809310.64   | 0.07%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.55 06/01/34                                                           | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |  12197000 | PA      | $13013684.16  | 0.23%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                                | CHH 5.85 08/01/34                                                            | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   9683000 | PA      | $9758536.11   | 0.18%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                           | CITSEC 5.5 06/18/30                                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1984298.54   | 0.04%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                           | CITSEC 6.2 06/18/35                                                          | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $2018187.50   | 0.04%             | 2035-06-18      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                              | CGCMT 2021-PRM2 E                                                            | CUSIP: 17291HAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1962669.79   | 0.04%             | 2038-10-15      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                    | MPEL 5.375 12/04/29 144A                                                     | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    485000 | PA      | $453189.58    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 9.25 10/01/28 144A                                                     | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   6885000 | PA      | $7046164.08   | 0.13%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1495.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1721.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIMA CAP LTD                                                                                    | PRIMA 2019-1S C                                                              | CUSIP: 74166KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8432000 | PA      | $6757511.04   | 0.12%             | 2033-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TGS ASA                                                                                          | TGSNO 8.5 01/15/30 144A                                                      | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $206414.37    | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                                      | TELEFO 7.045 06/20/36                                                        | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    226000 | PA      | $250921.39    | 0.00%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                                         | VMED 5 07/15/30 144A                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    271000 | PA      | $247653.51    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy CAD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $69.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4260.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                              | CGCMT 2021-PRM2 F                                                            | CUSIP: 17291HAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5921114.44   | 0.11%             | 2038-10-15      | Variable      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                              | CGCMT 2021-PRM2 G                                                            | CUSIP: 17291HAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12600000 | PA      | $12480001.44  | 0.22%             | 2038-10-15      | Variable      | 8.93%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD V7 04/04/79                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    421000 | PA      | $439248.25    | 0.01%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 4.75 07/15/31 144A                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  11857000 | PA      | $10968036.96  | 0.20%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2025-1 D                                                               | CUSIP: 446438TA1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   2510873 | PA      | $2510847.54   | 0.05%             | 2033-03-21      | Variable      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy GBP                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2522.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16118.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                              | CGCMT 2021-PRM2 J                                                            | CUSIP: 17291HAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5962827.00   | 0.11%             | 2036-10-15      | Variable      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.668 07/24/28                                                            | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    253000 | PA      | $249046.45    | 0.00%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.52 10/27/28                                                             | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    257000 | PA      | $251661.98    | 0.00%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4 PERP W                                                                  | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4964763.50   | 0.09%             | 2099-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2025-1 E                                                               | CUSIP: 446438TB9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   3138592 | PA      | $3138522.39   | 0.06%             | 2033-03-21      | Variable      | 11.45%                | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2024-1 C                                                               | CUSIP: 44644NAC3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   1467453 | PA      | $1473985.42   | 0.03%             | 2032-05-20      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $928.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $169630.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2024-1 D                                                               | CUSIP: 44644NAD1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    586981 | PA      | $601160.81    | 0.01%             | 2032-05-20      | Variable      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2024-1 E                                                               | CUSIP: 44644NAE9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   1760944 | PA      | $1782430.53   | 0.03%             | 2032-05-20      | Variable      | 12.55%                | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2024-2 E                                                               | CUSIP: 44644NAL3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   1341633 | PA      | $1347969.61   | 0.02%             | 2032-10-20      | Variable      | 11.80%                | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                              | RITM 8 04/01/29 144A                                                         | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   9813000 | PA      | $9914240.72   | 0.18%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.875 PERP X                                                              | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5236895.85   | 0.09%             | 2099-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.411 09/19/39                                                            | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194251.70    | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                              | RITM 8 07/15/30 144A                                                         | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   5197000 | PA      | $5222985.00   | 0.09%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Rfna LP                                                                                          | RFNALP 7.875 02/15/30 144A                                                   | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    244000 | PA      | $249682.76    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                     | CFG V5.841 01/23/30                                                          | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248578.04    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| AVOLDALE HILLS PREFERRED USD (PRIVATE DEAL)                                                      | Avondale Hill Holdings LP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4373293 | NS      | $4373293.22   | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| Regal Rexnord Corporation                                                                        | RRX 6.4 04/15/33                                                             | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   9295000 | PA      | $9813700.97   | 0.18%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                                    | RF V5.502 09/06/35                                                           | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81202.54     | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 3.375 11/13/25                                                             | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3874000 | PA      | $3848199.24   | 0.07%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 7.35 11/04/27                                                              | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8224000 | PA      | $8541050.99   | 0.15%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                                    | RTOLN 5.625 04/28/35 144A                                                    | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   4941000 | PA      | $5011505.70   | 0.09%             | 2035-04-28      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                             | REZI 4 09/01/29 144A                                                         | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    199000 | PA      | $187577.50    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Roblox Corporation                                                                               | RBLX 3.875 05/01/30 144A                                                     | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188674.42    | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.125 08/01/30 144A                                                      | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4709000 | PA      | $4798612.27   | 0.09%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2023-1PL D MTGE 144A                                                                        | ACHV 2023-1PL D                                                              | CUSIP: 00091XAD9<br>LEI: 549300V82ZKZDTAU0A46 | Long             | ABS-O            | CORP              | US        |   1963877 | PA      | $1989720.30   | 0.04%             | 2030-03-18      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.375 08/01/33 144A                                                      | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6015000 | PA      | $6154551.13   | 0.11%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                                              | ROCSOF 6.5 02/15/29 144A                                                     | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |  13233000 | PA      | $12839801.25  | 0.23%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| American Airlines                                                                                | American Airlines Term Loan B (Incremental) 325 2032-05-04                   | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | CY        |   2376000 | PA      | $2389068.00   | 0.04%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                                 | ABCSUP 3.875 11/15/29 144A                                                   | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    201000 | PA      | $190130.04    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                     | ROCKIE 4.95 07/15/29 144A                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186522.13    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                     | ROCKIE 4.8 05/15/30 144A                                                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    197000 | PA      | $190986.40    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                               | BX 2025-ROIC E                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22917000 | PA      | $22460052.54  | 0.40%             | 2030-03-15      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust 2017-CC                                                                                | BXP 2017-GM D                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6870000 | PA      | $6471448.92   | 0.12%             | 2039-06-13      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| BXHPP LTD                                                                                        | BXHPP 2021-FILM A                                                            | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8670000 | PA      | $8303741.47   | 0.15%             | 2036-08-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BXHPP LTD                                                                                        | BXHPP 2021-FILM B                                                            | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14243000 | PA      | $13209109.87  | 0.24%             | 2036-08-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Presidio                                                                                         | Presidio Term Loan B 375 2031-04-28                                          | CUSIP: 34966LAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5777965 | PA      | $5785187.46   | 0.10%             | 2031-06-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                                                     | PSDO 7.5 06/01/31 144A                                                       | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $245142.38    | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                                          | SUMMER BC HOLDCO B SARL                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |  11111000 | PA      | $11138777.50  | 0.20%             | 2029-02-15      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                                   | SOLEIN 5.375 10/01/29 REGs                                                   | CUSIP: U68195AC7<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3815014.60   | 0.07%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Six Flags                                                                                        | Six Flags Term Loan B (Add-on) 200 2031-05-01                                | CUSIP: 15018LAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4730833 | PA      | $4730833.00   | 0.08%             | 2031-05-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZK9163                                                                    | CUSIP: 3131XDFC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76460 | PA      | $73991.84     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM1434                                                                    | CUSIP: 3131XUSX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1968 | PA      | $1820.02      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM6276                                                                    | CUSIP: 3131Y06M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1211 | PA      | $1149.95      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                                   | TEVA 4.375 05/09/30                                                          | CUSIP: N8539TAL8<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |  13996000 | PA      | $16769255.54  | 0.30%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                               | PURGYM 8.25 10/11/28 REGS                                                    | CUSIP: G7113BAC1<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |   5150000 | PA      | $6361375.79   | 0.11%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZM5707                                                                    | CUSIP: 3131Y0KU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2091 | PA      | $1921.60      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2018-27 EA                                                               | CUSIP: 3136B1N26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11721 | PA      | $10559.49     | 0.00%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell EUR / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1232109.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell CAD / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-21354.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2018-56 SB                                                               | CUSIP: 3136B2SN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5623330 | PA      | $654937.95    | 0.01%             | 2048-08-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2020-100 BI                                                              | CUSIP: 3136BDDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12435525 | PA      | $1551253.38   | 0.03%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-12 FC                                                               | CUSIP: 3136BVFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32913671 | PA      | $32778504.46  | 0.59%             | 2055-03-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                                 | INTMAT 6.5 08/01/29 144A                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |  14443000 | PA      | $13734586.74  | 0.25%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 6.25 02/01/29                                                            | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193352.94    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC/ NGL Energy Finance Corp                                                | NGL 8.125 02/15/29 144A                                                      | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $193977.79    | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST 2022-3                                                                     | THRM 2022-3A B                                                               | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4570183.96   | 0.08%             | 2029-04-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBOLT III AIR LEASE 2019                                                                   | TBOLT 2019-1 E                                                               | CUSIP: 88607BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |   5000000 | NS      | $256250.00    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                               | TAST 2024-1A C                                                               | CUSIP: 89616LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1869180.59   | 0.03%             | 2028-01-18      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                               | TAST 2024-1A D                                                               | CUSIP: 89616LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3145000 | PA      | $3231222.55   | 0.06%             | 2028-04-17      | Fixed         | 8.61%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                               | TAST 2025-1A E                                                               | CUSIP: 89617CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2616875.82   | 0.05%             | 2032-04-15      | Fixed         | 10.37%                | Yes           |                  2 | On Loan: No      |
| Trimble Inc                                                                                      | TRMB 6.1 03/15/33                                                            | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    237000 | PA      | $251780.49    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                                 | TNET 3.5 03/01/29 144A                                                       | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187950.60    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tronox Incorporated                                                                              | TROX 4.625 03/15/29 144A                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |  12553000 | PA      | $10832096.68  | 0.19%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Twilio Inc                                                                                       | TWLO 3.625 03/15/29                                                          | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    197000 | PA      | $187552.56    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U S Bank National Assn Minneapolis Minnesota                                                     | USCLN 2023-1 C                                                               | CUSIP: 90357PAW4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   1338602 | PA      | $1364037.44   | 0.02%             | 2032-08-25      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 3.75 09/03/26 A                                                          | CUSIP: 90932QAA4<br>LEI: 549300MKG4NHSVSIVR18 | Long             | ABS-O            | CORP              | US        |   7658371 | PA      | $7549756.98   | 0.14%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 5.3 06/15/35                                                             | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2296000 | PA      | $2340136.38   | 0.04%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Caesars Republic Alexander Valley                                                                | Caesars Republic Alexander Valley Term Loan B 900 2031-05-27                 | CUSIP: 76837PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10866000 | PA      | $10540020.00  | 0.19%             | 2031-06-17      | Floating      | 13.32%                | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN V7 04/15/55                                                            | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    427000 | PA      | $436546.68    | 0.01%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 05/15/32                                                           | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    269000 | PA      | $256614.63    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd.                                                         | NEM 5.35 03/15/34                                                            | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251328.90    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TALLMAN PARK CLO LTD                                                                             | TALPK 2021-1A D                                                              | CUSIP: 874777AG0<br>LEI: 549300F1X3PF0EWH0F90 | Long             | ABS-CBDO         | CORP              | KY        |   4390000 | PA      | $4407392.74   | 0.08%             | 2034-04-20      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBOLT II APS LIMITED                                                                       | TBOLT 2018-A G                                                               | CUSIP: 88606X100<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |        10 | NS      | $1413110.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                               | NXST 4.75 11/01/28 144A                                                      | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23377.34     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Swch Commercial Mortgage Trust 2025-Data                                                         | SWCH 2025-DATA F                                                             | CUSIP: 78489CAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24830000 | PA      | $23773468.96  | 0.43%             | 2042-02-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                                     | TRIVIU 12.25 01/15/31 144A                                                   | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   5647000 | PA      | $6053211.30   | 0.11%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                                     | TRIVIU 8.25 07/15/30 144A                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   6366000 | PA      | $6731962.24   | 0.12%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                                    | SIXSLP 6.5 03/11/29                                                          | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $3014033.40   | 0.05%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SK NEPTURE HUSKY GROUP                                                                           | SK Neptune Husky Finance Sarl                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    232620 | PA      | $44197.88     | 0.00%             | 2024-04-30      | Variable      | 13.59%                | No            |                  2 | On Loan: No      |
| Invesco CLO 2021-2 Ltd.                                                                          | INVCO 2021-2A D                                                              | CUSIP: 46149MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4960593.00   | 0.09%             | 2034-07-17      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Ithaca Energy (North Sea) plc                                                                    | IAECN 8.125 10/15/29 144A                                                    | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205970.40    | 0.00%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V2.569 09/22/26 144A                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1233000 | PA      | $1226636.83   | 0.02%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Heubach Group                                                                                    | Heubach Group Term Loan B 500 2028-10-06                                     | CUSIP: L6124KAC4<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   7944280 | PA      | $244286.63    | 0.00%             | 2029-01-03      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                                    | Foundation Building Materials Term Loan B-2 (Incremental) 400 2031-01-16     | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |  13684398 | PA      | $13371572.93  | 0.24%             | 2031-01-29      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                                                    | Foundation Building Materials Term Loan B-3 (Incremental) 525 2031-01-01     | CUSIP: 35039KAE6<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   3787000 | PA      | $3727847.06   | 0.07%             | 2031-01-29      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 9.125 05/15/31 144A                                                   | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $250480.10    | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V5.853 05/19/34                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $254954.70    | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V6.136 08/24/34                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    233000 | PA      | $252101.16    | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: F6456UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |  10140000 | PA      | $11914356.69  | 0.21%             | 2032-02-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                                          | Asurion First-lien Term Loan B-13 425 2030-09-01                             | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  13800000 | PA      | $13392900.00  | 0.24%             | 2030-09-19      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                              | AZORRA 7.75 04/15/30 144A                                                    | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    246000 | PA      | $256516.01    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | BBVASM V6.033 03/13/35                                                       | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $208543.74    | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment S.A.S.                                                                     | BANIJA 8.125 05/01/29 144A                                                   | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207492.20    | 0.00%             | 2029-05-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V4.875 12/01/32                                                           | CUSIP: 251526BN8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    249000 | PA      | $246312.24    | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V6.72 01/18/29                                                            | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    235000 | PA      | $246861.05    | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V6.819 11/20/29                                                           | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    237000 | PA      | $252789.27    | 0.00%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                                        | EOFP 8 06/15/30 144A                                                         | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |  13931000 | PA      | $14273507.57  | 0.26%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1215801.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell GBP / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7087.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy CAD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20633.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy GBP                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7273.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy CAD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $21.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $38501.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $471.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | US T-NOTE 10YR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2116 | NC      | $3996808.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                              | US T-BOND 30YR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -30 | NC      | $-112134.79   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                              | US T-NOTE ULTRA 10Y                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -3887 | NC      | $-8622084.40  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust 2019-R04                                                     | CAS 2019-R04 2B1                                                             | CUSIP: 20753TAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3949363 | PA      | $4095552.92   | 0.07%             | 2039-06-27      | Variable      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R01                                                     | CAS 2024-R01 1B1                                                             | CUSIP: 20753UAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14329655 | PA      | $14674222.57  | 0.26%             | 2044-01-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2019-R05 1B1                                                             | CUSIP: 20754HAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5991086 | PA      | $6157402.96   | 0.11%             | 2039-07-25      | Variable      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2010-109 BS                                                              | CUSIP: 31398NTM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588203 | PA      | $820812.45    | 0.01%             | 2040-10-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                                | UPBD 6.375 02/15/29 144A                                                     | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188945.37    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom-Munksjo                                                                                 | Ahlstrom-Munksjo Term Loan B (Incremental) 425 2030-05-18                    | CUSIP: 78475BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | FI        |  11458779 | PA      | $11415808.58  | 0.20%             | 2030-05-22      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-FLWR                                                                                  | SREIT 2021-FLWR F                                                            | CUSIP: 78485GAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5600000 | PA      | $5601652.41   | 0.10%             | 2036-07-15      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                                           | SAH 4.875 11/15/31 144A                                                      | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256628.60    | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                                       | STENOR 7.375 06/01/31 144A                                                   | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    233000 | PA      | $242423.22    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Specialty Building Products Holding Llc / Sbp Finance                                            | SBPLLC 7.75 10/15/29 144A                                                    | CUSIP: 84749AAC1<br>LEI: 549300ICFD46O3KMJC06 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75671.87     | 0.00%             | 2029-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Star Parent Inc.                                                                                 | SYNH 9 10/01/30 144A                                                         | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $252436.51    | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 6.5 07/01/30 144A                                                       | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247886.40    | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Syneos Health fka INC Research/inVentiv Health                                                   | Syneos Health fka INC Research/inVentiv Health Term Loan B 400 2030-09-04    | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |  13327249 | PA      | $13189845.23  | 0.24%             | 2030-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-DNA2 B2                                                           | CUSIP: 35564KDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12308000 | PA      | $14955157.02  | 0.27%             | 2033-08-25      | Variable      | 10.31%                | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                            | CHTR 6.55 05/01/37                                                           | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $257171.99    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                            | CHTR 7.3 07/01/38                                                            | CUSIP: 88732JAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $249722.99    | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Titan International, Inc.                                                                        | TWI 7 04/30/28                                                               | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188760.46    | 0.00%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 4.875 05/01/29                                                           | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    192000 | PA      | $188655.55    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | US T-NOTE 2YR                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      3415 | NC      | $3018368.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.375 03/01/29 144A                                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185695.41    | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm                                                                                        | TransDigm Term Loan L (Incremental) 250 2032-01-01                           | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   6795850 | PA      | $6804956.44   | 0.12%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Trimas Corporation                                                                               | TRS 4.125 04/15/29 144A                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    198000 | PA      | $188097.87    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                                     | USFOOD 4.75 02/15/29 144A                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    189000 | PA      | $185684.22    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                                     | USFOOD 4.625 06/01/30 144A                                                   | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    194000 | PA      | $188892.27    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| USI Inc                                                                                          | USI Inc Term Loan B 225 2030-09-01                                           | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   8534530 | PA      | $8505171.59   | 0.15%             | 2030-09-29      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| U.S. AUTO FD TR 2022-1                                                                           | USAUT 2022-1A A                                                              | CUSIP: 90355FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143894 | PA      | $143279.99    | 0.00%             | 2025-04-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| U S Acute Care Solutions LLC                                                                     | USACUT 9.75 05/15/29 144A                                                    | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $254765.19    | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2024-1                                                   | UACST 2024-1 D                                                               | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4584677.46   | 0.08%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.548 07/22/28 MTN                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    247000 | PA      | $247557.33    | 0.00%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.678 01/23/35                                                          | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5548000 | PA      | $5759799.06   | 0.10%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Capital LLC             | UNIT 6 01/15/30 144A                                                         | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5633000 | PA      | $5276997.22   | 0.09%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                                  | UHS 2.65 10/15/30                                                            | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  20489000 | PA      | $18268373.91  | 0.33%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 4.5 05/01/29 144A                                                        | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3091285.92   | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 7.375 06/30/30 144A                                                      | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1114421.60   | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8 08/15/28 144A                                                          | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    244000 | PA      | $247606.08    | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-KJ32 MTG TR                                                                           | FREMF 2020-KJ32 BFX                                                          | CUSIP: 30317BAC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16245778 | PA      | $14535321.57  | 0.26%             | 2033-11-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8.5 07/31/31 144A                                                        | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   7418000 | PA      | $7426216.70   | 0.13%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                                                     | UPST 2021-1 C                                                                | CUSIP: 91681NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78173 | PA      | $78066.66     | 0.00%             | 2031-03-20      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2023-3                                                              | UPST 2023-3 B                                                                | CUSIP: 91684MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14500000 | PA      | $14997904.81  | 0.27%             | 2033-10-20      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                                       | USAC 6.875 09/01/27                                                          | CUSIP: 91740PAF5<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    247000 | PA      | $247496.86    | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-DNA3 B2                                                           | CUSIP: 35564KFH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20836000 | PA      | $25690241.52  | 0.46%             | 2033-10-25      | Variable      | 10.56%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-HQA3 M2                                                           | CUSIP: 35564KJP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29152135 | PA      | $29386184.13  | 0.53%             | 2041-09-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                          | VBTEL 2024-1A F                                                              | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11408864.50  | 0.20%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                              | VLO 6.625 06/15/37                                                           | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    233000 | PA      | $250762.98    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Global Net Lease Inc / Global Net Lease Operating Partnership LP                                 | GNL 4.5 09/30/28 144A                                                        | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    194000 | PA      | $187973.53    | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Vertical Bridge Llc 2016-1                                                                       | VBTOW 2020-2A B                                                              | CUSIP: 92535VAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5714117.13   | 0.10%             | 2050-09-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Vertical Bridge Llc 2016-1                                                                       | VBTOW 2020-2A C                                                              | CUSIP: 92535VAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $11920105.20  | 0.21%             | 2050-09-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-HQA3 B1                                                           | CUSIP: 35564KKK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4734000 | PA      | $4840833.57   | 0.09%             | 2041-09-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-HQA3 B2                                                           | CUSIP: 35564KKL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20670000 | PA      | $21692237.09  | 0.39%             | 2041-09-25      | Variable      | 10.56%                | Yes           |                  2 | On Loan: No      |
| Ahlstrom-Munksjo                                                                                 | Ahlstrom-Munksjo Term Loan B 400 2028-02-29                                  | CUSIP: BL3566777<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |   3567994 | PA      | $3557968.38   | 0.06%             | 2028-02-04      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                                  | SOBOCN V7.625 03/01/55 144A                                                  | CUSIP: 836720AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    182000 | PA      | $188944.57    | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                             | FREMF 2018-KSW4 C                                                            | CUSIP: 302960AH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18042207 | PA      | $16326365.95  | 0.29%             | 2028-10-25      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                             | FREMF 2019-KF70 C                                                            | CUSIP: 30298UAJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13914000 | PA      | $12748427.03  | 0.23%             | 2029-09-25      | Variable      | 10.43%                | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                             | FREMF 2019-KF72 B                                                            | CUSIP: 30314JAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2679587 | PA      | $2652572.94   | 0.05%             | 2026-11-25      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| CLAS 2018-1 LTD                                                                                  | CLAST 2018-1 E                                                               | CUSIP: 12563AAA9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1000000 | NS      | $50000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPC ASSET SECURITIZATION III LLC                                                                 | CPCAS 2024-1A D                                                              | CUSIP: 126203AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8437000 | PA      | $8586334.90   | 0.15%             | 2030-08-15      | Fixed         | 13.45%                | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 11.25 05/15/28 144A                                                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   8044000 | PA      | $8013726.41   | 0.14%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Cpts 2019-Cpt Mtg Trust                                                                          | CPTS 2019-CPT F                                                              | CUSIP: 12654YAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11135000 | PA      | $8392825.07   | 0.15%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| LV Collective LLC                                                                                | University of Michigan Student Housing Land Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    632869 | PA      | $632868.78    | 0.01%             | 2028-11-21      | Fixed         | 9.39%                 | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 8.375 04/01/32 144A                                                   | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $247640.37    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CQP Holdco LP & Bip-V Chinook Holdco LLC                                                         | BLKCQP 5.5 06/15/31                                                          | CUSIP: 12657NAA8<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |    253000 | PA      | $249937.74    | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CVR Partners, LP and CVR Nitrogen Finance Corporation                                            | UAN 6.125 06/15/28 144A                                                      | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182768.89    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 4.78 03/25/38                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6836000 | PA      | $6273592.23   | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS V6.75 12/10/54                                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    236000 | PA      | $236513.91    | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-DNA6 B1                                                           | CUSIP: 35564KLU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14440000 | PA      | $14834974.24  | 0.27%             | 2041-10-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-DNA7 B1                                                           | CUSIP: 35564KND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38921208 | PA      | $40163915.17  | 0.72%             | 2041-11-25      | Variable      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                             | FREMF 2021-KF98 CS                                                           | CUSIP: 30318HAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3330998 | PA      | $3301000.12   | 0.06%             | 2030-12-25      | Variable      | 12.81%                | Yes           |                  2 | On Loan: No      |
| FTAI Infra Escrow Holdings LLC                                                                   | FIP 10.5 06/01/27 144A                                                       | CUSIP: 30327TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16077000 | PA      | $16727395.04  | 0.30%             | 2027-06-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | FCX 5.45 03/15/43                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    264000 | PA      | $249484.12    | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5021                                                                    | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79304 | PA      | $77547.74     | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-DNA7 B2                                                           | CUSIP: 35564KNE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10694207.98  | 0.19%             | 2041-11-25      | Variable      | 12.11%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-HQA4 B1                                                           | CUSIP: 35564KPN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27058500 | PA      | $27851951.00  | 0.50%             | 2041-12-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN BD7109                                                                    | CUSIP: 3617BN3S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       465 | PA      | $441.29       | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN BD7135                                                                    | CUSIP: 3617BN4U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1609 | PA      | $1524.74      | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 784182                                                                    | CUSIP: 3622A2UF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8819 | PA      | $8619.23      | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GALAXY SENIOR PARTICIPATION INTERES                                                              | GALAXY SENIOR PARTICIPATION INTERES 0% BDS 31/07/26 USD5000000 A1X 25-1 144A | CUSIP: 362922AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15786944 | PA      | $15871342.19  | 0.28%             | 2026-07-31      | Variable      | 8.64%                 | No            |                  3 | On Loan: No      |
| OASIS SECURITISATION 24-1A                                                                       | OASIS 2024-1A A                                                              | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7944904.80   | 0.14%             | 2038-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                                  | SOBOCN V7.5 03/01/55 144A                                                    | CUSIP: 836720AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    248000 | PA      | $255873.26    | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Start II Ltd                                                                                     | Start II Ltd COM                                                             | CUSIP: 85572H101<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |   1500000 | NS      | $892500.00    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 24-1A                                                                       | OASIS 2024-1A B                                                              | CUSIP: 53161XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2973855.00   | 0.05%             | 2038-09-30      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION IV LLC                                                               | ONDK 2023-1A B                                                               | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6289185.00   | 0.11%             | 2030-08-19      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS V7 03/10/55                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7362000 | PA      | $7593242.19   | 0.14%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                   | CRVNA 2021-N3 E                                                              | CUSIP: 14687GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9024542 | PA      | $8799788.28   | 0.16%             | 2028-06-12      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST                                                                       | GAM 2021-FRR2 CK74                                                           | CUSIP: 36459TBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18068494 | PA      | $14027263.92  | 0.25%             | 2051-09-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2014-8 S                                                                 | CUSIP: 38378P6S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282111 | PA      | $23839.00     | 0.00%             | 2044-01-20      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Upland Clo Limited                                                                               | UPLND 2016-1A CR                                                             | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7974940.80   | 0.14%             | 2031-04-21      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2014-166 SA                                                              | CUSIP: 38378XM65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    438113 | PA      | $34086.33     | 0.00%             | 2055-10-16      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1                                                        | GPIF 2023-1A B                                                               | CUSIP: 383931AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3000570.30   | 0.05%             | 2026-09-01      | Variable      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                                                  | GPOR 6.75 09/01/29 144A                                                      | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186523.19    | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                      | HBCT 2015-HB10 B10                                                           | CUSIP: 44422PBW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2610923 | PA      | $2535960.52   | 0.05%             | 2034-08-05      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION IV LLC                                                               | ONDK 2024-1A B                                                               | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6076297.80   | 0.11%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| OAK STREET INVESTMENT                                                                            | OAKIG 2020-1A B1                                                             | CUSIP: 67181DAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4499000 | PA      | $4400466.50   | 0.08%             | 2050-11-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NE                                                                   | OAKIG 2021-1A B1                                                             | CUSIP: 67190AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6053891.88   | 0.11%             | 2051-01-20      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION IV LLC                                                               | ONDK 2025-1A C                                                               | CUSIP: 68237DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1281605.02   | 0.02%             | 2032-04-19      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION IV LLC                                                               | ONDK 2025-1A D                                                               | CUSIP: 68237DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2790987.64   | 0.05%             | 2032-04-19      | Fixed         | 8.77%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 5.5 05/15/54                                                          | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    279000 | PA      | $256598.64    | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                      | HBCT 2015-HB10 C10                                                           | CUSIP: 44422PBY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3864419 | PA      | $3613439.08   | 0.06%             | 2034-08-05      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 6 05/20/34                                                              | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4317000 | PA      | $4464095.73   | 0.08%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                                  | CLGX 4.5 05/01/28 144A                                                       | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    199000 | PA      | $189822.58    | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 9.25 06/01/30 144A                                                      | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16128000 | PA      | $16488192.11  | 0.30%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION II LLC                                                                | CPEF 2023-1A B                                                               | CUSIP: 224092AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6524000 | PA      | $6678264.82   | 0.12%             | 2032-03-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION II LLC                                                                | CPEF 2023-1A C                                                               | CUSIP: 224092AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5679600.45   | 0.10%             | 2032-03-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2023-K511 MORTGAGE TRUST                                                                   | FREMF 2023-K511 C                                                            | CUSIP: 30334FAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19094019 | PA      | $17700176.62  | 0.32%             | 2028-11-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FS COMMERCIAL MORTGAGE TRUST 2023-4                                                              | FS 2023-4SZN D                                                               | CUSIP: 30334RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5193000 | PA      | $5359538.24   | 0.10%             | 2039-11-10      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                    | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8292606 | PA      | $6876602.06   | 0.12%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                    | CUSIP: 01F030678<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 127088381 | PA      | $109933228.80 | 1.97%             | 2051-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                    | CUSIP: 01F032674<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 216140409 | PA      | $194600936.54 | 3.49%             | 2051-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                    | CUSIP: 01F040677<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  66395947 | PA      | $61740263.20  | 1.11%             | 2052-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                                     | CAS 2024-R04 1B1                                                             | CUSIP: 20753GAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4590000 | PA      | $4615103.22   | 0.08%             | 2044-05-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                              | CAS 2021-R02 2B1                                                             | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8750000 | PA      | $8980249.38   | 0.16%             | 2041-11-25      | Variable      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                              | CAS 2021-R01 1B1                                                             | CUSIP: 20754RAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27737621 | PA      | $28404923.93  | 0.51%             | 2041-10-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                    | CUSIP: 01F042673<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 114465836 | PA      | $109481077.77 | 1.96%             | 2054-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                    | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  53678280 | PA      | $52614430.17  | 0.94%             | 2055-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R01                                                     | CAS 2025-R01 1M2                                                             | CUSIP: 20755JAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7908000 | PA      | $7911442.11   | 0.14%             | 2045-01-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                                                     | CAS 2024-R06 1M2                                                             | CUSIP: 20755RAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4335227 | PA      | $4348774.58   | 0.08%             | 2044-09-26      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                                         | CRWD 3 02/15/29                                                              | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   8114000 | PA      | $7665469.44   | 0.14%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                                  | CSAIL 2021-C20 XA                                                            | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  58101757 | PA      | $2446574.00   | 0.04%             | 2054-03-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                    | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 254042652 | PA      | $254032236.25 | 4.56%             | 2055-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                    | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 123331000 | PA      | $125344995.23 | 2.25%             | 2055-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 5.45 02/15/34                                                         | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    247000 | PA      | $250492.51    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 5.8 01/15/55                                                          | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    262000 | PA      | $250696.55    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Patrick Industries Inc.                                                                          | PATK 4.75 05/01/29 144A                                                      | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194241.34    | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Patrick Industries Inc.                                                                          | PATK 6.375 11/01/32 144A                                                     | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |  10289000 | PA      | $10317263.88  | 0.19%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Quiksilver Inc                                                                                   | Authentic Brands Group LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      9143 | PA      | $9143.02      | 0.00%             | 2029-09-01      | Variable      | 5.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2021-HQA4 B2                                                           | CUSIP: 35564KPP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10262000 | PA      | $10862005.67  | 0.19%             | 2041-12-25      | Variable      | 11.31%                | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R03                                                     | CAS 2024-R03 2B1                                                             | CUSIP: 207941AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8290000 | PA      | $8537977.13   | 0.15%             | 2044-03-25      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                                                   | FREMF 2020-KF78 C                                                            | CUSIP: 302979AG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21141543 | PA      | $20889146.39  | 0.37%             | 2030-03-25      | Variable      | 12.30%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                    | CUSIP: 01F062671<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9400000 | PA      | $9703902.00   | 0.17%             | 2054-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  98660539 | PA      | $89672958.54  | 1.61%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                           | PENN 4.125 07/01/29 144A                                                     | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18113000 | PA      | $16783650.70  | 0.30%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 6.875 02/15/33 144A                                                     | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    243000 | PA      | $249075.00    | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.75 06/15/35                                                           | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   7269000 | PA      | $7353933.83   | 0.13%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                                | LYB 5.5 03/01/34                                                             | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    249000 | PA      | $248531.69    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16054402 | PA      | $14922630.88  | 0.27%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7343765 | PA      | $7213170.83   | 0.13%             | 2055-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1                                                                          | FHF 2025-1A C                                                                | CUSIP: 30340RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6100000 | PA      | $6208717.98   | 0.11%             | 2031-08-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1                                                                          | FHF 2025-1A D                                                                | CUSIP: 30340RAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4340000 | PA      | $4381231.69   | 0.08%             | 2032-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Receive Performance on Equity.JAAA UN/Pay: USD/SOF                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  91769836 | OU      | $527412.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Receive Performance on Equity.JAAA UN/Pay: USD/SOF                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  39293404 | OU      | $225824.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                                              | BPR 2024-PMDW E                                                              | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $15440988.82  | 0.28%             | 2041-11-05      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                                    | LBZZ 2024-1A B                                                               | CUSIP: 525935AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2565669.36   | 0.05%             | 2029-09-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                                    | LBZZ 2024-1A C                                                               | CUSIP: 525935AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4981000 | PA      | $5213303.24   | 0.09%             | 2030-09-15      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZK8962                                                                    | CUSIP: 3131XC5X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133017 | PA      | $128785.36    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZN4240                                                                    | CUSIP: 3131YAV98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    404216 | PA      | $394108.05    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2024-CES1 A1B                                                           | CUSIP: 749424AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8695729 | PA      | $8749272.00   | 0.16%             | 2044-02-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT LINKED N                                                              | SBCLN 2024-B E                                                               | CUSIP: 80280BAE8<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5999008.90   | 0.11%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Tr 2023-2                                                                | LBZZ 2023-2A B                                                               | CUSIP: 52608MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9826000 | PA      | $10433532.13  | 0.19%             | 2029-06-15      | Fixed         | 8.69%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2025-2                                                             | LBZZ 2025-2A C                                                               | CUSIP: 52611JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3329000 | PA      | $3351820.56   | 0.06%             | 2031-04-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT LINKED N                                                              | SBCLN 2024-B F                                                               | CUSIP: 80280BAF5<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |  16200000 | PA      | $16207743.60  | 0.29%             | 2033-01-18      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT LINKED N                                                              | SBCLN 2024-B G                                                               | CUSIP: 80280BAG3<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |  10013000 | PA      | $10023404.51  | 0.18%             | 2033-01-18      | Fixed         | 12.23%                | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 5.141 03/15/52                                                           | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7680000 | PA      | $5356800.00   | 0.10%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Varsity Brands                                                                                   | Varsity Brands Term Loan B 350 2031-08-01                                    | CUSIP: 92227QAF3<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |  20958000 | PA      | $20938299.48  | 0.38%             | 2031-08-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2022-C E                                                               | CUSIP: 80290CBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150389 | PA      | $150808.83    | 0.00%             | 2032-12-15      | Fixed         | 11.37%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2023-A E                                                               | CUSIP: 80290CBX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154372 | PA      | $155505.33    | 0.00%             | 2033-06-15      | Fixed         | 10.07%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2023-B E                                                               | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2803200 | PA      | $2831808.54   | 0.05%             | 2033-12-15      | Fixed         | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2023-B F                                                               | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5276611 | PA      | $5279039.24   | 0.09%             | 2033-12-15      | Fixed         | 12.24%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QA1615                                                                    | CUSIP: 31334XYL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1761570 | PA      | $1605169.45   | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM5836                                                                    | CUSIP: 3140JAPW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759141 | PA      | $689150.15    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BO2983                                                                    | CUSIP: 3140JXJ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310196 | PA      | $276067.66    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BO3223                                                                    | CUSIP: 3140JXSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89676 | PA      | $86219.59     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2023-B G                                                               | CUSIP: 80290CCG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2968094 | PA      | $3078560.76   | 0.06%             | 2033-12-15      | Fixed         | 17.13%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2024-A E                                                               | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6752543 | PA      | $6811528.65   | 0.12%             | 2032-06-15      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                                            | BWXT 4.125 06/30/28 144A                                                     | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    192000 | PA      | $187309.38    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                                            | BWXT 4.125 04/15/29 144A                                                     | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    194000 | PA      | $187033.21    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2022-DNA1 B2                                                           | CUSIP: 35564KQZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18943000 | PA      | $20363221.06  | 0.37%             | 2042-01-27      | Variable      | 11.41%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2023-HQA3 M2                                                           | CUSIP: 35564NAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7490866 | PA      | $7902793.24   | 0.14%             | 2043-11-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2024-A F                                                               | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7648081 | PA      | $7713974.10   | 0.14%             | 2032-06-15      | Fixed         | 10.17%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1                                            | SBCLN 2024-A G                                                               | CUSIP: 80290CCP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7413394 | PA      | $7490377.33   | 0.13%             | 2032-06-15      | Fixed         | 13.03%                | Yes           |                  2 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                                                           | VNTV 2025-RTL1 A1                                                            | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16491000 | PA      | $16601057.64  | 0.30%             | 2030-03-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc.                                                                    | WBA 8.125 08/15/29                                                           | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    234000 | PA      | $248174.80    | 0.00%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                                                    | LIFE 2021-BMR E                                                              | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12600000 | PA      | $12476158.38  | 0.22%             | 2038-03-15      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                       | LAD 4.375 01/15/31 144A                                                      | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   6689000 | PA      | $6360400.53   | 0.11%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS5362                                                                    | CUSIP: 3140XL5Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4027946 | PA      | $3909719.20   | 0.07%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 995757                                                                    | CUSIP: 31416CE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       473 | PA      | $495.22       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                       | LAD 3.875 06/01/29 144A                                                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3528633.39   | 0.06%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LOANME TRUST SBL                                                                                 | LMTBL 2019-1 B                                                               | CUSIP: 53947KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4197919 | PA      | $1007500.49   | 0.02%             | 2030-08-15      | Variable      | 13.00%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB6280                                                                    | CUSIP: 31417C6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831997 | PA      | $755289.43    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB8517                                                                    | CUSIP: 31417FPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27612 | PA      | $24949.15     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC                                                  | SRFC 2024-2A D                                                               | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2367327 | PA      | $2364822.39   | 0.04%             | 2041-06-20      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                         | SRFC 2021-1A D                                                               | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480348 | PA      | $1452914.23   | 0.03%             | 2037-11-20      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL5887                                                                    | CUSIP: 3138ENRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2679 | PA      | $2641.25      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL5942                                                                    | CUSIP: 3138ENS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4122 | PA      | $4138.30      | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                      | W 7.25 10/31/29 144A                                                         | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    447000 | PA      | $447200.26    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                          | WEEKHM 4.875 09/15/28 144A                                                   | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    192000 | PA      | $185967.53    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2024-HQA2 M2                                                           | CUSIP: 35564NEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13345000 | PA      | $13370966.90  | 0.24%             | 2044-08-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2024-DNA3 M2                                                           | CUSIP: 35564NFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10310573 | PA      | $10324844.94  | 0.19%             | 2044-10-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Receive Performance on Equity.JAAA UN/Pay: USD/SOF                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  61209948 | OU      | $351781.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | US T-NOTE 5YR                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      7713 | NC      | $8989365.03   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2025-800D                                               | GSMS 2025-800D A                                                             | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22910000 | PA      | $22916192.57  | 0.41%             | 2041-11-25      | Variable      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.691 06/05/28                                                           | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246446.44    | 0.00%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                                            | LONRID 8.75 02/15/32 144A                                                    | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21748000 | PA      | $22590808.51  | 0.41%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Louisiana Pacific Corporation                                                                    | LPX 3.625 03/15/29 144A                                                      | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    196000 | PA      | $186747.84    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.808 07/25/28 MTN                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    246000 | PA      | $248073.76    | 0.00%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.244 01/24/31                                                          | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8305000 | PA      | $8519580.52   | 0.15%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA1327                                                                    | CUSIP: 31418APM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1022830 | PA      | $928527.45    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA1363                                                                    | CUSIP: 31418AQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423068 | PA      | $384062.06    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                            | WDC 2.85 02/01/29                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   7929000 | PA      | $7350660.33   | 0.13%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp                                                                                      | WAB 5.5 05/29/35                                                             | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    249000 | PA      | $252626.81    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.482 08/23/28                                                           | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    248000 | PA      | $248329.46    | 0.00%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc.                                                                           | GBDC 6 07/15/29                                                              | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    243000 | PA      | $246299.56    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA1384                                                                    | CUSIP: 31418ARE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379400 | PA      | $342807.03    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA1447                                                                    | CUSIP: 31418ATD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320617 | PA      | $289693.63    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| White Cap                                                                                        | White Cap Term Loan B 325 2029-10-01                                         | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10101240 | PA      | $10030531.32  | 0.18%             | 2029-10-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| WildFire Intermediate Holdings LLC                                                               | WILDFI 7.5 10/15/29 144A                                                     | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    194000 | PA      | $192714.09    | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2894                                                                    | CUSIP: 31418CGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35093 | PA      | $31070.89     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL1631                                                                    | CUSIP: 31427NY52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21723589 | PA      | $21535956.74  | 0.39%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                                                    | WLSNRT 11 08/15/32 144A                                                      | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |  13125000 | PA      | $11924403.75  | 0.21%             | 2032-08-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: —       |
| VZ Secured Financing BV                                                                          | ZIGGO 5 01/15/32 144a                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $249090.35    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2024-3 RECEIVABLES FUNDING LLC                                                  | SRFC 2024-3A D                                                               | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4291910 | PA      | $4157854.89   | 0.07%             | 2041-08-20      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-1 RECEIVABLES FUNDING LLC                                                  | SRFC 2025-1A D                                                               | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8115945 | PA      | $7832768.88   | 0.14%             | 2042-01-21      | Fixed         | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                           | LUMN 4.125 04/15/29 144A                                                     | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $5506987.50   | 0.10%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                           | LUMN 10 10/15/32 144A                                                        | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5106250.00   | 0.09%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RJ3069                                                                    | CUSIP: 3142GTMT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29253065 | PA      | $29375560.99  | 0.53%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-1                                                                | FCAT 2023-1 E                                                                | CUSIP: 337955AN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7897893.60   | 0.14%             | 2030-04-15      | Fixed         | 11.44%                | Yes           |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                  | GTN 10.5 07/15/29 144A                                                       | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    398000 | PA      | $427561.45    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                      | HBCT 2015-HB7 A7                                                             | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1313571 | PA      | $1304315.45   | 0.02%             | 2034-08-05      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2022-4                                                                | FCAT 2022-4 E                                                                | CUSIP: 33843XAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4627253.00   | 0.08%             | 2030-01-15      | Fixed         | 12.66%                | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-3                                                                | FCAT 2023-3 E                                                                | CUSIP: 33846BAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3124404.08   | 0.06%             | 2030-06-17      | Fixed         | 9.74%                 | Yes           |                  2 | On Loan: No      |
| OVG Business Services                                                                            | OVG Business Services Term Loan B 300 2031-06-03                             | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10230213 | PA      | $10153486.75  | 0.18%             | 2031-06-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                                                | OGN 7.875 05/15/34 144a                                                      | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    282000 | PA      | $254659.61    | 0.00%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd Bermuda                                                            | WFRD 8.625 04/30/30 144A                                                     | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    237000 | PA      | $244282.35    | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Hudson's Bay Simon JV Trust                                                                      | HBCT 2015-HB7 B7                                                             | CUSIP: 44422PBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2973070.36   | 0.05%             | 2034-08-05      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2                                                         | ILPT 2022-LPF2 D                                                             | CUSIP: 449652AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4818030.68   | 0.09%             | 2039-10-15      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-13INV                                                               | FSMT 2021-13IN A17                                                           | CUSIP: 33853HAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13665228 | PA      | $11536665.53  | 0.21%             | 2051-12-30      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                  | FFIN 2023-2A D                                                               | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2878888 | PA      | $3061901.62   | 0.05%             | 2049-06-15      | Fixed         | 9.10%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2                                                         | ILPT 2022-LPF2 E                                                             | CUSIP: 449652AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3827000 | PA      | $3785562.03   | 0.07%             | 2039-10-15      | Variable      | 10.25%                | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp.                                                                               | IM 4.75 05/15/29 144A                                                        | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    454000 | PA      | $438333.55    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co                                                                                     | OGN 5.125 04/30/31 144A                                                      | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |  17733000 | PA      | $15389684.95  | 0.28%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Long Ridge Energy                                                                                | Long Ridge Energy Term Loan B 450 2032-01-21                                 | CUSIP: 54288BAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7018000 | PA      | $6903957.50   | 0.12%             | 2032-02-19      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN BB4357                                                                    | CUSIP: 3617AUZW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2797 | PA      | $2651.15      | 0.00%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN BC7161                                                                    | CUSIP: 3617BA5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       328 | PA      | $311.35       | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2022-3 RECEIVABLES FUNDING LLC                                                  | SRFC 2022-3A C                                                               | CUSIP: 826934AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    616357 | PA      | $630923.93    | 0.01%             | 2039-07-20      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2024-1 RECEIVABLES                                                              | SRFC 2024-1A D                                                               | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1112956 | PA      | $1121432.48   | 0.02%             | 2043-01-20      | Fixed         | 8.02%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC                                                  | SRFC 2023-1A C                                                               | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    816289 | PA      | $831953.96    | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                                              | SRFC 2023-3A D                                                               | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1207768 | PA      | $1238660.75   | 0.02%             | 2040-09-20      | Fixed         | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V3.574 11/07/28                                                       | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    256000 | PA      | $250601.67    | 0.00%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V5.59 11/26/35                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203443.07    | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 BH3672                                                                    | CUSIP: 3617H1CH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       659 | PA      | $640.11       | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 BH3673                                                                    | CUSIP: 3617H1CJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1566 | PA      | $1521.94      | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 5.7 02/10/53                                                            | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    267000 | PA      | $248480.48    | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 3.625 09/01/28                                                           | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249624.63    | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GEO Group Inc                                                                                    | GEO 10.25 04/15/31                                                           | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $246770.55    | 0.00%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GCAT                                                                                             | GCAT 2022-INV1 A26                                                           | CUSIP: 36168YBC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14654148 | PA      | $12374254.58  | 0.22%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.375 03/15/30                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    248000 | PA      | $248695.39    | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 4.75 02/01/32                                                            | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    261000 | PA      | $253792.72    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-B                                                              | BX 2024-BIO2 D                                                               | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7480000 | PA      | $7452992.02   | 0.13%             | 2041-08-13      | Variable      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2024-EDU1, LLC                                               | BVCLN 2024-EDU1 C                                                            | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2633998 | PA      | $2623416.69   | 0.05%             | 2047-06-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Twitter Inc                                                                                      | Twitter Inc                                                                  | CUSIP: 90184NAK4<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |   9285000 | PA      | $9021955.95   | 0.16%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA V6.25 02/28/57                                                          | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    193000 | PA      | $181660.29    | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2024-EDU1, LLC                                               | BVCLN 2024-EDU1 D                                                            | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053599 | PA      | $1079148.03   | 0.02%             | 2047-06-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC / Blue Racer Finance Corp                                              | BLURAC 7 07/15/29 144A                                                       | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $183683.98    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream, LLC / Blue Racer Finance Corp                                              | BLURAC 7.25 07/15/32 144A                                                    | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3119000 | PA      | $3305070.18   | 0.06%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                             | OWL 6.25 04/18/34                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   7953000 | PA      | $8183291.92   | 0.15%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA V6.375 03/30/62                                                         | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    189000 | PA      | $185699.22    | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-VTT                                                   | WFCM 2025-VTT D                                                              | CUSIP: 94990GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11187000 | PA      | $11242833.60  | 0.20%             | 2038-03-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                               | BA 5.93 05/01/60                                                             | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    266000 | PA      | $252849.49    | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                               | BA 7.008 05/01/64                                                            | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    229000 | PA      | $251521.48    | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                                                | GGAMFI 8 06/15/28 144A                                                       | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   2977000 | PA      | $3148829.46   | 0.06%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 5.3 01/15/29                                                            | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    244000 | PA      | $246705.47    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-VTT                                                   | WFCM 2025-VTT E                                                              | CUSIP: 94990GAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7617000 | PA      | $7640175.48   | 0.14%             | 2038-03-15      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61                                                   | WFCM 2021-C61 XA                                                             | CUSIP: 95003QBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  75883743 | PA      | $4130108.41   | 0.07%             | 2054-11-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 4 01/15/31                                                              | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   6609000 | PA      | $6229330.79   | 0.11%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 3.25 01/15/32                                                           | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    288000 | PA      | $253472.98    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 6.25 06/01/32 144A                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |  12490000 | PA      | $12817465.19  | 0.23%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  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        |   6216000 | PA      | $6319210.53   | 0.11%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.14 01/24/31                                                           | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4407000 | PA      | $4519285.82   | 0.08%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 6.75 05/01/33 144A                                                    | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |  10389000 | PA      | $10682032.13  | 0.19%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERICAL MORTGAGE TRUST 2024-MGP                                                   | WFCM 2024-MGP C11                                                            | CUSIP: 95003TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17100000 | PA      | $17062559.32  | 0.31%             | 2041-08-15      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts 2022-1 Llc                                                                      | WESTR 2022-1A D                                                              | CUSIP: 96034JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2053569 | PA      | $2031203.99   | 0.04%             | 2036-08-20      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Janus Detroit Street Trust                                                                       | Janus Detroit Street Trust HENDERSON EMERGING MARKETS DEBT HARD CURRENCY ETF | CUSIP: 47103U738<br>LEI: 5493003MM7OCK5UJW595 | Long             | EC               | RF                | US        |   4662146 | NS      | $241262325.78 | 4.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                                   | JEFCAP 8.25 05/15/30 144A                                                    | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    424000 | PA      | $439327.48    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V5.679 01/05/35                                                       | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    243000 | PA      | $249437.97    | 0.00%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 8 LTD                                                                         | OAKC 2021-8A A2R                                                             | CUSIP: 67707GAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26000000 | PA      | $26024655.80  | 0.47%             | 2038-01-20      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WESTGATE RESORTS 2024-1 LLC                                                                      | WESTR 2024-1A C                                                              | CUSIP: 96034KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2975755 | PA      | $3010679.57   | 0.05%             | 2038-01-20      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| WESTGATE RESORTS 2024-1 LLC                                                                      | WESTR 2024-1A D                                                              | CUSIP: 96034KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1487878 | PA      | $1510383.86   | 0.03%             | 2038-01-20      | Fixed         | 9.26%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.65 PERP KK                                                            | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1401865.95   | 0.03%             | 2099-12-31      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V4.789 06/01/33 MTN                                                      | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    257000 | PA      | $250540.10    | 0.00%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                        | WIN 8.25 10/01/31 144A                                                       | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    237000 | PA      | $248206.78    | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Worldwide Plaza Tst                                                                              | WPT 2017-WWP A                                                               | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6453000 | PA      | $4521282.02   | 0.08%             | 2036-11-10      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V6.401 03/06/35                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    236000 | PA      | $251742.26    | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas LLC                                                                         | KTGLLC 8.5 02/15/30 144A                                                     | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    181000 | PA      | $187324.50    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: L7000HAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2660000 | PA      | $3137837.56   | 0.06%             | 2030-01-21      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Tst                                                                              | WPT 2017-WWP F                                                               | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4305008 | PA      | $302078.18    | 0.01%             | 2036-11-10      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance Llc / Wynn Resorts Capital Corp                                             | WYNFIN 7.125 02/15/31 144A                                                   | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $250618.34    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JANUS CAPITAL GROUP INC                                                                          | Janus Henderson Cash Liquidity Fund LLC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        | 101226371 | NS      | $101246616.02 | 1.82%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   6040000 | PA      | $7129638.65   | 0.13%             | 2031-05-16      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance Llc / Wynn Resorts Capital Corp                                             | WYNFIN 6.25 03/15/33 144A                                                    | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11087000 | PA      | $11158089.84  | 0.20%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | YUM 4.75 01/15/30 144A                                                       | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    188000 | PA      | $186228.21    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ATG Entertainment                                                                                | ATG Entertainment Term Loan B 375 2032-03-22                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   7014000 | PA      | $7022767.50   | 0.13%             | 2032-04-29      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                                | INEGRP 7.5 04/15/29 144a                                                     | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200414.40    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 3.75 10/01/30 144A                                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   4921000 | PA      | $4604867.09   | 0.08%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Company                                                                           | GM 6.25 04/15/35                                                             | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   6590000 | PA      | $6780043.94   | 0.12%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6542                                                                    | CUSIP: 3138EPHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4343 | PA      | $4281.57      | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL8438                                                                    | CUSIP: 3138ETLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1642995 | PA      | $1484528.50   | 0.03%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM 5.71 01/15/26                                                          | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    580000 | PA      | $581284.73    | 0.01%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.                  | JBSSBZ 5.5 01/15/36 144A                                                     | CUSIP: 472140AE2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |  13020000 | PA      | $13039139.40  | 0.23%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 5.95 04/15/35                                                            | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   8868000 | PA      | $9000035.65   | 0.16%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boyne USA Inc                                                                                    | BIGSKY 4.75 05/15/29 144A                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $187276.16    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Broadstone Net Lease Inc                                                                         | BNL 2.6 09/15/31                                                             | CUSIP: 11135EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4638000 | PA      | $3937691.82   | 0.07%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                                         | BROPAR 5.875 04/15/29 144A                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |  10478000 | PA      | $10354983.04  | 0.19%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 6.75 03/15/34                                                         | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   4757000 | PA      | $5193050.41   | 0.09%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2900000 | PA      | $3330231.79   | 0.06%             | 2031-06-23      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                               | BURLN 6.25 04/15/28 144A                                                     | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   4962000 | PA      | $4915630.11   | 0.09%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                               | BURLN 6.875 04/15/30 144A                                                    | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $4020778.98   | 0.07%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST                                                                    | COMM 2024-WCL1 D                                                             | CUSIP: 20047DAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11189350.85  | 0.20%             | 2041-06-15      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                              | CMP 6.75 12/01/27 144A                                                       | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54450.52     | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM V5.75 PERP A                                                              | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13680000 | PA      | $13501431.27  | 0.24%             | 2099-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Getty Images Inc.                                                                                | ABEGET 11.25 02/21/30 144A                                                   | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   5796000 | PA      | $5752530.00   | 0.10%             | 2030-02-21      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AR9225                                                                    | CUSIP: 3138W7HB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1376792 | PA      | $1244001.02   | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8547                                                                    | CUSIP: 3138WJP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288873 | PA      | $255763.40    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Z CAPITAL CREDIT PARTNERS CLO 2018-1 LTD                                                         | ZCCP 2018-1A A2                                                              | CUSIP: 98878CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    276240 | PA      | $276379.23    | 0.00%             | 2031-01-16      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Zuora Inc                                                                                        | Zuora Inc Term Loan B 350 2031-12-04                                         | CUSIP: 98980XAC9<br>LEI: 549300ISVGC1YZWQJ420 | Long             | LON              | CORP              | US        |  13045000 | PA      | $12974296.10  | 0.23%             | 2032-02-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                              | CMP 8 07/01/30 144A                                                          | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |  13909000 | PA      | $14369947.32  | 0.26%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL/Connect US Finco LLC                                                          | ISATLN 9 09/15/29 144A                                                       | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $201025.60    | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V9.25 PERP 144A                                                          | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2432000 | PA      | $2605720.19   | 0.05%             | 2099-12-31      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 7.45 05/01/34 144A                                                    | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  18481000 | PA      | $20091988.77  | 0.36%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENTS PARTNERS 42 LTD                                                              | OCT42 2019-3A A1RR                                                           | CUSIP: 67576PAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20064384.00  | 0.36%             | 2037-07-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Parkland Corporation                                                                             | PKICN 4.5 10/01/29 144A                                                      | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    196000 | PA      | $188411.86    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: G4800AAF1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |  10760000 | PA      | $12613446.26  | 0.23%             | 2031-02-28      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT2957                                                                    | CUSIP: 3138WQJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1610 | PA      | $1455.15      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BE3616                                                                    | CUSIP: 3140FPAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628224 | PA      | $597171.14    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                                                                    | LGIH 4 07/15/29 144A                                                         | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   6159000 | PA      | $5510977.00   | 0.10%             | 2029-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes Inc                                                                                    | LGIH 7 11/15/32 144A                                                         | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   7537000 | PA      | $7173339.75   | 0.13%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN BF0189                                                                    | CUSIP: 3140FXF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19020 | PA      | $16226.23     | 0.00%             | 2057-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BF0167                                                                    | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4346467 | PA      | $3721238.92   | 0.07%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ4559                                                                    | CUSIP: 3140H6B57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2307 | PA      | $2128.06      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ4566                                                                    | CUSIP: 3140H6CC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8854 | PA      | $8416.40      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                                   | BRITEL 9.625 12/15/30                                                        | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    199000 | PA      | $244775.00    | 0.00%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 6.25 09/15/27 144A                                                     | CUSIP: 11283YAB6<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    251000 | PA      | $249937.62    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ4960                                                                    | CUSIP: 3140H6QN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2755039 | PA      | $2520231.06   | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK1964                                                                    | CUSIP: 3140HFFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2661 | PA      | $2528.92      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                              | KNTK 6.625 12/15/28 144A                                                     | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    178000 | PA      | $182056.62    | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3511                                                                    | CUSIP: 3140J73V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6094 | PA      | $6049.50      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN FA2021                                                                    | CUSIP: 3140W2G70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38945767 | PA      | $38609382.34  | 0.69%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 4.875 02/15/30 144A                                                    | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $446296.07    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 5 06/15/29 144a                                                        | CUSIP: 11283YAG5<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $194756.82    | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| LHOME MTG TR 2024-RTL1                                                                           | LHOME 2024-RTL1 A1                                                           | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6076000 | PA      | $6115410.15   | 0.11%             | 2029-01-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL3                                                                           | LHOME 2024-RTL3 A2                                                           | CUSIP: 50205GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3646587.24   | 0.07%             | 2029-05-25      | Variable      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                             | FYBR 8.625 03/15/31 144A                                                     | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10336000 | PA      | $10982079.90  | 0.20%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                                          | FLL 8.25 02/15/28 144A                                                       | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |  14823000 | PA      | $14403126.67  | 0.26%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                                  | MAGLLC 4.875 05/01/29 144A                                                   | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    452000 | PA      | $439547.71    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                                | LAMR 3.75 02/15/28                                                           | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $185140.39    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL2                                                                   | LHOME 2024-RTL2 A1                                                           | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5303729 | PA      | $5355801.54   | 0.10%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL2                                                                   | LHOME 2024-RTL2 A2                                                           | CUSIP: 50205JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2075000 | PA      | $2098556.85   | 0.04%             | 2029-03-25      | Variable      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                             | LHOME 2024-RTL5 A2                                                           | CUSIP: 50205WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9488000 | PA      | $9472450.12   | 0.17%             | 2039-09-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 3.75 07/15/29 144A                                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   6822000 | PA      | $5739007.50   | 0.10%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                                | LAMR 4.875 01/15/29                                                          | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $186829.92    | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                             | LVS 3.9 08/08/29                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    267000 | PA      | $254214.54    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell CAD / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-130994.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6739.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $403274.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 11 10/15/30 144A                                                      | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   5887000 | PA      | $6494514.85   | 0.12%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 10 06/01/32 144A                                                      | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   6673000 | PA      | $6884300.55   | 0.12%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Lightning Power LLC                                                                              | LIGPLL 7.25 08/15/32 144A                                                    | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |  12968000 | PA      | $13648181.20  | 0.24%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Lions Gate Television Inc.                                                                       | LGF 5.5 04/15/29 144a                                                        | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14594000 | PA      | $12683207.58  | 0.23%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SAND TRUST                                                                                       | SAND 2021-1A DR                                                              | CUSIP: 800130AW6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |  10375000 | PA      | $10415039.20  | 0.19%             | 2034-10-16      | Variable      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| STORM KING PARK CLO LTD                                                                          | STKPK 2022-1A AR                                                             | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  23900000 | PA      | $23986319.63  | 0.43%             | 2037-10-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                  | MVWOT 2021-1WA D                                                             | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801131 | PA      | $766500.49    | 0.01%             | 2041-01-22      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-2                                                                    | MFT 2023-2A D                                                                | CUSIP: 57109LAD5<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |   9300000 | PA      | $9470743.77   | 0.17%             | 2033-06-15      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy CAD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $189.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4110.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                  | WYNMAC 5.125 12/15/29 144A                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |  12049000 | PA      | $11577161.16  | 0.21%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                  | WYNMAC 5.625 08/26/28 144A                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    456000 | PA      | $448288.45    | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell EUR / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-121481.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell EUR / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13200425.61 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                             | LVS 5.625 06/15/28                                                           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253988.78    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                                    | LBZZ 2024-2A C                                                               | CUSIP: 525920AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2101751.03   | 0.04%             | 2031-05-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2149.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell EUR / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-104028.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 6.875 06/30/33 144A                                                     | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   7144178 | PA      | $7269365.57   | 0.13%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST 2022-MHIL                                                          | MHP 2022-MHIL G                                                              | CUSIP: 55293DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4104000 | PA      | $4035050.38   | 0.07%             | 2027-01-15      | Variable      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell EUR / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-193215.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7000.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-1                                                                    | MFT 2023-1A D                                                                | CUSIP: 57110PAD3<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |  14300000 | PA      | $14701213.17  | 0.26%             | 2033-04-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                                     | MWA 4 06/15/29 144A                                                          | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    193000 | PA      | $185287.45    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL                                                          | MTN 2022-LPFL F                                                              | CUSIP: 62475WAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19300000 | PA      | $19292680.64  | 0.35%             | 2039-03-15      | Variable      | 9.61%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    197000 | PA      | $188970.50    | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-4                                                                    | MFT 2023-4A B                                                                | CUSIP: 57108UAB0<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2609549.14   | 0.05%             | 2033-12-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-3                                                                    | MFT 2023-3A D                                                                | CUSIP: 57109RAD2<br>LEI: 549300J7CH2COR8VWE03 | Long             | ABS-O            | CORP              | US        |   9571000 | PA      | $9921199.60   | 0.18%             | 2033-09-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| MELLO WHSE SECURITIZATION TR 19-1                                                                | MWST 2024-1 F                                                                | CUSIP: 58553FAF2<br>LEI: 549300MG3C2ML9FTA089 | Long             | ABS-O            | CORP              | US        |  11458000 | PA      | $11383817.47  | 0.20%             | 2057-10-25      | Variable      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST                                                       | MFCC 2024-1A C                                                               | CUSIP: 58940BAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12197940.73  | 0.22%             | 2029-02-20      | Fixed         | 11.49%                | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 5.25 10/01/29 144A                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188518.91    | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                                   | SOLEIN 7.25 06/15/31 144A                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |  10365000 | PA      | $10572300.00  | 0.19%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks Inc                                                                                 | AMCX 10.5 07/15/32 144A                                                      | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |  10899000 | PA      | $11043302.76  | 0.20%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Angi Group Llc                                                                                   | ANGI 3.875 08/15/28 144A                                                     | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186467.10    | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: 68163YAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4500000 | PA      | $5255953.78   | 0.09%             | 2031-06-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                                            | RRC 4.75 02/15/30 144A                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    191000 | PA      | $185788.34    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Rand Parent LLC                                                                                  | AAWW 8.5 02/15/30 144A                                                       | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20498000 | PA      | $20583271.68  | 0.37%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holding LLC                                                                    | RCM 6.875 11/15/31 144A                                                      | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15414000 | PA      | $15414648.62  | 0.28%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                              | MLANE 2023-B C                                                               | CUSIP: 60510MAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10182000 | PA      | $10194310.66  | 0.18%             | 2028-11-15      | Fixed         | 9.67%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                              | MLANE 2023-B D                                                               | CUSIP: 60510MAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6976000 | PA      | $6984405.71   | 0.13%             | 2028-11-15      | Fixed         | 11.97%                | Yes           |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC / APH2 Somerset Inv 2 LLC / APH3 Somerset Inv 2                           | AQUARI 7.875 11/01/29 144A                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $191284.17    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                             | ALPGEN 6.75 10/15/32 144A                                                    | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   6208000 | PA      | $6399485.76   | 0.11%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp.                                                                                     | AEE 5.375 03/15/35                                                           | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |  19035000 | PA      | $19153861.20  | 0.34%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                          | AAL 8.5 05/15/29 144A                                                        | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  15625000 | PA      | $16383343.75  | 0.29%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NBC FUNDING LLC                                                                                  | BUNDT 2021-1 B                                                               | CUSIP: 62878YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2814557.40   | 0.05%             | 2051-07-30      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC/ NGL Energy Finance Corp                                                | NGL 8.375 02/15/32 144A                                                      | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $267801.80    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Z CAPITAL CREDIT PARTNERS CLO 2018-1 LTD                                                         | ZCCP 2018-1A B                                                               | CUSIP: 98878CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255567.88   | 0.02%             | 2031-01-16      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | AEP V3.875 02/15/62                                                          | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  12055000 | PA      | $11566318.63  | 0.21%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V3.55 PERP                                                               | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1500128.10   | 0.03%             | 2099-12-31      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell GBP / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-563818.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell EUR / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-47625.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.375 02/15/29 144A                                                      | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    198000 | PA      | $186704.83    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 7 03/15/33 144A                                                          | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   8477000 | PA      | $9305160.52   | 0.17%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                        | RRX 6.3 02/15/30 *                                                           | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1947349.25   | 0.03%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LifePoint Health                                                                                 | LifePoint Health Term Loan B (Incremental) 350 2031-05-01                    | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    988769 | PA      | $971999.85    | 0.02%             | 2031-05-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                              | ABIBB 8.2 01/15/39                                                           | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    195000 | PA      | $248697.39    | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.375 06/15/29 144A                                                       | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188572.36    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | Sell EUR / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-116.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12115.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2525.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell USD / Buy EUR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20635.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Sell EUR / Buy USD                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-301597.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Protective Industrial Products                                                                   | Protective Industrial Products Term Loan B 400 2032-01-05                    | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12280000 | PA      | $12019050.00  | 0.22%             | 2032-05-21      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| gategroup                                                                                        | gategroup Term Loan B 425 2032-05-13                                         | CUSIP: N/A<br>LEI: 529900Y8BGAFVVVYVN24       | Long             | LON              | CORP              | US        |   4341000 | PA      | $4349161.08   | 0.08%             | 2032-05-28      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 6.25 11/01/34 144A                                                       | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3845132.43   | 0.07%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mtg LLC / Nrm Fnt1 Excess LLC                                                    | NZES 2024-FNT1 A                                                             | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15420633 | PA      | $15543190.20  | 0.28%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                                      | ARI 4.625 06/15/29 144A                                                      | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185378.49    | 0.00%             | 2029-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.5 12/01/34                                                             | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  12073000 | PA      | $12257663.30  | 0.22%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                                       | ACA 4.375 04/15/29 144A                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188632.00    | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Fairbanks Morse Defense                                                                          | Fairbanks Morse Defense Term Loan B 350 2030-06-01                           | CUSIP: 03960DAH6<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |   5780323 | PA      | $5803039.67   | 0.10%             | 2030-06-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 4.875 03/15/28                                                          | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   7832000 | PA      | $7722743.60   | 0.14%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 5.5 03/15/29                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3117000 | PA      | $3052715.62   | 0.05%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD 2021-11                                                                       | CGMS 2021-11A A2R                                                            | CUSIP: 143122AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13525170.75  | 0.24%             | 2037-07-27      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Us Clo 2018-2 LLC                                                                        | CGMS 2017-2A AR2                                                             | CUSIP: 14315JBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  32500000 | PA      | $32631735.50  | 0.59%             | 2037-07-20      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO 2023-4 LTD                                                                        | CGMS 2023-4A D                                                               | CUSIP: 14319CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5197650.15   | 0.09%             | 2036-10-27      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 4 08/01/28 144A                                                        | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $185255.75    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 4.375 08/15/29 144A                                                    | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $186439.22    | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                                                | GGAMFI 5.875 03/15/30 144A                                                   | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   7790000 | PA      | $7845309.00   | 0.14%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 9.375 07/25/30                                                          | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    224000 | PA      | $247074.46    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 7.875 06/15/32                                                          | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    259000 | PA      | $269359.69    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Altagas Ltd                                                                                      | ALACN V7.2 10/15/54 144A                                                     | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $254056.13    | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                                   | ANGSJ 3.375 11/01/28                                                         | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    264000 | PA      | $252020.49    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                                 | GWCN 6 06/01/29 144A                                                         | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |  13999000 | PA      | $13663781.35  | 0.25%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                                 | GWCN 8.375 11/15/32 144A                                                     | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    249000 | PA      | $255775.04    | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | NFLX 5.4 08/15/54                                                            | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    257000 | PA      | $253627.80    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Flyer Holdings Inc.                                                                          | NFICN 9.25 07/01/30 144A                                                     | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2742053.46   | 0.05%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                              | US T-BOND ULTRA                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -892 | NC      | $-2889196.64  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GoEasy Limited                                                                                   | GSYCN 7.625 07/01/29 144A                                                    | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    241000 | PA      | $248435.69    | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                                                                  | MDPK 2018-32A A1R2                                                           | CUSIP: 55817AAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20062586.00  | 0.36%             | 2037-07-22      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| New Home Company Inc                                                                             | NWHM 8.5 11/01/30 144A                                                       | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |  10367000 | PA      | $10558430.18  | 0.19%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage LLC/New Residential Mortgage FHT1 Excuss Owner LLC                      | NZES 2025-FHT1 A                                                             | CUSIP: 64832EAA7<br>LEI: 549300FB4YR8GY21CA08 | Long             | ABS-O            | CORP              | US        |  44995650 | PA      | $45321476.71  | 0.81%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Lxvi Ltd.                                                                   | MDPK 2024-66A A2                                                             | CUSIP: 55822YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  27000000 | PA      | $27047906.10  | 0.49%             | 2037-10-21      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE LTD 2024-44                                                                            | MAGNE 2024-44A A1                                                            | CUSIP: 55955UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  35700000 | PA      | $35824950.00  | 0.64%             | 2037-10-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V6.95 11/30/54                                                            | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   9416000 | PA      | $9801754.59   | 0.18%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V6.375 03/31/55                                                           | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   7093000 | PA      | $7133089.64   | 0.13%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                               | RAKUTN 9.75 04/15/29 144A                                                    | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    232000 | PA      | $254127.87    | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC.                                                                            | NEFINA 8 04/15/30 144A                                                       | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $442926.96    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                                  | JWN 4.375 04/01/30                                                           | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    480000 | PA      | $442595.04    | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 4.75 01/30/30 144A                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    443000 | PA      | $424476.71    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 3.25 11/15/26 144A                                                    | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   6218000 | PA      | $6118359.04   | 0.11%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                                         | ORLY 3.6 09/01/27                                                            | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    253000 | PA      | $249603.18    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                                         | ORLY 4.7 06/15/32                                                            | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    251000 | PA      | $249227.99    | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                                    | OAKSCF 8.4 11/14/28 *                                                        | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1705663.86   | 0.03%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 7.5 05/01/31                                                             | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    231000 | PA      | $254247.84    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 8.875 07/15/30                                                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    216000 | PA      | $246821.04    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 5.2 08/01/29                                                             | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195627.12    | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 5.55 10/01/34                                                            | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   9795000 | PA      | $9611075.37   | 0.17%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp.                                                                       | OXY 6.05 10/01/54                                                            | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    203000 | PA      | $185990.47    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V6.848 01/03/30                                                         | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    234000 | PA      | $247052.59    | 0.00%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY V5.737 05/15/29                                                         | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249361.74    | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                             | Alpha Generation LLC Term Loan B 275 2031-09-08                              | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   4264570 | PA      | $4255699.69   | 0.08%             | 2031-09-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2024-2 LLC                                                               | BJETS 2024-2A B                                                              | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3098378 | PA      | $3062762.87   | 0.05%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RAIN CITY MORTGAGE TRUST                                                                         | RCITY 2024-RTL1 A2                                                           | CUSIP: 75079KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4440000 | PA      | $4498290.10   | 0.08%             | 2029-11-25      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Raptor Aircraft Fin I Ltd/LLC                                                                    | RPTOR 2019-1 A                                                               | CUSIP: 75383HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   8810873 | PA      | $7974369.13   | 0.14%             | 2044-08-23      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2024-2 LLC                                                               | BJETS 2024-2A C                                                              | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2666085 | PA      | $2666652.54   | 0.05%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2024-1 LLC                                                               | BJETS 2024-1A B                                                              | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1142980 | PA      | $1173182.38   | 0.02%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST 2022-2                                                                           | REACH 2022-2A D                                                              | CUSIP: 75526GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10731000 | PA      | $10834562.59  | 0.19%             | 2030-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST 2023-1                                                                           | REACH 2024-1A C                                                              | CUSIP: 75526PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11152000 | PA      | $11520958.77  | 0.21%             | 2031-02-18      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2024-1 LLC                                                               | BJETS 2024-1A C                                                              | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4987240 | PA      | $5103688.24   | 0.09%             | 2039-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V8 05/15/54                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    238000 | PA      | $253204.39    | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V7.125 10/01/54                                                           | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    187000 | PA      | $191762.52    | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                                         | ENVA 9.125 08/01/29 144A                                                     | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    397000 | PA      | $417952.34    | 0.01%             | 2029-08-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| READYCAP LENDING                                                                                 | RCLT 2023-3 A                                                                | CUSIP: 75576AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6937142 | PA      | $7043820.26   | 0.13%             | 2048-04-27      | Variable      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Roller Bearing Company of America Inc.                                                           | RBC 4.375 10/15/29 144A                                                      | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    455000 | PA      | $440598.61    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Meta Platforms Inc                                                                               | META 5.75 05/15/63                                                           | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188019.11    | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.55 08/15/64                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    259000 | PA      | $253104.45    | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | ROP 4.9 10/15/34                                                             | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    258000 | PA      | $254430.02    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.625 09/30/31 144A                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   5719000 | PA      | $5753937.89   | 0.10%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY 8 11/01/31 *                                                            | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    224000 | PA      | $255050.90    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                                     | NVRI 5.75 07/31/27 144A                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    187000 | PA      | $184561.99    | 0.00%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SB MULTIFAMILY REPACK TRUST                                                                      | SB 2020-FRR2 A2                                                              | CUSIP: 78397JAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15621443 | PA      | $15077113.69  | 0.27%             | 2039-12-27      | Variable      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST 2025-DLFN                                                          | SCG 2025-DLFN E                                                              | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6475000 | PA      | $6528959.41   | 0.12%             | 2035-03-15      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                     | HESM 5.125 06/15/28 144A                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $66529.97     | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 5.75 02/01/29 144A                                                    | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188514.48    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 3.75 05/01/29 144A                                                       | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    197000 | PA      | $188847.00    | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.875 04/01/29 144A                                                      | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    183000 | PA      | $186911.63    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SEB FUNDING LLC 2024-1                                                                           | SEB4P 2021-1A A2                                                             | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13712632 | PA      | $13451627.17  | 0.24%             | 2052-01-30      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                      | SBAT 2024-A E                                                                | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6238466.05   | 0.11%             | 2032-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SMRT MINI                                                                                        | SMRT 2022-MINI E                                                             | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6881376.93   | 0.12%             | 2039-01-15      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| SMRT MINI                                                                                        | SMRT 2022-MINI F                                                             | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20073000 | PA      | $19624843.25  | 0.35%             | 2039-01-15      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL E 144A                                                                      | MHC 2021-MHC F                                                               | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4880000 | PA      | $4880127.94   | 0.09%             | 2038-04-15      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Methanex US Operations Inc.                                                                      | MXCN 6.25 03/15/32 144A                                                      | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $255255.82    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US Finco Inc                                     | SCGALO 6.625 03/01/30 144A                                                   | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $435573.64    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.6 03/23/34                                                            | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   8532000 | PA      | $8780671.62   | 0.16%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES                                                                     | PWNE 2022-1 D                                                                | CUSIP: 70410DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4938459.50   | 0.09%             | 2028-07-17      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES                                                                     | PWNE 2022-1 E                                                                | CUSIP: 70410DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5379000 | PA      | $4870820.05   | 0.09%             | 2029-09-17      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2024-1                                                               | PREF 2024-1A D                                                               | CUSIP: 737473AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1130143.19   | 0.02%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2024-1                                                               | PREF 2024-1A E                                                               | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3303858.24   | 0.06%             | 2031-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| V.F. Corp                                                                                        | VFC 2.95 04/23/30                                                            | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252978.72    | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                               | VICI 5.125 05/15/32                                                          | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1097943.33   | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                               | VICI 5.625 04/01/35                                                          | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   7419000 | PA      | $7487199.68   | 0.13%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IVC Evidensia (Independent Vetcare)                                                              | IVC Evidensia (Independent Vetcare) Term Loan B 375 2028-12-01               | CUSIP: C9600DAD5<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | CA        |   9151065 | PA      | $9193983.49   | 0.16%             | 2028-12-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                                    | SGI 4 04/15/29 144A                                                          | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    198000 | PA      | $189303.04    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cognita Schools                                                                                  | Cognita Schools Term Loan B 400 2031-09-22                                   | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |    900481 | PA      | $905730.46    | 0.02%             | 2031-10-27      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                              | N/A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   5760000 | PA      | $6787999.62   | 0.12%             | 2029-04-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| KKR CLO 35 LTD                                                                                   | KKR 35A AR                                                                   | CUSIP: 48254LAN5<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20003360.00  | 0.36%             | 2038-01-20      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| LATAM Airlines Group SA                                                                          | LTMCI 7.625 01/07/31 144A                                                    | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |  12263000 | PA      | $12308986.25  | 0.22%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 7.75 02/15/29 144A                                                      | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   8879000 | PA      | $9440889.76   | 0.17%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.516 09/30/28                                                          | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    244000 | PA      | $249201.82    | 0.00%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 6.875 01/30/30 144A                                                   | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    294000 | PA      | $303975.70    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OCP Clo 2017-14 Ltd / LLC                                                                        | OCP 2017-14A A1R                                                             | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20063976.00  | 0.36%             | 2037-07-20      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V4.892 05/18/29                                                          | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    249000 | PA      | $251492.38    | 0.00%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V4.445 05/08/30                                                          | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $253049.21    | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.076 01/27/30                                                          | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $248587.85    | 0.00%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 1.75 09/02/27                                                           | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $250967.45    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 5.4 09/02/34                                                            | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5983000 | PA      | $6061821.66   | 0.11%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V3.823 11/03/28                                                        | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $251851.09    | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V6.534 01/10/29                                                        | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    236000 | PA      | $246317.80    | 0.00%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Seaspan Corporation                                                                              | SSW 5.5 08/01/29 144A                                                        | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    204000 | PA      | $193926.77    | 0.00%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson Cash Collateral Fund                                                             | Janus Henderson Cash Collateral Fund                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   5868156 | NS      | $5868156.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                              | Royal Bank of Canada                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   1467039 | PA      | $1467039.00   | 0.03%             | 2025-07-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-14

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

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