# EDGAR Filing Document

**Accession Number:** 0001020425
**File Stem:** 0001752724-25-207407
**Filing Date:** 2025-8
**Character Count:** 655669
**Document Hash:** 2a5f932fd48b4d6bd3adf2c1dac09c86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207407.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207407

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LITMAN GREGORY FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001020425

**ORGANIZATION NAME:**
- **EIN:** 931215604
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07763
- **FILM NUMBER:** 251261479

**BUSINESS ADDRESS:**
- **STREET 1:** 1676 N. CALIFORNIA BLVD.
- **STREET 2:** SUITE 500
- **CITY:** WALNUT CREEK
- **STATE:** CA
- **ZIP:** 94596
- **BUSINESS PHONE:** (925) 254-8999

**MAIL ADDRESS:**
- **STREET 1:** 1676 N. CALIFORNIA BLVD.
- **STREET 2:** SUITE 500
- **CITY:** WALNUT CREEK
- **STATE:** CA
- **ZIP:** 94596

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERS SELECT FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980807

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERS SELECT INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19961226

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERS SELECT EQUITY FUND
- **DATE OF NAME CHANGE:** 19961213

## Series and Classes Contracts Data

### iMGP High Income Fund (Series ID: S000057610)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000183970 | Institutional Class | MAHIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LITMAN GREGORY FUNDS TRUST

- **b. Investment Company Act file number:** 811-07763

- **c. CIK number of Registrant:** 0001020425

- **d. LEI of Registrant:** 549300RB4CD8N2IPVU55

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

  - **Street Address 1:** 2301 Rosecrans Avenue

  - **City:** El Segundo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90245

  - **Telephone number:** 925-254-8999

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

- **a. Name of Series:** IMGP High Income Fund

- **b. EDGAR series identifier (if any):** S000057610

- **c. LEI of Series:** 549300IVOBYRUF8GRL79

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

- **a. Date of fiscal year-end:** 2025-12-31

- **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:** $474995106.43

**Total Liabilities:** $33722587.11

**Net Assets:** $441272519.32

**Delayed Delivery Securities:** $16623559.58

**Cash Not Reported:** $1820312.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -257.98000000 | **1-Year:** -7439.19000000 | **5-Year:** -23090.94000000 | **10-Year:** -16117.49000000 | **30-Year:** -3144.33000000

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

- **3-Month:** -980.38000000 | **1-Year:** -19243.32000000 | **5-Year:** -46153.07000000 | **10-Year:** -17296.27000000 | **30-Year:** -4961.51000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183970 | -0.31%               | 0.85%                | 1.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-99856.91               | $-38473007.08                              |
| Month 2  | $-9784136.93             | $10233658.99                               |
| Month 3  | $227572.98               | $4539786.95                                |

**Designated Index Information**

- **Index Name:** BBG Barc US Aggregate Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                   | United Airlines Inc                                                                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99402.50     | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                               | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $591650.28    | 0.13%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eastern Power LLC                                     | Eastern Power LLC Term Loan B                                                                                                    | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |   3537026 | PA      | $3547831.24   | 0.80%             | 2028-04-03      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                            | AZURIA WATER SOLUTIONS INC 2025 DELAYED DRAW TERM LOAN                                                                           | CUSIP: 00771PAN1<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     20130 | PA      | $20230.52     | 0.00%             | 2028-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                              | Safehold GL Holdings LLC                                                                                                         | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    100000 | PA      | $104197.39    | 0.02%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MARS INC                                              | Mars Inc                                                                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65770.13     | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SAPHILUX SARL                                         | SAPHILUX SARL 2025 Add-On TERM LOAN B                                                                                            | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |    200000 | PA      | $201333.00    | 0.05%             | 2028-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                         | Boeing Co/The                                                                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $148113.12    | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                      | CIFC Funding 2013-II Ltd                                                                                                         | CUSIP: 12549BAU2<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |    205000 | PA      | $205347.68    | 0.05%             | 2030-10-18      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Gibson Brands Inc                                     | Gibson Brands Inc 2021 Term Loan                                                                                                 | CUSIP: 37476YAB8<br>LEI: 549300KU4ACNZQGB7J14 | Long             | LON              | CORP              | US        |     96500 | PA      | $92640.48     | 0.02%             | 2028-08-11      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                 | Time Warner Cable LLC                                                                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20674.87     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY                                   | RIVERBED TECHNOLOGY                                                                                                              | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | EC               | CORP              | US        |      6102 | NS      | $793.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wrench Group LLC                                      | Wrench Group LLC 2019 Term Loan B                                                                                                | CUSIP: 98215PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49874 | PA      | $49772.50     | 0.01%             | 2028-10-30      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | CBOE VOLATILITY INDEX                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       601 | NC      | $24641.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B7FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21074141 | PA      | $102966.15    | 0.02%             | 2029-11-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                               | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    100000 | PA      | $105273.50    | 0.02%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                            | TELUS Corp                                                                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202066.19    | 0.05%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities        | Credit Suisse First Boston Mortgage Securities Corp                                                                              | CUSIP: 2254W0PC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870769 | PA      | $440673.65    | 0.10%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                      | VB-S1 Issuer LLC - VBTEL                                                                                                         | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $104481.94    | 0.02%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                       | Moran Foods LLC 2023 FLSO PIK Term Loan 1                                                                                        | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12504 | PA      | $12504.29     | 0.00%             | 2026-06-30      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                      | Altria Group Inc                                                                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7841.76      | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                               | HCA Inc                                                                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302023.07    | 0.07%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                    | BGH9GLYB2 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |    641000 | OU      | $111.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank                                 | BGH9V9J45 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              |  | US        |   3595000 | NC      | $42924.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                 | OnDeck Asset Securitization IV LLC                                                                                               | CUSIP: 68237DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $537672.22    | 0.12%             | 2032-04-19      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust              | Castlelake Aircraft Structured Trust 2021-1                                                                                      | CUSIP: 14856GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6141 | PA      | $6140.10      | 0.00%             | 2046-01-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61303.95     | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                             | Acrec 2025 Fl 3 LLC                                                                                                              | CUSIP: 00112HAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $148155.78    | 0.03%             | 2042-08-18      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                               | Blue Stream Issuer LLC                                                                                                           | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50828.15     | 0.01%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                              | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194103.00    | 0.04%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: BGH9UDYK4 IRS USD R V 00MSOFR BGH9UDYK4_FLO CCPOIS / Short: BGH9UDYK4 IRS USD P F  3.65100 BGH9UDYK4_FIX CCPOIS            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |  10000000 | OU      | $26890.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                        | HarborView Mortgage Loan Trust 2004-11                                                                                           | CUSIP: 41161PKA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147421 | PA      | $117421.98    | 0.03%             | 2035-01-19      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38377QY84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173048 | PA      | $173720.80    | 0.04%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2021-7                                                                                                | CUSIP: 92538QAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1481832.80   | 0.34%             | 2066-10-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                 | Fidelis Insurance Holdings Ltd                                                                                                   | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $566781.05    | 0.13%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                   | Verisure Holding AB                                                                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $122442.63    | 0.03%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                  | Smithfield Foods Inc                                                                                                             | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129583.73    | 0.03%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8991597 | PA      | $466780.78    | 0.11%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Octagon 74 Ltd                                        | Octagon 74 Ltd                                                                                                                   | CUSIP: 675960AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $201425.00    | 0.05%             | 2038-04-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                  | Flutter Financing BV 2024 Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    109485 | PA      | $109348.00    | 0.02%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                      | ALLO Issuer LLC                                                                                                                  | CUSIP: 01983KAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103762.78    | 0.02%             | 2054-07-20      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CLIMATER BIDCO II SAS                                 | Climater Bidco II SAS EUR Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 969500ATB753O57B5L36 | Long             | LON              | CORP              | FR        |    500000 | PA      | $589210.43    | 0.13%             | 2032-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $15000.00     | 0.00%             | 2025-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Trust                      | Vista Point Securitization Trust 2024-CES1                                                                                       | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383443 | PA      | $388559.46    | 0.09%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                               | Macy's Retail Holdings LLC                                                                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2307000 | PA      | $2255216.39   | 0.51%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31396VSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222071 | PA      | $20594.34     | 0.00%             | 2037-05-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                          | GAIA Aviation Ltd                                                                                                                | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    164543 | PA      | $158958.27    | 0.04%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54031.39     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38380QNT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6676897 | PA      | $516508.72    | 0.12%             | 2070-11-20      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities         | First Horizon Alternative Mortgage Securities Trust 2007-FA4                                                                     | CUSIP: 32052WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202761 | PA      | $67558.70     | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                             | Adams Outdoor Advertising LP                                                                                                     | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $287447.22    | 0.07%             | 2053-07-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                   | Recess Holdings Inc 2025 Repriced Term Loan                                                                                      | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98754 | PA      | $99124.56     | 0.02%             | 2030-02-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                      | Gloves Buyer Inc 2025 Term Loan                                                                                                  | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    345000 | PA      | $338962.50    | 0.08%             | 2032-01-17      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                              | BGH9V9J37 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |  -3595000 | NC      | $-18090.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                                  | CUSIP: 3140Y6PR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1476044 | PA      | $1480502.85   | 0.34%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                      | FUGUE FINANCE BV 2025 FUNGIBLE TERM LOAN B                                                                                       | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    400000 | PA      | $402876.00    | 0.09%             | 2032-01-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| FAIRFAX INDIA HOLDINGS                                | Fairfax India Holdings Corp                                                                                                      | CUSIP: 303897AA0<br>LEI: 549300K2JHXU7AX7CV78 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $301300.80    | 0.07%             | 2028-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                    | BGH9GP426 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |    449000 | OU      | $78.74        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                | Velocity Vehicle Group LLC                                                                                                       | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99964.42     | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $247819.90    | 0.06%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PABST FINANCING NEWCO LLC                             | PABST Financing Newco LLC Term Loan                                                                                              | CUSIP: 69382EAB8<br>LEI: 254900GGC0KE7OXLMU64 | Long             | LON              | CORP              | US        |     77067 | PA      | $77452.81     | 0.02%             | 2028-05-08      | Floating      | 12.26%                | No            |                  2 | On Loan: No      |
| Vision Solutions Inc                                  | Vision Solutions Inc 2021 Incremental Term Loan                                                                                  | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3446 | PA      | $3280.19      | 0.00%             | 2028-04-24      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                        | Carval Clo X-C Ltd                                                                                                               | CUSIP: 146918AC1<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $285853.58    | 0.06%             | 2037-07-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                  | FirstKey Homes 2020-SFR2 Trust                                                                                                   | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148623.42    | 0.03%             | 2037-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc       | Student Transportation of America Holdings, Inc Delayed Draw Term Loan                                                           | CUSIP: 86388BAC0<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |     36667 | PA      | $36786.94     | 0.01%             | 2032-06-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                 | Prospect Capital Corp                                                                                                            | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    154000 | PA      | $138077.84    | 0.03%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38380QQG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9474082 | PA      | $610157.43    | 0.14%             | 2070-09-20      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                   | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-159.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                   | LCM 37 Ltd                                                                                                                       | CUSIP: 50204FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $73350.00     | 0.02%             | 2034-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                    | Aaset 2021-1 Trust                                                                                                               | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190666 | PA      | $181364.51    | 0.04%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                              | BGH9V9J29 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |   3595000 | NC      | $42924.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                                   | Kinetik Holdings LP                                                                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100943.10    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sound Holdings FP                                     | SOUND HOLDINGS FP                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17500 | NS      | $269206.05    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $930890.63    | 0.21%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC                                     | YAK BLOCKER 2 LLC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $479.12       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MPH ACQUISITION HOLDINGS LLC                          | MPH Acquisition Holdings LLC 2025 Second Out Term Loan                                                                           | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    656145 | PA      | $590530.50    | 0.13%             | 2030-12-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2003-22CB                                                                                                 | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48206 | PA      | $49416.87     | 0.01%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FFBT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4632431 | PA      | $765505.48    | 0.17%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137AKEF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    898573 | PA      | $91747.51     | 0.02%             | 2042-01-15      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A24U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236697 | PA      | $228273.56    | 0.05%             | 2042-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                        | LoanCore 2021-CRE5 Issuer Ltd                                                                                                    | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248173.75    | 0.06%             | 2036-07-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                             | Aegon Ltd                                                                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |   1625000 | PA      | $1625065.49   | 0.37%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                      | Owl Rock CLO XVI LLC                                                                                                             | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251247.25    | 0.06%             | 2036-04-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| IMC FINANCING LLC                                     | IMC FINANCING LLC TERM LOAN B                                                                                                    | CUSIP: 000000000<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |    550000 | PA      | $554125.00    | 0.13%             | 2032-06-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| HV Eight LLC                                          | HV Eight LLC EUR Delayed Draw Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 54930017K50RHBRFUJ56 | Long             | LON              | CORP              | US        |    401192 | PA      | $470876.83    | 0.11%             | 2027-11-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Cliffwater LLC                                        | Cliffwater LLC Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139650 | PA      | $139650.00    | 0.03%             | 2032-04-22      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                     | Post Holdings Inc                                                                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    957000 | PA      | $889119.61    | 0.20%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                               | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    195000 | PA      | $171766.76    | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                | CHL Mortgage Pass-Through Trust 2004-HYB4                                                                                        | CUSIP: 12669FV75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2799 | PA      | $2702.47      | 0.00%             | 2034-09-20      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                     | Wellfleet CLO 2024-1 Ltd                                                                                                         | CUSIP: 94951AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250969.50    | 0.06%             | 2037-07-18      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Ltd                       | LSTAR Securities Investment Ltd 2024-1                                                                                           | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188211 | PA      | $190510.96    | 0.04%             | 2029-01-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                     | Amspec Parent LLC 2024 Term Loan                                                                                                 | CUSIP: 03218AAB5<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     86667 | PA      | $87208.34     | 0.02%             | 2031-12-22      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                  | Targa Resources Corp                                                                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    310000 | PA      | $333347.24    | 0.08%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                              | BX Commercial Mortgage Trust 2021-VOLT                                                                                           | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145324 | PA      | $144746.21    | 0.03%             | 2036-09-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2007-A1                                                                                                 | CUSIP: 46630GAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4538 | PA      | $4331.07      | 0.00%             | 2035-07-25      | Variable      | 6.81%                 | No            |                  3 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                                                    | CUSIP: 46590MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1397976 | PA      | $11152.36     | 0.00%             | 2049-08-15      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                         | Ballyrock CLO 2019-1 Ltd                                                                                                         | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251636.75    | 0.06%             | 2032-07-15      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| RR 2 LTD                                              | RR 2 Ltd                                                                                                                         | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493920.00    | 0.11%             | 2036-04-15      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    536000 | PA      | $607672.26    | 0.14%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company            | Mauser Packaging Solutions Holding Company 2024 Term Loan B                                                                      | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |     75000 | PA      | $75099.75     | 0.02%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                            | PacifiCorp                                                                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155910.09    | 0.04%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OXFORD LANE CAPITAL CORP                              | Oxford Lane Capital Corp                                                                                                         | CUSIP: 691543888<br>LEI: 549300G3KO4JNQQD7Z72 | Long             | EP               | CORP              | US        |     23400 | NS      | $561834.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $324284.90    | 0.07%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                         | TopBuild Corp                                                                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34080.36     | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38375XRE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88244 | PA      | $4765.24      | 0.00%             | 2038-08-20      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                      | Enstar Group Ltd                                                                                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    214000 | PA      | $190336.86    | 0.04%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                      | Vista Point Securitization Trust 2025-CES1                                                                                       | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96310 | PA      | $96807.90     | 0.02%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                                | HPS Private Credit CLO 2025-3 LLC                                                                                                | CUSIP: 40445YAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502564.50    | 0.11%             | 2037-07-20      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148694.95    | 0.03%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AAP BUYER INC                                         | AAP Buyer Inc Term Loan B                                                                                                        | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |     89550 | PA      | $89605.97     | 0.02%             | 2031-09-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| OBRA LONGEVITY RFF CL A NTS FU                        | OBRA LONGEVITY RFF CL A NTS FU                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $261437.51    | 0.06%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                      | IndyMac INDX Mortgage Loan Trust 2005-AR11                                                                                       | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158961 | PA      | $115365.34    | 0.03%             | 2035-08-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31398GZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15424 | PA      | $837.06       | 0.00%             | 2040-02-25      | Floating      | 0.38%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                           | Genesee & Wyoming Inc (New) 2024 Term Loan B                                                                                     | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    148875 | PA      | $148273.55    | 0.03%             | 2031-04-10      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137F7LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5765679 | PA      | $866978.25    | 0.20%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137ACSU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55020 | PA      | $4638.94      | 0.00%             | 2041-07-15      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Power Services Holding Company                        | Power Services Holding Company 2024 6th Amendment Incremental DDTL                                                               | CUSIP: 45830EAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34962 | PA      | $34875.51     | 0.01%             | 2028-11-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                             | TEGNA Inc                                                                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    615000 | PA      | $599978.13    | 0.14%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                | Goldentree Loan Management US Clo 9 Ltd                                                                                          | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251050.00    | 0.06%             | 2037-04-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                               | OI S.A.                                                                                                                          | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |     12251 | NS      | $6125.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCURIDE CORP                                         | ACCURIDE CORP                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MC6XO5P96H8E79 | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1298029.70   | 0.29%             | 2026-03-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1091827.80   | 0.25%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                    | AP GRANGE HOLDINGS                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397895 | PA      | $403863.15    | 0.09%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CML FONTAINEBLEAU VEGAS                               | CML FONTAINEBLEAU VEGAS                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250000.00    | 0.06%             | 2026-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                   | Avantor Funding Inc                                                                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2210881.95   | 0.50%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                         | RFMSI Series 2006-S4 Trust                                                                                                       | CUSIP: 762010AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243981 | PA      | $197329.03    | 0.04%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                              | Citadel Securities Global Holdings LLC                                                                                           | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256794.07    | 0.06%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-OA4                                                                                                  | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93545 | PA      | $83995.55     | 0.02%             | 2047-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co                                                  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128748.88    | 0.03%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                    | BGH9GPQ63 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |    192000 | OU      | $33.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34044.83     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                   | Banc of America Funding 2006-B Trust                                                                                             | CUSIP: 058928AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165070 | PA      | $144713.70    | 0.03%             | 2036-03-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                   | Peer Holding III BV 2025 USD Term Loan B5B                                                                                       | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     99750 | PA      | $100410.84    | 0.02%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley IXIS Real Estate Capital Trust         | Morgan Stanley IXIS Real Estate Capital Trust 2006-2                                                                             | CUSIP: 617463AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330365 | PA      | $106315.57    | 0.02%             | 2036-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                        | Becle SAB de CV                                                                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $165875.66    | 0.04%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18326.97     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-28252.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415221.60    | 0.09%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                            | Amdocs Ltd                                                                                                                       | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    104000 | PA      | $94218.75     | 0.02%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1005000 | PA      | $45225.00     | 0.01%             | 2024-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGH9NUHB3 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |  -1200000 | NC      | $-3416.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                          | Vista Management Holding Inc 2025 Term Loan B                                                                                    | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    175000 | PA      | $175656.25    | 0.04%             | 2031-04-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $9000.00      | 0.00%             | 2025-07-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-618.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MLCC Mortgage Investors Inc                           | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                                                                        | CUSIP: 590219AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       840 | PA      | $781.34       | 0.00%             | 2036-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-1112.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| QTS GOOD NEWS FACILITY TL                             | QTS GOOD NEWS FACILITY TL                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499795.30    | 0.11%             | 2028-10-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | Broadcom Inc                                                                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $295484.75    | 0.07%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                              | F&G Annuities & Life Inc                                                                                                         | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1990249.07   | 0.45%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397PJ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17996 | PA      | $1248.80      | 0.00%             | 2037-11-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                   | Axon Enterprise Inc                                                                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25823.15     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1204313.63   | 0.27%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -20 | NC      | $-40000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                                    | Kennedy-Wilson Inc                                                                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50522.92     | 0.01%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BCAP LLC Trust                                        | BCAP LLC Trust 2006-AA2                                                                                                          | CUSIP: 05530MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260938 | PA      | $240349.67    | 0.05%             | 2037-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1169552.76   | 0.27%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Achieve Mortgage                                      | ACHM Trust 2025-HE1                                                                                                              | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94044 | PA      | $95070.39     | 0.02%             | 2055-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31396YN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611241 | PA      | $52386.04     | 0.01%             | 2038-04-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| FR Refuel LLC                                         | FR Refuel LLC Term Loan                                                                                                          | CUSIP: 30323KAC6<br>LEI: 549300Y6GW0LGV84NW77 | Long             | LON              | CORP              | US        |     86948 | PA      | $86295.76     | 0.02%             | 2028-11-08      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $487068.19    | 0.11%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                              | ContourGlobal Power Holdings SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118933.12    | 0.03%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                       | SiriusPoint Ltd                                                                                                                  | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    270000 | PA      | $283808.46    | 0.06%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                               | BGH9S9WY8 USD PUT JPY CALL                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |    150000 | OU      | $5008.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A9AP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514953 | PA      | $56243.19     | 0.01%             | 2042-10-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                 | McGraw-Hill Education Inc                                                                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40739.88     | 0.01%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE I LIMITED                   | SAPPHIRE AVIATION FINANCE I LTD                                                                                                  | CUSIP: 80306AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      6238 | PA      | $6235.68      | 0.00%             | 2040-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                 | Lottomatica Group Spa                                                                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $604121.80    | 0.14%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397PCU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67345 | PA      | $5951.67      | 0.00%             | 2036-08-15      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31398FQA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92487 | PA      | $6164.99      | 0.00%             | 2036-09-25      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92392.37     | 0.02%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                   | Walker & Dunlop Inc                                                                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102872.73    | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                 | Waste Connections Inc                                                                                                            | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $626140.17    | 0.14%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                      | VB-S1 Issuer LLC - VBTEL                                                                                                         | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $237220.53    | 0.05%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                              | Corebridge Financial Inc                                                                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3284684.70   | 0.74%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| U.S FARMING REALTY TRUST                              | U.S FARMING REALTY TRUST LIMITED PARTNERSHIP                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1300000 | NS      | $48925.50     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Regatta 34 Funding Ltd.                               | Regatta 34 Funding Ltd                                                                                                           | CUSIP: 75904CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.06%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                     | Amsted Industries Inc                                                                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203466.20    | 0.05%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                                  | Dye & Durham Ltd                                                                                                                 | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41902.04     | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                    | Willis Engine Structured Trust VII                                                                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206675 | PA      | $213293.67    | 0.05%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                   | LCM XVII LP                                                                                                                      | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $762338.00    | 0.17%             | 2031-10-15      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| ENERSYS                                               | EnerSys                                                                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102362.20    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                           | Pacific Dental Services LLC 2024 Term Loan B                                                                                     | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    198992 | PA      | $199401.38    | 0.05%             | 2031-03-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding XLIV LLC                                                                                                   | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253622.75    | 0.06%             | 2036-01-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS LLC                          | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                                                                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     78957 | PA      | $77930.67     | 0.02%             | 2030-12-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                | AXIS Specialty Finance LLC                                                                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2748047.52   | 0.62%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                      | Symphony CLO XXXI Ltd                                                                                                            | CUSIP: 87169CAC1<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    650000 | PA      | $361827.70    | 0.08%             | 2050-04-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                 | VOLT XCIV LLC                                                                                                                    | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5701 | PA      | $5702.76      | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                               | Blue Stream Issuer LLC                                                                                                           | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102000.84    | 0.02%             | 2053-05-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                   | Octagon Investment Partners XVI Ltd                                                                                              | CUSIP: 67590DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $225.00       | 0.00%             | 2030-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                         | TransDigm Inc                                                                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192712.65    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382YHR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14566113 | PA      | $972560.42    | 0.22%             | 2071-11-20      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                                    | Elmwood CLO 16 Ltd                                                                                                               | CUSIP: 29003DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100508.00    | 0.02%             | 2037-04-20      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                         | Cable One Inc                                                                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47430.00     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                     | PRPM 2025-2 LLC                                                                                                                  | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583578 | PA      | $583292.07    | 0.13%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                | GSAA Home Equity Trust 2006-10                                                                                                   | CUSIP: 362375AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513095 | PA      | $114440.49    | 0.03%             | 2036-06-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B9EB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26600417 | PA      | $1001527.00   | 0.23%             | 2032-07-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                     | Parexel International Corporation 2025 Term Loan B                                                                               | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   2068864 | PA      | $2071771.10   | 0.47%             | 2028-11-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                               | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   2191183 | PA      | $2203212.52   | 0.50%             | 2028-05-05      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                | Residential Asset Securitization Trust 2007-A1                                                                                   | CUSIP: 761136AH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227880 | PA      | $67196.86     | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2024-NQM4 Trust                                                                                                              | CUSIP: 67118TAD6<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $151192.10    | 0.03%             | 2064-01-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2024-NQM7 Trust                                                                                                              | CUSIP: 67119FAC7<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    107881 | PA      | $109122.48    | 0.02%             | 2064-03-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                  | FREMF 2025-K170 Mortgage Trust                                                                                                   | CUSIP: 356920AN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  61075188 | PA      | $381258.81    | 0.09%             | 2063-02-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                    | Advance Auto Parts Inc                                                                                                           | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100075.50    | 0.02%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                           | Bell Telephone Co of Canada or Bell Canada                                                                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204607.00    | 0.05%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                   | CitiMortgage Alternative Loan Trust Series 2007-A6                                                                               | CUSIP: 18976GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1055557 | PA      | $925606.89    | 0.21%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                    | THL Credit Wind River 2014-2 CLO Ltd                                                                                             | CUSIP: 87245LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $300.00       | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Power Services Holding Company                        | Power Services Holding Company 2024 6th Amendment Incremental Term Loan                                                          | CUSIP: 45830EAF7<br>LEI: 5493009CNIDZ8CGYWM80 | Long             | LON              | CORP              | US        |     64489 | PA      | $64332.63     | 0.01%             | 2028-11-22      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: BGH9TR7M1 IRS USD R V 00MSOFR BGH9TR7M1_FLO CCPOIS / Short: BGH9TR7M1 IRS USD P F  3.84850 BGH9TR7M1_FIX CCPOIS            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |   6300000 | OU      | $-86405.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                     | State Street Corp                                                                                                                | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50934.80     | 0.01%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO LTD                                | Canyon CLO 2021-4 Ltd                                                                                                            | CUSIP: 13877QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002925.00   | 0.23%             | 2034-10-15      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                | First Brands Group LLC 2021 Term Loan                                                                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67123 | PA      | $63601.71     | 0.01%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                 | Quikrete Holdings Inc                                                                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314287.86    | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                            | Fertitta Entertainment LLC 2022 Term Loan B                                                                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    223151 | PA      | $223160.05    | 0.05%             | 2029-01-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                     | Waste Pro USA Inc                                                                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156053.70    | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                      | Alpha Holding SA de CV                                                                                                           | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    565639 | PA      | $4242.29      | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                              | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10756.00     | 0.00%             | 2027-01-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                            | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98716.68     | 0.02%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137AGNT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14996 | PA      | $12187.24     | 0.00%             | 2041-10-15      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                 | Foundry JV Holdco LLC                                                                                                            | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203440.23    | 0.05%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                 | Golub Capital Private Credit Fund                                                                                                | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2198351.69   | 0.50%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications Inc                           | Xplornet Communications Inc 2024 Super Senior 1st Out Term Loan                                                                  | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |      4032 | PA      | $3865.61      | 0.00%             | 2029-10-24      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                                | Sherwood Financing PLC                                                                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $153188.98    | 0.03%             | 2029-12-15      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Investment Solutions Inc                       | Fiserv Investment Solutions Inc 2020 Term Loan B                                                                                 | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98446 | PA      | $97584.18     | 0.02%             | 2027-02-18      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | Long: BGH9RUB33 TRS USD R E REC EQ / Short: BGH9RUB33 TRS USD P V 00MSOFR PAY 1D SOFR+0BPS                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    650000 | OU      | $13497.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Syndigo LLC                                           | Syndigo LLC 2020 Term Loan                                                                                                       | CUSIP: 87167XAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119075 | PA      | $119745.25    | 0.03%             | 2027-12-15      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                              | BX Trust 2023-DELC                                                                                                               | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101013.37    | 0.02%             | 2038-05-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                            | Air Canada                                                                                                                       | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $72793.89     | 0.02%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-98606.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                              | Teledyne Technologies Inc                                                                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362830.72    | 0.08%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                                   | Planview Parent Inc 2024 1st Lien Term Loan                                                                                      | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    149177 | PA      | $145503.39    | 0.03%             | 2027-12-17      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                              | Connect Finco SARL / Connect US Finco LLC                                                                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    290000 | PA      | $291852.52    | 0.07%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                         | M/I Homes Inc                                                                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290815.37    | 0.07%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                           | Asurion LLC 2024 Term Loan B12                                                                                                   | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     74562 | PA      | $72808.86     | 0.02%             | 2030-09-19      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                   | CNT Holdings I Corp 2025 Term Loan                                                                                               | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     69825 | PA      | $70076.02     | 0.02%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                              | MAPS 2018-1 Ltd                                                                                                                  | CUSIP: 56564RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     86245 | PA      | $86114.70     | 0.02%             | 2043-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-2685.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31398KZS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33332 | PA      | $2562.15      | 0.00%             | 2039-11-15      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                        | Sprite 2021-1 Ltd                                                                                                                | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116191 | PA      | $112391.72    | 0.03%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                               | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $132132.31    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                               | Dryden 87 CLO Ltd                                                                                                                | CUSIP: 26246HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $124499.40    | 0.03%             | 2034-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Higginbotham Insurance Agency, Inc.                   | Higginbotham Insurance Agency Inc 2024 5th Amendment Term Loan                                                                   | CUSIP: 000000000<br>LEI: 549300IY2QEM8MQC2K06 | Long             | LON              | CORP              | US        |    141852 | PA      | $140935.62    | 0.03%             | 2028-11-24      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                      | IndyMac INDX Mortgage Loan Trust 2004-AR7                                                                                        | CUSIP: 45660NU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96344 | PA      | $76664.52     | 0.02%             | 2034-09-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                              | Encore Capital Group Inc                                                                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214684.00    | 0.05%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                          | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     49750 | PA      | $49700.50     | 0.01%             | 2031-09-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| PRESS GANEY HOLDINGS INC                              | Press Ganey Holdings Inc 2024 1st Lien Term Loan B                                                                               | CUSIP: 05477JAD3<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |     99250 | PA      | $99549.74     | 0.02%             | 2031-04-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                     | Xerox Corp                                                                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209649.60    | 0.05%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                                  | GrafTech Finance Inc 2024 Delayed Draw Term Loan                                                                                 | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |     24381 | PA      | $24564.18     | 0.01%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONTRA CINCOR PHARMA I                                | CONTRA CINCOR PHARMA I                                                                                                           | CUSIP: 172CVR011<br>LEI: N/A                  | N/A              | DE               |  | US        |     54961 | NS      | $210456.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2216585.93   | 0.50%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                         | Valvoline Inc                                                                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    556000 | PA      | $503799.33    | 0.11%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EG GROUP LIMITED                                      | EG Group Limited 2024 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |     99250 | PA      | $99825.65     | 0.02%             | 2028-02-07      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31398FC82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22177 | PA      | $1390.53      | 0.00%             | 2037-04-25      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137ACJZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63165 | PA      | $5187.98      | 0.00%             | 2041-06-15      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                           | Deuce Finco Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $136361.85    | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219000 | PA      | $212424.35    | 0.05%             | 2032-05-05      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                              | Macquarie Airfinance Holdings Ltd                                                                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $30000.59     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                | Westinghouse Air Brake Technologies Corp                                                                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414394.33    | 0.09%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                 | Lehman Mortgage Trust 2007-1                                                                                                     | CUSIP: 52521FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700555 | PA      | $708254.62    | 0.16%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                | Darling Global Finance BV                                                                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $596323.67    | 0.14%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                        | CFMT 2022-HB9 LLC                                                                                                                | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95398.85     | 0.02%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| XPLORNET COMMUNICATIONS INC                           | XPLORNET COMMUNICATIONS INC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       801 | NS      | $2937.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd       | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                           | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $420681.01    | 0.10%             | 2037-01-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                             | Sunoco LP                                                                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2156778.54   | 0.49%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                          | State Street Navigator Securities Lending Government Money Market Portfolio                                                      | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   5927006 | NS      | $5927005.50   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                                        | Globe Life Inc                                                                                                                   | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20730.40     | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc       | Student Transportation of America Holdings, Inc Term Loan B                                                                      | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    513333 | PA      | $515017.06    | 0.12%             | 2032-06-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                    | STWD 2022-FL3 Ltd                                                                                                                | CUSIP: 78485KAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $95504.28     | 0.02%             | 2038-11-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                 | McGraw-Hill Education Inc                                                                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100648.20    | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                  | Flutter Treasury DAC                                                                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206193.40    | 0.05%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                              | Alterra Mountain Company 2024 Term Loan B7                                                                                       | CUSIP: 46124CAR8<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    149001 | PA      | $149746.99    | 0.03%             | 2030-05-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc             | Dermatology Intermediate Holdings III Inc 2022 Term Loan B                                                                       | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |     97980 | PA      | $89080.64     | 0.02%             | 2029-03-30      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                              | Madison Park Funding LIX Ltd                                                                                                     | CUSIP: 55822EAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $307059.67    | 0.07%             | 2037-04-18      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                         | CoreLogic Inc Term Loan                                                                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    548575 | PA      | $543690.07    | 0.12%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp                          | Topgolf Callaway Brands Corp Term Loan B                                                                                         | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |     24934 | PA      | $24603.14     | 0.01%             | 2030-03-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                   | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95919.17     | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                | Canyon CLO 2018-1 Ltd                                                                                                            | CUSIP: 13877AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498911.50    | 0.11%             | 2031-07-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                    | Kennedy-Wilson Inc                                                                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91680.50     | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136BLQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  67855000 | PA      | $519104.32    | 0.12%             | 2030-05-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                   | Brant Point CLO 2025-7 Ltd                                                                                                       | CUSIP: 10548TAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $433050.00    | 0.10%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2022-NQM8 Trust                                                                                                              | CUSIP: 67117YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72027 | PA      | $71845.97     | 0.02%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B4KD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23092994 | PA      | $260112.55    | 0.06%             | 2029-02-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                                  | GrafTech Finance Inc 2024 Term Loan                                                                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |     42667 | PA      | $42987.32     | 0.01%             | 2029-12-21      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                      | DT Midstream Inc                                                                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $548941.87    | 0.12%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Bonds Resec Trust        | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1                                                   | CUSIP: 35563CAT5<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   4045176 | PA      | $198669.92    | 0.05%             | 2052-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                | JB Poindexter & Co Inc                                                                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30502.59     | 0.01%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                      | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95216.60     | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                           | Bausch Health Companies Inc 2025 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     20000 | PA      | $19332.80     | 0.00%             | 2030-10-08      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                             | Stonepeak Nile Parent LLC Term Loan B                                                                                            | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   2260000 | PA      | $2270170.00   | 0.51%             | 2032-04-09      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31398MQW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78142 | PA      | $3615.80      | 0.00%             | 2040-03-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                      | ArcelorMittal SA                                                                                                                 | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $60486.10     | 0.01%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| AIRCASTLE LTD                                         | Aircastle Ltd                                                                                                                    | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $67186.48     | 0.02%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MANNINGTON MILLS INC                                  | Mannington Mills Inc 2025 Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99250 | PA      | $97885.31     | 0.02%             | 2032-03-25      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| QUICKTOP HOLDCO AB                                    | Quicktop Holdco AB                                                                                                               | CUSIP: 000000000<br>LEI: 984500A1D5DC9ECC7050 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $120277.12    | 0.03%             | 2030-03-21      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN INC                                     | Brown & Brown Inc                                                                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50990.12     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                   | Block Financial LLC                                                                                                              | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189912.86    | 0.04%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                   | Synchrony Financial                                                                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107935.17    | 0.02%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: —       |
| Owl Rock CLO Ltd                                      | Owl Rock CLO III Ltd                                                                                                             | CUSIP: 69120DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250971.00    | 0.06%             | 2036-04-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                       | Masterbrand Inc                                                                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2566655.42   | 0.58%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                              | MEIJI YASUDA LIFE INSURA                                                                                                         | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200075.24    | 0.05%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                      | RELX Capital Inc                                                                                                                 | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130998.64    | 0.03%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                   | Medline Borrower LP 2024 USD Add-on Term Loan B                                                                                  | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2262341 | PA      | $2267488.01   | 0.51%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                    | Connect Finco Sarl 2024 Extended Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   3276966 | PA      | $3123587.66   | 0.71%             | 2029-09-27      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                              | Allwyn Entertainment Financing UK PLC                                                                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $150503.44    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ross Acquisition Corp II                              | Ross Acquisition Corp II                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      1039 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                            | Progress Residential Trust                                                                                                       | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $121733.44    | 0.03%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MINIMAX VIKING GMBH                                   | Minimax Viking GmbH 2025 USD Term Loan B                                                                                         | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    180000 | PA      | $181012.50    | 0.04%             | 2032-03-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.                            | Wonder Lake Park CLO Ltd                                                                                                         | CUSIP: 97816XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $425000.00    | 0.10%             | 2038-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS                                           | MORAN FOODS                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30089 | NS      | $1128.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                        | Carrington Mortgage Loan Trust Series 2005-NC3                                                                                   | CUSIP: 144531DC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $277387.92    | 0.06%             | 2035-06-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| XPO INC                                               | XPO Inc                                                                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86411.57     | 0.02%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                              | iHeartCommunications Inc                                                                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    104000 | PA      | $79950.00     | 0.02%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                 | Citadel Securities LP 2024 First Lien Term Loan                                                                                  | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    148016 | PA      | $148784.30    | 0.03%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Firstdigital Communications LLC                       | Firstdigital Communications LLC Term Loan                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49250 | PA      | $48471.70     | 0.01%             | 2026-12-17      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022 1 B FUNDED                           | THUNDERBIRD 2022 1 B FUNDED                                                                                                      | CUSIP: 000000000<br>LEI: 549300UXXHTSX6VCMJ56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92062.54     | 0.02%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                       | Zayo Issuer LLC                                                                                                                  | CUSIP: 98919WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3030000 | PA      | $3213646.18   | 0.73%             | 2055-06-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2004-16CB                                                                                                 | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30060 | PA      | $30534.92     | 0.01%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2019-RPL1 Trust                                                                                                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24556 | PA      | $23827.75     | 0.01%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                  | Wabash National Corp                                                                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90678.05     | 0.02%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                   | Somnigroup International Inc                                                                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    620000 | PA      | $564263.30    | 0.13%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                       | Carlyle C17 CLO Ltd                                                                                                              | CUSIP: 14308FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497160.50    | 0.11%             | 2031-04-30      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                              | Broadridge Financial Solutions Inc                                                                                               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312127.89    | 0.07%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                               | United Airlines 2019-2 Class B Pass Through Trust                                                                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136681 | PA      | $131547.37    | 0.03%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bettcher Industries Inc                               | Bettcher Industries Inc 2021 Term Loan                                                                                           | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |    148468 | PA      | $147973.35    | 0.03%             | 2028-12-14      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Money Market Fund | State Street Institutional Treasury Money Market Fund                                                                            | CUSIP: 857492888<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | EC               | RF                | US        |   3757983 | NS      | $3757982.74   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                              | BX 2021-MFM1                                                                                                                     | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84000 | PA      | $83992.35     | 0.02%             | 2034-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397RKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8253 | PA      | $657.03       | 0.00%             | 2038-02-15      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                    | Willis Engine Structured Trust V                                                                                                 | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182085 | PA      | $173724.04    | 0.04%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                               | Superior Plus LP / Superior General Partner Inc                                                                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96244.98     | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                      | Aretec Group Inc 2024 1st Lien Term Loan B                                                                                       | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    148256 | PA      | $148692.13    | 0.03%             | 2030-08-09      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                            | Azuria Water Solutions Inc 2025 Term Loan B                                                                                      | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    233040 | PA      | $234204.79    | 0.05%             | 2028-05-17      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                       | Cemex SAB de CV                                                                                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    310000 | PA      | $286032.20    | 0.06%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                         | MASTR Alternative Loan Trust 2004-5                                                                                              | CUSIP: 576434RF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7622 | PA      | $7603.84      | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC Mortgage-Backed Trust 2007-1                                                                                                | CUSIP: 126378AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587821 | PA      | $34016.00     | 0.01%             | 2022-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROPULSION BC FINCO SARL                              | Propulsion (BC) Finco Sarl 2024 Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    650746 | PA      | $653186.12    | 0.15%             | 2029-09-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| MCA Fund Holding Llc                                  | MCA Fund Holding LLC                                                                                                             | CUSIP: 55283AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105006 | PA      | $102282.49    | 0.02%             | 2035-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2022-NQM5 Trust                                                                                                             | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77491 | PA      | $77224.77     | 0.02%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                        | Apidos CLO XX                                                                                                                    | CUSIP: 03765LAV4<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $265495.55    | 0.06%             | 2031-07-16      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382RPN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3851069 | PA      | $27044.13     | 0.01%             | 2051-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Capmark Military Housing Trust                        | Capmark Military Housing Trust                                                                                                   | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89155 | PA      | $82202.47     | 0.02%             | 2052-10-10      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                    | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113999 | PA      | $110951.32    | 0.03%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                       | Eagle Broadband Investments LLC Term Loan                                                                                        | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   2434495 | PA      | $2427398.51   | 0.55%             | 2027-11-12      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGH9NUHJ6 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |   1200000 | NC      | $610.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrust Engine Leasing                                 | Thrust Engine Leasing 2021 DAC                                                                                                   | CUSIP: 88603UAB5<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |    373088 | PA      | $365740.68    | 0.08%             | 2040-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                | HAT Holdings I LLC / HAT Holdings II LLC                                                                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1301687.59   | 0.29%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                               | Jefferies Financial Group Inc                                                                                                    | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290346.18    | 0.07%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                           | BEACH ACQUISITION BIDCO LLC USD TERM LOAN B                                                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    855000 | PA      | $860343.75    | 0.19%             | 2032-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                               | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $50586.58     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A0R33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833108 | PA      | $85685.28     | 0.02%             | 2041-09-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp                                | Astra Acquisition Corp 2021 2nd Lien Term Loan                                                                                   | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    839743 | PA      | $5601.08      | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                          | Broadcom Inc                                                                                                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169846.36    | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                   | Dow Chemical Co/The                                                                                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107714.31    | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                   | Buckeye Partners LP                                                                                                              | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148301.44    | 0.03%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: BGH9UDYG3 IRS USD R V 00MSOFR BGH9UDYG3_FLO CCPOIS / Short: BGH9UDYG3 IRS USD P F  3.30650 BGH9UDYG3_FIX CCPOIS            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |  30000000 | OU      | $86215.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                              | Mill City Securities 2024-RS2 Ltd                                                                                                | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96996 | PA      | $91730.11     | 0.02%             | 2069-08-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                | CHL Mortgage Pass-Through Trust 2007-10                                                                                          | CUSIP: 12545CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115141 | PA      | $50297.64     | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                       | Fair Isaac Corp                                                                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    974000 | PA      | $948796.03    | 0.22%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                  | Prime Mortgage Trust 2006-DR1                                                                                                    | CUSIP: 74159UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564809 | PA      | $530051.73    | 0.12%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                      | RALI Series 2006-QO6 Trust                                                                                                       | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371361 | PA      | $80459.26     | 0.02%             | 2046-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                      | AMC Networks Inc                                                                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51976.75     | 0.01%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51686.90     | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Credit Fund III LP                     | Oxford Finance Credit Fund III 2024-A LP                                                                                         | CUSIP: 69145DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404125.36    | 0.09%             | 2032-01-14      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.                   | Capstone Acquisition Holdings Inc 2024 Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136890 | PA      | $136227.37    | 0.03%             | 2029-11-13      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                              | Focus Financial Partners LLC                                                                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510759.50    | 0.12%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER HOLDCO                                    | Knife River HoldCo Term Loan                                                                                                     | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199500 | PA      | $200373.81    | 0.05%             | 2032-03-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38383V3N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3635982 | PA      | $524764.55    | 0.12%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                     | Iron Mountain Inc                                                                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     35000 | PA      | $34745.58     | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504955.61    | 0.11%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                     | Rockpoint Gas Storage Partners LP 2025 Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |    895500 | PA      | $899923.77    | 0.20%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                  | Falcon Aerospace Ltd 2017-1                                                                                                      | CUSIP: 30605YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63245 | PA      | $61984.98     | 0.01%             | 2042-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                        | Starwood Retail Property Trust 2014-STAR                                                                                         | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $9800.00      | 0.00%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| NVR INC                                               | NVR Inc                                                                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    152000 | PA      | $141672.35    | 0.03%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                            | Start Ltd/Bermuda                                                                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |     77018 | PA      | $76828.44     | 0.02%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38379CFC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1862291 | PA      | $144200.53    | 0.03%             | 2044-06-16      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LLC                                         | BCRED CLO 2025-1 LLC                                                                                                             | CUSIP: 05556FAE3<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250571.25    | 0.06%             | 2037-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | CITIGROUP REVERSE REPO                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Short            | RA               | CORP              | US        |  -1603203 | PA      | $-1603203.36  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                      | ITT Holdings LLC                                                                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118978.49    | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGH9NUH98 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |  -1200000 | NC      | $-4180.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bills                                                                                                              | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1494820.31   | 0.34%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-7320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CION INVESTMENT CORP                                  | CION Investment Corp                                                                                                             | CUSIP: 17259U303<br>LEI: 549300XN70JLF94XKX80 | Long             | EP               | CORP              | US        |     20000 | NS      | $491600.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31398FJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60322 | PA      | $5708.03      | 0.00%             | 2049-11-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                 | QXO Building Products Inc                                                                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206430.40    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                        | Apidos CLO XXIV                                                                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005922.00   | 0.23%             | 2030-10-20      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                          | Synopsys Inc                                                                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75766.81     | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd.                       | LoanCore 2021-CRE6 Issuer Ltd                                                                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100002.41    | 0.02%             | 2038-11-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                     | Rakuten Group Inc                                                                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    477000 | PA      | $524259.87    | 0.12%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Oil Changer Holding Corporation                       | Oil Changer Holding Corporation Delayed Draw Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95676 | PA      | $94958.02     | 0.02%             | 2027-02-08      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382VBP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6726992 | PA      | $186197.08    | 0.04%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                               | Chenango Park CLO Ltd                                                                                                            | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500678.00    | 0.11%             | 2030-04-15      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |   1940000 | PA      | $147556.40    | 0.03%             | 2027-01-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Retail Property Trust                        | Starwood Retail Property Trust 2014-STAR                                                                                         | CUSIP: 85571XAN7<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $4700.00      | 0.00%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| Owl Rock CLO VIII, LLC                                | Owl Rock CLO VIII LLC                                                                                                            | CUSIP: 69121CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251247.75    | 0.06%             | 2037-04-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-OA7                                                                                                  | CUSIP: 126680AA5<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-MBS          | CORP              | US        |     99314 | PA      | $91444.24     | 0.02%             | 2047-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                   | Omnis Funding Trust                                                                                                              | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $259057.14    | 0.06%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                            | DaVita Inc                                                                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    410000 | PA      | $373163.39    | 0.08%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                | Nationstar Mortgage Holdings Inc                                                                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $453459.35    | 0.10%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                              | SECRETARIAT ADVISORS LLC 2025 DELAYED DRAW TERM LOAN                                                                             | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10753 | PA      | $10779.57     | 0.00%             | 2032-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                        | Arcis Golf LLC 2025 Term Loan B                                                                                                  | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    425254 | PA      | $426582.82    | 0.10%             | 2028-11-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                                | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    340000 | PA      | $19125.00     | 0.00%             | 2022-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                     | Newell Brands Inc                                                                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1584270.62   | 0.36%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Zuora Inc                                             | Zuora Inc Term Loan B                                                                                                            | CUSIP: 98980XAC9<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |    150000 | PA      | $149531.25    | 0.03%             | 2032-02-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                        | LoanCore 2022-CRE7 Issuer Ltd                                                                                                    | CUSIP: 53946PAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $198915.62    | 0.05%             | 2037-01-17      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER LLC                                  | Illuminate Buyer LLC 2024 1st Lien Term Loan B                                                                                   | CUSIP: 45232UAG3<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |     99250 | PA      | $99668.84     | 0.02%             | 2029-12-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31398VC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50148 | PA      | $49967.49     | 0.01%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                 | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    630000 | PA      | $626560.52    | 0.14%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                      | LPL Holdings Inc                                                                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145728.09    | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                              | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94344.93     | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19566806 | PA      | $206746.79    | 0.05%             | 2029-04-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                              | Minerals Technologies Inc                                                                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162410.33    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                    | Enstar Finance LLC                                                                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $936376.53    | 0.21%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31398NPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16358 | PA      | $1576.66      | 0.00%             | 2039-11-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                         | Aircastle Ltd                                                                                                                    | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $125261.15    | 0.03%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102445.90    | 0.02%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                      | Enstar Group Ltd                                                                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    540000 | PA      | $556537.77    | 0.13%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                              | Mill City Mortgage Loan Trust 2021-NMR1                                                                                          | CUSIP: 59982HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $254401.84    | 0.06%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                              | United Wholesale Mortgage LLC                                                                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583055.70    | 0.13%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd                                    | Cook Park CLO Ltd                                                                                                                | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994878.00    | 0.23%             | 2030-04-17      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                               | GSR Mortgage Loan Trust 2005-9F                                                                                                  | CUSIP: 362341S26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493933 | PA      | $223561.98    | 0.05%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                               | Alexander Funding Trust II                                                                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2257034.76   | 0.51%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Corp Trust 2020-DUNE                                                                                      | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230907 | PA      | $223230.66    | 0.05%             | 2036-12-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                         | CoreWeave Inc                                                                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1411625.46   | 0.32%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                 | Accenture Capital Inc                                                                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292114.18    | 0.07%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                   | Arbor Realty SR Inc                                                                                                              | CUSIP: 03881NAC1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    685000 | PA      | $679577.58    | 0.15%             | 2027-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVENT INC                                             | Cvent Inc 2025 Term Loan B                                                                                                       | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |     99500 | PA      | $99637.81     | 0.02%             | 2030-06-17      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                        | BCAP LLC 2010-RR6 Trust                                                                                                          | CUSIP: 05533CDC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117865 | PA      | $54698.26     | 0.01%             | 2037-07-26      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                           | Grant Thornton Advisors LLC 2025 Incremental Term Loan                                                                           | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    350000 | PA      | $351006.25    | 0.08%             | 2031-06-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                | Canyon Capital CLO 2016-1 Ltd                                                                                                    | CUSIP: 13876EAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989860.00    | 0.22%             | 2031-07-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397GPZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110946 | PA      | $9887.97      | 0.00%             | 2037-04-15      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                    | New Flyer Holdings Inc                                                                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105511.45    | 0.02%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                     | AMSPEC PARENT LLC 2025 TERM LOAN                                                                                                 | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    216667 | PA      | $218020.84    | 0.05%             | 2031-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                        | PulteGroup Inc                                                                                                                   | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $183433.08    | 0.04%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                             | IQVIA Inc                                                                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359768.18    | 0.08%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                        | TD SYNNEX Corp                                                                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205236.25    | 0.05%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| American Auto Auction Group, LLC                      | American Auto Auction Group LLC 2025 Term Loan                                                                                   | CUSIP: 02403MAR1<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |    550000 | PA      | $553352.25    | 0.13%             | 2032-05-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                  | Pentair Finance Sarl                                                                                                             | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    260000 | PA      | $271859.62    | 0.06%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $261556.70    | 0.06%             | 2032-05-05      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $249690.82    | 0.06%             | 2032-05-05      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                           | Ares Direct Lending CLO 2 LLC                                                                                                    | CUSIP: 04021CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100234.20    | 0.02%             | 2036-10-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50025.34     | 0.01%             | 2035-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                              | Compass Minerals International Inc                                                                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103318.00    | 0.02%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                    | CONTRA ABIOMED INC                                                                                                               | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |     22138 | NS      | $35420.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                    | Chase Mortgage Finance Trust Series 2007-S3                                                                                      | CUSIP: 16163HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1254657 | PA      | $535165.83    | 0.12%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                      | Symphony CLO 48 Ltd                                                                                                              | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220619.38    | 0.05%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                    | Steel Dynamics Inc                                                                                                               | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80100.12     | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                      | Viper Energy Inc                                                                                                                 | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150164.85    | 0.03%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                     | GIP Pilot Acquisition Partners LP 2025 Term Loan B                                                                               | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     46819 | PA      | $47033.74     | 0.01%             | 2030-10-04      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                         | MASTR Alternative Loan Trust 2004-5                                                                                              | CUSIP: 576434RG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9178 | PA      | $9309.62      | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                        | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $470856.37    | 0.11%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                          | Centene Corp                                                                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184898.54    | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                      | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                                  | CUSIP: 14312JBJ0<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |    405000 | PA      | $405202.50    | 0.09%             | 2032-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                   | Midocean Credit Clo VII                                                                                                          | CUSIP: 59801WAT3<br>LEI: 5493004MLF21SFT7F415 | Long             | ABS-CBDO         | CORP              | KY        |    114210 | PA      | $114528.08    | 0.03%             | 2029-07-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137ARRY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1652660 | PA      | $89985.70     | 0.02%             | 2041-03-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97593.08     | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                              | Stewart Information Services Corp                                                                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    420000 | PA      | $376577.15    | 0.09%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                      | Owl Rock CLO XIII LLC                                                                                                            | CUSIP: 69120GAC8<br>LEI: 254900P65RXI0LEC4D85 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251305.75    | 0.06%             | 2035-09-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| API Holdings III LLC                                  | API Holdings III LLC 2023 Term Loan B2                                                                                           | CUSIP: 00189CAE6<br>LEI: 549300FAGEOQASEWDY74 | Long             | LON              | CORP              | US        |    108389 | PA      | $91995.41     | 0.02%             | 2027-05-10      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| DYAL CAPITAL PART III ISSUER A                        | DYAL CAPITAL PART III ISSUER A                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $170577.93    | 0.04%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                            | Twilio Inc                                                                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280861.80    | 0.06%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                          | Business Jet Securities 2024-1 LLC                                                                                               | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432699 | PA      | $444966.14    | 0.10%             | 2039-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                               | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   2740000 | PA      | $2717701.06   | 0.62%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RESONETICS LLC                                        | Resonetics LLC 2024 Term Loan B                                                                                                  | CUSIP: 76118EAK4<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |     88007 | PA      | $88169.45     | 0.02%             | 2031-06-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                       | Stream Innovations 2024-1 Issuer Trust                                                                                           | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70589 | PA      | $73353.58     | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Florida Food Products LLC                             | Florida Food Products LLC Term Loan                                                                                              | CUSIP: 34068GAD4<br>LEI: 254900J6FNIX7DTKUV52 | Long             | LON              | CORP              | US        |     66392 | PA      | $45146.83     | 0.01%             | 2028-10-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                              | BGH9V9J94 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |   3595000 | NC      | $42924.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                              | Fox Corp                                                                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324705.70    | 0.07%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                | Choice Hotels International Inc                                                                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    545000 | PA      | $550444.03    | 0.12%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                             | IDEX Corp                                                                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64154.05     | 0.01%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                  | Targa Resources Corp                                                                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5019.52      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                | Switch ABS Issuer LLC                                                                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50432.67     | 0.01%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                              | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105046.74    | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99134.17     | 0.02%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                               | Crescent Energy Finance LLC                                                                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2083090.00   | 0.47%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2004-S1                                                                                                 | CUSIP: 466247EV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147517 | PA      | $154270.71    | 0.03%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Endo Inc                                              | Endo Inc                                                                                                                         | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1043 | NS      | $21889.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                               | Blue Stream Issuer LLC                                                                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1032858.80   | 0.23%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                          | VeriSign Inc                                                                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    232000 | PA      | $207683.78    | 0.05%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 2YR NOTE (CBT) SEP25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        72 | NC      | $61319.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                 | Level 3 Financing Inc                                                                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    206000 | PA      | $187460.00    | 0.04%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                               | Park River Holdings Inc Term Loan                                                                                                | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    225000 | PA      | $219655.13    | 0.05%             | 2027-12-28      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Regatta 33 Funding Ltd.                               | Regatta 33 Funding Ltd                                                                                                           | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248703.25    | 0.06%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                       | CCRR Parent Inc Term Loan B                                                                                                      | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298702 | PA      | $131055.48    | 0.03%             | 2028-03-06      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                    | Regional Management Issuance Trust 2025-1                                                                                        | CUSIP: 75908AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151784.00    | 0.03%             | 2034-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                   | CitiMortgage Alternative Loan Trust Series 2006-A5                                                                               | CUSIP: 18974BAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120178 | PA      | $91555.93     | 0.02%             | 2036-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                              | Hess Midstream Operations LP                                                                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2868962.65   | 0.65%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103468.47    | 0.02%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                   | LCM 35 Ltd                                                                                                                       | CUSIP: 50203NAC3<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $105307.28    | 0.02%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                               | Booz Allen Hamilton Inc                                                                                                          | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112868.03    | 0.03%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust                     | CG-CCRE Commercial Mortgage Trust 2014-FL2                                                                                       | CUSIP: 12528PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187584 | PA      | $9613.68      | 0.00%             | 2031-11-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                    | WHITEWATER MATTERHORN HOLD LLC 2025 TERM LOAN B                                                                                  | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |    550000 | PA      | $550459.25    | 0.12%             | 2032-06-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                      | UFC Holdings LLC 2024 Term Loan B                                                                                                | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    149250 | PA      | $149976.85    | 0.03%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Wise CLO 2024-2 Ltd                                   | Wise CLO 2024-2 Ltd                                                                                                              | CUSIP: 97718GAG8<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250836.50    | 0.06%             | 2037-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO INTERINSURANC                              | Doctors Co An Interinsurance Exchange/The                                                                                        | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311867.84    | 0.07%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397PJG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104632 | PA      | $9677.34      | 0.00%             | 2037-11-15      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38378VWH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    517655 | PA      | $40100.91     | 0.01%             | 2043-03-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| STRATEGIC CREDIT OPPORTUNITIES                        | STRATEGIC CREDIT OPPORTUNITIES                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $342949.84    | 0.08%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31394DRP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18741 | PA      | $110.28       | 0.00%             | 2035-05-25      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                      | Symphony CLO 41 Ltd                                                                                                              | CUSIP: 871974AC5<br>LEI: 254900CYVR9C4WFQB631 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $289754.28    | 0.07%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                              | SCIL IV LLC / SCIL USA Holdings LLC                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $124194.38    | 0.03%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                               | BGH9W0ZZ6 USD PUT JPY                                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |    226000 | OU      | $19404.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARINGS BDC INC                                       | Barings BDC Inc                                                                                                                  | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103125.82    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                              | Wyndham Hotels & Resorts Inc                                                                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195834.27    | 0.04%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                     | AMSPEC PARENT LLC 2025 DELAYED DRAW TERM LOAN                                                                                    | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     33333 | PA      | $33541.66     | 0.01%             | 2031-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2004-J10                                                                                                  | CUSIP: 12667FVB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24608 | PA      | $24710.78     | 0.01%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions LLC                              | MB2 Dental Solutions LLC 2024 Tranche 1 Delayed Draw Term Loan                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33392 | PA      | $33392.04     | 0.01%             | 2031-02-13      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137H4ND8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4508627 | PA      | $530437.28    | 0.12%             | 2051-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bills                                                                                                              | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $995640.17    | 0.23%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $798916.32    | 0.18%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                              | Liberty Mutual Group Inc                                                                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    220000 | PA      | $133663.75    | 0.03%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    540000 | PA      | $40840.20     | 0.01%             | 2025-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                              | Secretariat Advisors LLC 2025 Term Loan B                                                                                        | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89024 | PA      | $89246.75     | 0.02%             | 2032-02-28      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC                                     | YAK BLOCKER 2 LLC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       563 | NS      | $442.83       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WRANGLER HOLDCO CORP                                  | Wrangler Holdco Corp                                                                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $86328.05     | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CROSS FINANCIAL CORP                                  | Cross Financial Corp 2024 Term Loan B                                                                                            | CUSIP: 22750JAF1<br>LEI: 2549008J3I495E70LU05 | Long             | LON              | CORP              | US        |     99500 | PA      | $100060.19    | 0.02%             | 2031-10-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B9NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6861928 | PA      | $237344.49    | 0.05%             | 2030-09-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                    | AmFam Holdings Inc                                                                                                               | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $136424.52    | 0.03%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                              | Great Outdoors Group LLC 2025 Term Loan B                                                                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   3318836 | PA      | $3319367.23   | 0.75%             | 2032-01-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254532.50    | 0.06%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $254125.02    | 0.06%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DRAKE SOFTWARE LLC                                    | Drake Software LLC 2024 Term Loan B                                                                                              | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |    547865 | PA      | $546494.88    | 0.12%             | 2031-06-26      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                               | TRTX 2025-FL6 Issuer Ltd                                                                                                         | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $149273.85    | 0.03%             | 2042-09-18      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180712.42    | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                   | Artera Services LLC                                                                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     21831 | PA      | $18199.42     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST                                           | BXHPP Trust 2021-FILM                                                                                                            | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $180200.80    | 0.04%             | 2036-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                            | Morgan Stanley ABS Capital I Inc Trust 2007-HE4                                                                                  | CUSIP: 61753VAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331180 | PA      | $105145.55    | 0.02%             | 2037-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                    | Wells Fargo Alternative Loan 2007-PA2 Trust                                                                                      | CUSIP: 94985FAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58610 | PA      | $42200.71     | 0.01%             | 2037-06-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38380Q2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  40199592 | PA      | $1184702.07   | 0.27%             | 2071-05-20      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                              | SLAM 2025-1 Ltd                                                                                                                  | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1121125.94   | 0.25%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38375JWD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256802 | PA      | $7130.87      | 0.00%             | 2037-04-16      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                  | BCP V Modular Services Finance II PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115978.28    | 0.03%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                  | FS Rialto 2021-FL3                                                                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $273297.04    | 0.06%             | 2036-11-16      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                              | Main Street Capital Corp                                                                                                         | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2367867.00   | 0.54%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ARES PBN FINANCE CO LLC                               | ARES PBN FINANCE CO LLC                                                                                                          | CUSIP: 04019VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $830000.00    | 0.19%             | 2036-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                  | PCI Gaming Authority Term Loan                                                                                                   | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    148624 | PA      | $148779.38    | 0.03%             | 2031-07-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                      | Kestrel Aircraft Funding Ltd                                                                                                     | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    194031 | PA      | $190217.12    | 0.04%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                        | Brink's Co/The                                                                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156151.05    | 0.04%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                          | Post CLO 2023-1 Ltd                                                                                                              | CUSIP: 73743CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370576.46    | 0.08%             | 2036-04-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1931691.41   | 0.44%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                 | Quikrete Holdings Inc 2025 Term Loan B1                                                                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     96887 | PA      | $96826.32     | 0.02%             | 2031-04-14      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                | Arsenal AIC Parent LLC 2025 Term Loan B                                                                                          | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    448623 | PA      | $448847.12    | 0.10%             | 2030-08-19      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                  | FREMF 2025-K170 Mortgage Trust                                                                                                   | CUSIP: 356920AS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3747222 | PA      | $1551787.40   | 0.35%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                  | Blue Owl Finance LLC                                                                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566299.38    | 0.13%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AL GCX Holdings LLC                                   | AL GCX Holdings LLC Term Loan B                                                                                                  | CUSIP: 00162DAB1<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |    147288 | PA      | $147694.99    | 0.03%             | 2029-05-17      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8632566 | PA      | $1281786.71   | 0.29%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vault DI Issuer LLC                                   | Vault DI Issuer LLC                                                                                                              | CUSIP: 92243JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $241863.15    | 0.05%             | 2046-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LIGHTNING 2022 1 B FUNDED                             | LIGHTNING 2022 1 B FUNDED                                                                                                        | CUSIP: 000000000<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92062.53     | 0.02%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                              | Rockies Express Pipeline LLC                                                                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50123.36     | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONTRA ALBIREO PHARMA                                 | CONTRA ALBIREO PHARMA                                                                                                            | CUSIP: 013CVR022<br>LEI: 549300835H8LC7O8VC29 | N/A              | DE               |  | US        |     47716 | NS      | $128069.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                  | FirstKey Homes 2020-SFR2 Trust                                                                                                   | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99176.60     | 0.02%             | 2037-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                              | Sealed Air Corp/Sealed Air Corp US                                                                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78165.47     | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                     | Amspec Parent LLC 2024 Delayed Draw Term Loan                                                                                    | CUSIP: 03218AAC3<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     13333 | PA      | $13416.66     | 0.00%             | 2031-12-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                         | Boeing Co/The                                                                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54413.13     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PMH Newco LP                                          | PMH Newco LP Term Loan                                                                                                           | CUSIP: 000000000<br>LEI: 5493009MQ2FBVG9L7J13 | Long             | LON              | CORP              | US        |    228899 | PA      | $228565.90    | 0.05%             | 2030-10-02      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                | Cushman & Wakefield US Borrower LLC                                                                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71628.14     | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                               | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                                            | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    550000 | PA      | $551281.50    | 0.12%             | 2031-07-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                | EQT AB                                                                                                                           | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    550000 | PA      | $561531.93    | 0.13%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                       | Lehman XS Trust Series 2006-2N                                                                                                   | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64331 | PA      | $55580.81     | 0.01%             | 2046-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Bonds Resec Trust        | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1                                                   | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   1359256 | PA      | $78252.97     | 0.02%             | 2052-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                | XPLR Infrastructure LP                                                                                                           | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    745000 | PA      | $727306.38    | 0.16%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                | Arsenal AIC Parent LLC                                                                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106844.40    | 0.02%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-16CB                                                                                                 | CUSIP: 02152AAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341300 | PA      | $413514.28    | 0.09%             | 2037-08-25      | Floating      | 13.00%                | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                   | Axon Enterprise Inc                                                                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51531.95     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates     | First Franklin Mortgage Loan Trust 2006-FF16                                                                                     | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398725 | PA      | $162063.81    | 0.04%             | 2036-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CFC BIDCO 2022 LTD                                    | CFC BIDCO 2022 LTD TERM LOAN B                                                                                                   | CUSIP: 000000000<br>LEI: 213800TBV37UG11BUV42 | Long             | LON              | CORP              | US        |    550000 | PA      | $548625.00    | 0.12%             | 2032-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                           | Enviri Corp                                                                                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172875.94    | 0.04%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137H4VE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3236473 | PA      | $667550.36    | 0.15%             | 2051-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAB Mortgage Backed Trust                            | CSAB Mortgage-Backed Trust 2006-2                                                                                                | CUSIP: 12627HAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1857684 | PA      | $109586.10    | 0.02%             | 2036-09-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                       | HGI CRE CLO 2021-FL1 Ltd                                                                                                         | CUSIP: 40441LAJ5<br>LEI: 549300VYJ293N0KO2L78 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $348899.43    | 0.08%             | 2036-06-16      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                        | BCAP LLC 2011-RR11 Trust                                                                                                         | CUSIP: 05533FAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1634522 | PA      | $955776.51    | 0.22%             | 2035-12-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust           | AASET 2024-1                                                                                                                     | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236330 | PA      | $243096.47    | 0.06%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                              | Host Hotels & Resorts LP                                                                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    150000 | PA      | $139325.68    | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                              | British Telecommunications PLC                                                                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183444.00    | 0.04%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2218089.85   | 0.50%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR                              | QTS GOOD NEWS FCLTY REVR                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309674 | PA      | $309674.07    | 0.07%             | 2028-10-09      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17596 | PA      | $1214.41      | 0.00%             | 2038-03-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                     | Labrador Aviation Finance Ltd 2016-1A                                                                                            | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169820 | PA      | $165156.85    | 0.04%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Long: 0BGH9HK5F CDS USD R V 03MEVENT 0BGH9HK5F6_PRO CDXTRANCHE / Short: 0BGH9HK5F CDS USD P F  5.00000 0BGH9HK5F6_FEE CDXTRANCHE | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |    230000 | OU      | $-16680.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                  | Glencore Funding LLC                                                                                                             | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    455000 | PA      | $493865.28    | 0.11%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                 | Encompass Health Corp                                                                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484227.10    | 0.11%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                             | Caesars Entertainment Inc Term Loan B                                                                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     97904 | PA      | $97977.62     | 0.02%             | 2030-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                         | Nordstrom Inc                                                                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2303787.36   | 0.52%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2024-NQM2 Trust                                                                                                             | CUSIP: 36831CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67068 | PA      | $67730.71     | 0.02%             | 2059-06-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                           | HOMES 2024-AFC2 Trust                                                                                                            | CUSIP: 437920AE1<br>LEI: 254900GDF2MBHUV58Z95 | Long             | ABS-MBS          | CORP              | US        |    135025 | PA      | $135558.34    | 0.03%             | 2059-10-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| TRINITY CAPITAL INC/MD                                | Trinity Capital Inc                                                                                                              | CUSIP: 896442AG5<br>LEI: 549300YGT4SBRQYDVU48 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310529.30    | 0.07%             | 2026-08-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119950.57    | 0.03%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                               | BGH9W0Y95 USD P JPY C                                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |  -1580000 | OU      | $-7397.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050486<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1290000 | PA      | $1298643.75   | 0.29%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Bells LLC                                     | Pacific Bells LLC 2024 Repriced Term Loan B                                                                                      | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |    158333 | PA      | $158992.10    | 0.04%             | 2028-11-13      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| KKR CORE HLDG CO LLC                                  | KKR CORE HLDG CO LLC                                                                                                             | CUSIP: 48255KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     87319 | PA      | $80115.50     | 0.02%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                 | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102625.00    | 0.02%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                 | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127564.41    | 0.03%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                       | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    136469 | PA      | $136564.30    | 0.03%             | 2028-12-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                       | Allen Media LLC 2021 Term Loan B                                                                                                 | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    502092 | PA      | $324100.07    | 0.07%             | 2027-02-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                              | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                                                             | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1066546.56   | 0.24%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | Equitable Holdings Inc                                                                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512436.00    | 0.12%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A2DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6420 | PA      | $5194.96      | 0.00%             | 2041-11-25      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                     | Brown & Brown Inc                                                                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51730.40     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                          | Deerfield Dakota Holding LLC 2020 USD Term Loan B                                                                                | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     99217 | PA      | $96640.04     | 0.02%             | 2027-04-09      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                       | Yum! Brands Inc                                                                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    192000 | PA      | $185035.05    | 0.04%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| COLT Funding LLC                                      | COLT 2025-3 Mortgage Loan Trust                                                                                                  | CUSIP: 12674LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144581 | PA      | $144745.70    | 0.03%             | 2070-03-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31396YDA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15940 | PA      | $1457.68      | 0.00%             | 2038-02-25      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions LLC                              | MB2 Dental Solutions LLC 2024 Revolver                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4375.00      | 0.00%             | 2031-02-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ScribeAmerica Intermediate Holdco LLC                 | ScribeAmerica Intermediate Holdco LLC 2018 Term Loan                                                                             | CUSIP: 81104BAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46422 | PA      | $37253.49     | 0.01%             | 2025-10-30      | Floating      | 13.00%                | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                          | Synopsys Inc                                                                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84729.61     | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                    | BGH9S9WZ5 USD PUT JPY CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     33000 | OU      | $1101.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                         | AppLovin Corp                                                                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70923.21     | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HORNBECK OFFSHORE SRVC INC                            | HORNBECK OFFSHORE SRVC INC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $48.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382QXL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10110227 | PA      | $292920.56    | 0.07%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                              | Mill City Securities 2024-RS1 Ltd                                                                                                | CUSIP: 599920AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $140774.96    | 0.03%             | 2069-11-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                   | Banc of America Funding 2007-4 Trust                                                                                             | CUSIP: 05953YBT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13412 | PA      | $11754.09     | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anchor Packaging Inc                                  | Anchor Packaging Inc 2024 1st Lien Term Loan                                                                                     | CUSIP: 03306UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98227 | PA      | $98852.74     | 0.02%             | 2029-07-18      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                          | Novelis Corp                                                                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98469.57     | 0.02%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDINGS LLC                                | HighTower Holdings LLC 2025 Term Loan B                                                                                          | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    535406 | PA      | $534962.05    | 0.12%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-220.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Brige Issuer LLC                              | DigitalBridge Issuer LLC                                                                                                         | CUSIP: 25402JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $346277.26    | 0.08%             | 2051-09-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                              | Hilton Domestic Operating Co Inc                                                                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $936346.32    | 0.21%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOLDING SOCOTEC                                       | Holding Socotec 2024 USD Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | FR        |     49500 | PA      | $49747.50     | 0.01%             | 2028-06-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust           | AASET 2024-2 Ltd                                                                                                                 | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237096 | PA      | $241231.41    | 0.05%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                        | Whirlpool Corp                                                                                                                   | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46650.70     | 0.01%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                               | NYMT Loan Trust 2022-SP1                                                                                                         | CUSIP: 62956BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349716 | PA      | $349576.10    | 0.08%             | 2062-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-3508.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                               | Global Partners LP / GLP Finance Corp                                                                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25401.55     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                | Motorola Solutions Inc                                                                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295894.44    | 0.07%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                  | Verisk Analytics Inc                                                                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275950.29    | 0.06%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                        | Starwood Retail Property Trust 2014-STAR                                                                                         | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $4750.00      | 0.00%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| DEUCE FINCO                                           | Deuce Finco Plc                                                                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $136361.85    | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VC 3 LS 2021 LP                                       | VC 3 LS 2021 LP                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        31 | PA      | $30.84        | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust        | Structured Adjustable Rate Mortgage Loan Trust                                                                                   | CUSIP: 863579TM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423233 | PA      | $251661.31    | 0.06%             | 2035-07-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-5316.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-5868.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                 | Flowserve Corp                                                                                                                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56079.41     | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                       | Discovery Purchaser Corporation Term Loan                                                                                        | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    239400 | PA      | $239324.59    | 0.05%             | 2029-10-04      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                      | AMC Networks Inc                                                                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504080.00    | 0.11%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                       | Slam 2021-1 Ltd                                                                                                                  | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191250 | PA      | $178142.18    | 0.04%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| OFS CAPITAL CORP                                      | OFS Capital Corp                                                                                                                 | CUSIP: 67103BAA8<br>LEI: 549300XTK3HSWPDBJD13 | Long             | DBT              | CORP              | US        |    620000 | PA      | $609007.34    | 0.14%             | 2026-02-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC                  | Tidal Waste & Recycling Holdings LLC Term Loan B                                                                                 | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    518700 | PA      | $522372.40    | 0.12%             | 2031-10-24      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                              | Aspen Insurance Holdings Ltd                                                                                                     | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $76238.70     | 0.02%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137A3G45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84645 | PA      | $7546.19      | 0.00%             | 2040-11-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                    | THL Credit Wind River 2018-2 Clo Ltd                                                                                             | CUSIP: 88433LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $483809.00    | 0.11%             | 2030-07-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137A4MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19797 | PA      | $80.66        | 0.00%             | 2040-11-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266494.06    | 0.06%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ilpea Parent Inc                                      | Ilpea Parent Inc 2021 Term Loan                                                                                                  | CUSIP: 45236FAF4<br>LEI: 5493002IJGO6IOH86T22 | Long             | LON              | CORP              | US        |    466642 | PA      | $466788.85    | 0.11%             | 2028-06-22      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    898375 | PA      | $880002.31    | 0.20%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE II LLC                                 | CEAMER FINANCE II LLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300IFAMQDJGOE7906 | Long             | DBT              | CORP              | US        |    198841 | PA      | $203144.03    | 0.05%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                | Athenahealth Group Inc 2022 Term Loan B                                                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1750612 | PA      | $1750831.33   | 0.40%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                              | Allison Transmission Inc                                                                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $939219.25    | 0.21%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                              | Madison Park Funding XXXVIII Ltd                                                                                                 | CUSIP: 55821MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502413.50    | 0.11%             | 2034-07-17      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| HUNT COS INC                                          | Hunt Cos Inc                                                                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96460.06     | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIGHTNING 2022 1 A FUNDED                             | LIGHTNING 2022 1 A FUNDED                                                                                                        | CUSIP: 000000000<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183578.90    | 0.04%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                           | Mcdermott International Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |     32677 | NS      | $392119.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Knox IN                                     | KNOX CNTY IN ECON DEV REVENUE                                                                                                    | CUSIP: 499396AV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4957.25      | 0.00%             | 2034-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                | AngloGold Ashanti Holdings PLC                                                                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    240000 | PA      | $229207.92    | 0.05%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOCIATES LLC                             | CURRICULUM ASSOCIATES LLC 2025 DELAYED DRAW Term Loan                                                                            | CUSIP: 000000000<br>LEI: 254900F1U1TH1N97NR19 | Long             | LON              | CORP              | US        |    124842 | PA      | $124842.19    | 0.03%             | 2032-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nassau 2019 CFO LLC                                   | Nassau 2019 CFO LLC                                                                                                              | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75741 | PA      | $71636.19     | 0.02%             | 2034-08-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                    | nVent Finance Sarl                                                                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $306010.45    | 0.07%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2025-HE1                                                                                                             | CUSIP: 30191LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135334 | PA      | $136464.77    | 0.03%             | 2055-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382M3B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5613263 | PA      | $862719.19    | 0.20%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                     | Citigroup Mortgage Loan Trust 2022-A                                                                                             | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77009 | PA      | $76982.18     | 0.02%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                | Mauser Packaging Solutions Holding Co                                                                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101782.10    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                               | CARS-DB7 LP                                                                                                                      | CUSIP: 12510HAU4<br>LEI: N/A                  | Long             | ABS-O            |  | US        |    320000 | PA      | $323060.99    | 0.07%             | 2053-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                            | Kaseya Inc 2025 1st Lien Term Loan B                                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     99750 | PA      | $100256.73    | 0.02%             | 2032-03-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136BGFS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 120854215 | PA      | $396293.06    | 0.09%             | 2031-07-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| ACCURIDE CORPORATION                                  | ACCURIDE CORPORATION                                                                                                             | CUSIP: 000000000<br>LEI: 549300MC6XO5P96H8E79 | Long             | EC               | CORP              | US        |     21482 | NS      | $2.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38383FLN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14669709 | PA      | $237631.69    | 0.05%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                | XPLR Infrastructure LP                                                                                                           | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    610000 | PA      | $584074.11    | 0.13%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                     | Golub Capital BDC Inc                                                                                                            | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162244.34    | 0.04%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding 50 LLC                                                                                                     | CUSIP: 15673UAE7<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500000.00    | 0.11%             | 2037-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                       | Moran Foods LLC 2022 FLSO Term Loan                                                                                              | CUSIP: 61647DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5688 | PA      | $484.30       | 0.00%             | 2026-06-30      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                               | TRTX 2021-FL4 Issuer Ltd                                                                                                         | CUSIP: 87276WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $315720.16    | 0.07%             | 2038-03-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38380LVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5427991 | PA      | $292374.95    | 0.07%             | 2069-06-20      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                         | Parkland Corp                                                                                                                    | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96017.50     | 0.02%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                            | Sotera Health Holdings LLC 2024 Term Loan B                                                                                      | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |   2211330 | PA      | $2223779.69   | 0.50%             | 2031-05-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                           | Legacy Mortgage Asset Trust 2021-GS3                                                                                             | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169067 | PA      | $168652.60    | 0.04%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation               | Structured Asset Securities Corp                                                                                                 | CUSIP: 86363TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200379 | PA      | $284827.05    | 0.06%             | 2045-03-28      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                      | Galaxy Bidco Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $210195.24    | 0.05%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                           | Hologic Inc                                                                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    620000 | PA      | $591321.90    | 0.13%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2360858.93   | 0.54%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MAPS LTD                                              | MAPS 2019-1 Ltd                                                                                                                  | CUSIP: 55283LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     64149 | PA      | $63273.85     | 0.01%             | 2044-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                           | Fortress Credit BSL XV Ltd                                                                                                       | CUSIP: 34964WAS1<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250428.50    | 0.06%             | 2033-10-18      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                    | Vodafone Group PLC                                                                                                               | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $75893.58     | 0.02%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                | Mueller Water Products Inc                                                                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240831.45    | 0.05%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                        | Rocket Cos Inc                                                                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204707.39    | 0.05%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                    | Credit Agricole SA                                                                                                               | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $265373.46    | 0.06%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                        | LoanCore 2021-CRE5 Issuer Ltd                                                                                                    | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99019.37     | 0.02%             | 2036-07-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                        | Globe Life Inc                                                                                                                   | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8810.62      | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                              | RenaissanceRe Holdings Ltd                                                                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    425000 | PA      | $438339.22    | 0.10%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                  | Castlelake Aircraft Securitization Trust 2018-1                                                                                  | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26265 | PA      | $25533.47     | 0.01%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                | Switch ABS Issuer LLC                                                                                                            | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102037.26    | 0.02%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                               | Reinsurance Group of America Inc                                                                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224409.92    | 0.05%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                    | BGH9GTRB3 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |    232000 | OU      | $40.69        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley IXIS Real Estate Capital Trust         | Morgan Stanley IXIS Real Estate Capital Trust 2006-2                                                                             | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508253 | PA      | $163561.75    | 0.04%             | 2036-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| LVNV FUNDING LLC                                      | LVNV FUNDING LLC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105098.26    | 0.02%             | 2028-11-05      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                      | Fugue Finance BV 2025 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    149126 | PA      | $150198.47    | 0.03%             | 2032-01-09      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $799488.10    | 0.18%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                              | Neuberger Berman Loan Advisers Clo 44 Ltd                                                                                        | CUSIP: 64134EAC8<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $160982.25    | 0.04%             | 2035-10-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                          | ams-OSRAM AG                                                                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    770000 | PA      | $820615.89    | 0.19%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                              | National Health Investors Inc                                                                                                    | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     70000 | PA      | $62140.36     | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    262000 | PA      | $246903.86    | 0.06%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137AJPE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202992 | PA      | $191531.79    | 0.04%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AAG US GSI BIDCO INC                                  | AAG US GSI Bidco Inc Term Loan B                                                                                                 | CUSIP: 00033RAB7<br>LEI: 25490004WTN5CN5TXD48 | Long             | LON              | CORP              | US        |   2174550 | PA      | $2169113.63   | 0.49%             | 2031-10-31      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                    | Morgan Stanley Mortgage Loan Trust 2006-7                                                                                        | CUSIP: 61749JAE6<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |    211221 | PA      | $111894.94    | 0.03%             | 2036-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                               | United Rentals North America Inc                                                                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164992.48    | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54502.70     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                 | Level 3 Financing Inc 2025 Term Loan B                                                                                           | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     20000 | PA      | $20245.90     | 0.00%             | 2032-03-27      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                    | Subway Funding LLC                                                                                                               | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49750 | PA      | $49404.25     | 0.01%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| AqGen Island Holdings Inc                             | AqGen Island Holdings Inc 2024 Term Loan B                                                                                       | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98430 | PA      | $98737.63     | 0.02%             | 2028-08-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-11090.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                              | Fortitude Group Holdings LLC                                                                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51468.49     | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                         | Boeing Co/The                                                                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53793.63     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                              | Acadia Healthcare Co Inc                                                                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206452.80    | 0.05%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Residential Accredit Loans, Inc.                      | RALI Series 2007-QS8 Trust                                                                                                       | CUSIP: 74922UAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242698 | PA      | $195016.35    | 0.04%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                         | MASTR Alternative Loan Trust 2004-8                                                                                              | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45327 | PA      | $45566.80     | 0.01%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                            | BINOM Securitization Trust 2022-RPL1                                                                                             | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $431524.89    | 0.10%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38377VE69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51959 | PA      | $41391.73     | 0.01%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                        | BAHA Trust 2024-MAR                                                                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $909943.44    | 0.21%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                 | RPM International Inc                                                                                                            | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264786.74    | 0.06%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                     | PRPM 2024-RPL2 LLC                                                                                                               | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $467675.05    | 0.11%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman Loan Advisers CLO 60 Ltd                                                                                        | CUSIP: 640974AC5<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220619.38    | 0.05%             | 2039-04-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38380QDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9479467 | PA      | $697731.42    | 0.16%             | 2070-06-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $9000.00      | 0.00%             | 2025-01-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Options Clearing Corp.                                | CBOE VOLATILITY INDEX                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       349 | NC      | $38041.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-19                                                                                                   | CUSIP: 02151ABK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314010 | PA      | $146155.59    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                                                                  | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683000 | PA      | $6356.92      | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CGI INC                                               | CGI Inc                                                                                                                          | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $155793.21    | 0.04%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KUVARE US HOLDINGS INC                                | Kuvare US Holdings Inc                                                                                                           | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59978.46     | 0.01%             | 2051-02-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGH9NUH64 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | GB        |   1200000 | NC      | $8454.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                               | BGH9S9WX0 USD PUT JPY CALL                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |    187000 | OU      | $6244.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSR Trust                                            | AMSR 2021-SFR1 Trust                                                                                                             | CUSIP: 00179DAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2359923.00   | 0.53%             | 2038-06-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| LERNEN BIDCO LIMITED                                  | Lernen Bidco Limited 2024 USD Term Loan B2                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149251 | PA      | $150432.26    | 0.03%             | 2031-10-27      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                               | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102628.34    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9154.93      | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HPS Investment Partners                               | Highbridge Loan Management 2013-2 Ltd                                                                                            | CUSIP: 44330FAA3<br>LEI: 549300BGJH0LJLGIUQ46 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502020.50    | 0.11%             | 2029-10-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 5YR NOTE (CBT) SEP25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -30 | NC      | $-26792.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                              | Rogers Communications Inc                                                                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153318.00    | 0.03%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                  | BWX Technologies Inc                                                                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    361000 | PA      | $348321.50    | 0.08%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                        | CITIGROUP REVERSE REPO                                                                                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Short            | RA               | CORP              | US        |   -606550 | PA      | $-606550.30   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8902524 | PA      | $1310275.32   | 0.30%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                               | Imagefirst Holdings LLC 2025 Term Loan B                                                                                         | CUSIP: 45249TAR3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $150187.50    | 0.03%             | 2032-03-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                  | OneMain Finance Corp                                                                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49365.02     | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                               | CNO Financial Group Inc                                                                                                          | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |      2000 | NS      | $34460.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust                     | CG-CCRE Commercial Mortgage Trust 2014-FL2                                                                                       | CUSIP: 12528PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96080 | PA      | $47266.10     | 0.01%             | 2031-11-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                            | FedEx Corp                                                                                                                       | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41754.40     | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VCP RRL ABS I, Ltd                                    | VCP RRL ABS I Ltd                                                                                                                | CUSIP: 92243RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36712 | PA      | $33779.14     | 0.01%             | 2031-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TMF GROUP HOLDING BV                                  | TMF Group Holding BV 2025 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |    169152 | PA      | $169946.30    | 0.04%             | 2028-05-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2025-NQM1 Trust                                                                                                             | CUSIP: 36171GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291786 | PA      | $292629.81    | 0.07%             | 2069-11-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding XLVI LP                                                                                                    | CUSIP: 15675BAC1<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252498.25    | 0.06%             | 2036-07-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                     | 720 East CLO V Ltd                                                                                                               | CUSIP: 81789MAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251346.50    | 0.06%             | 2037-07-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                  | Unigel Luxembourg SA                                                                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     56454 | PA      | $15807.12     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                              | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69466.68     | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                               | Pediatrix Medical Group Inc                                                                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197599.12    | 0.04%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137B4AK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1358240 | PA      | $802691.20    | 0.18%             | 2043-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                 | Fidelis Insurance Holdings Ltd                                                                                                   | CUSIP: 31575FAB2<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   1155000 | PA      | $1157818.20   | 0.26%             | 2041-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                        | Whirlpool Corp                                                                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76933.77     | 0.02%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                              | Clarios Global LP / Clarios US Finance Co                                                                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $207662.00    | 0.05%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                        | Golub Capital Partners ABS Funding 2020-1 Ltd                                                                                    | CUSIP: 38177UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     50497 | PA      | $50436.86     | 0.01%             | 2029-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                         | MASTR Alternative Loan Trust 2003-9                                                                                              | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10994 | PA      | $10932.26     | 0.00%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                               | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2240677.73   | 0.51%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2022-NQM9 Trust                                                                                                              | CUSIP: 67118LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70550 | PA      | $70491.92     | 0.02%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| NEWLY WEDS FOODS INC                                  | Newly Weds Foods Inc Term Loan B                                                                                                 | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |    100000 | PA      | $100000.00    | 0.02%             | 2032-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                             | Palmer Square BDC CLO 1 Ltd                                                                                                      | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $312214.02    | 0.07%             | 2037-07-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Monroe Capital Income Plus ABS Funding LLC            | Monroe Capital Income Plus ABS Funding LLC                                                                                       | CUSIP: 61033MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113573 | PA      | $109365.88    | 0.02%             | 2032-04-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                                                                     | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $309181.60    | 0.07%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-735.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Finastra USA Inc                                      | Finastra USA Inc 2023 Revolver                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     10000 | PA      | $10062.50     | 0.00%             | 2029-09-13      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    610000 | PA      | $609483.37    | 0.14%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATIONS                           | Midcontinent Communications 2024 Term Loan B                                                                                     | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |    853550 | PA      | $857459.26    | 0.19%             | 2031-08-16      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                      | AmWINS Group Inc 2025 Term Loan B                                                                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    149250 | PA      | $149469.40    | 0.03%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                     | Iron Mountain Inc                                                                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    378000 | PA      | $360560.67    | 0.08%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                        | ACRE Commercial Mortgage 2021-FL4 Ltd                                                                                            | CUSIP: 00489TAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239144.79    | 0.05%             | 2037-12-18      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                   | Sound Point CLO XXXII Ltd                                                                                                        | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $457797.00    | 0.10%             | 2034-10-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31398JHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58006 | PA      | $3227.61      | 0.00%             | 2036-11-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                              | Oaktree Strategic Credit Fund                                                                                                    | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2171605.51   | 0.49%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 3136AKXM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    975173 | PA      | $59962.10     | 0.01%             | 2044-08-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Women's Care Enterprises LLC                          | Women's Care Enterprises LLC Term Loan                                                                                           | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188885 | PA      | $173932.11    | 0.04%             | 2028-01-15      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                 | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                               | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99031.02     | 0.02%             | 2042-08-17      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                              | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2640740.32   | 0.60%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2007-S3                                                                                                 | CUSIP: 46631NEA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525610 | PA      | $228625.41    | 0.05%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                              | Madison Park Funding LVIII Ltd                                                                                                   | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $252281.75    | 0.06%             | 2037-04-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                                     | Operadora de Servicios Mega SA de CV Sofom ER                                                                                    | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $150000.00    | 0.03%             | 2025-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Limited                   | SAPPHIRE AVIATION FINANCE II LTD                                                                                                 | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130023 | PA      | $119139.39    | 0.03%             | 2040-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                       | Alumina Pty Ltd                                                                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $203372.40    | 0.05%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                           | Global Medical Response Inc 2024 PIK Term Loan                                                                                   | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    255129 | PA      | $255802.13    | 0.06%             | 2028-10-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                     | Sonic Capital LLC                                                                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190333 | PA      | $186405.10    | 0.04%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                               | Midwest Connector Capital Co LLC                                                                                                 | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $98165.68     | 0.02%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                        | Milos CLO Ltd                                                                                                                    | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496430.50    | 0.11%             | 2030-10-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                | Nationstar Mortgage Holdings Inc                                                                                                 | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69771.74     | 0.02%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107600.44    | 0.02%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382KUK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3386916 | PA      | $546363.09    | 0.12%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                     | Par Petroleum LLC 2024 Term Loan B                                                                                               | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    184341 | PA      | $183074.84    | 0.04%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                         | Anchorage Credit Funding 4 Ltd                                                                                                   | CUSIP: 03329TAL8<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223660.75    | 0.05%             | 2039-04-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                | Taco Bell Funding LLC                                                                                                            | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187500 | PA      | $187580.91    | 0.04%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                        | Long Beach Mortgage Loan Trust 2006-9                                                                                            | CUSIP: 54251WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3082936 | PA      | $957698.85    | 0.22%             | 2036-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                 | Lehman Mortgage Trust 2006-2                                                                                                     | CUSIP: 52520MGL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469553 | PA      | $471511.05    | 0.11%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                  | Unigel Luxembourg SA                                                                                                             | CUSIP: 000000000<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    242753 | PA      | $67970.84     | 0.02%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A2JC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57161 | PA      | $55056.62     | 0.01%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                 | Helmerich & Payne Inc                                                                                                            | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250388.58    | 0.06%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Chef's Warehouse Leasing Co LLC (The)                 | Chef's Warehouse Leasing Co LLC (The) 2022 Term Loan B                                                                           | CUSIP: 16308TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84500 | PA      | $85063.58     | 0.02%             | 2029-08-23      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                 | Bulldog Purchaser Inc 2025 Term Loan                                                                                             | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |    548872 | PA      | $550656.01    | 0.12%             | 2031-06-27      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                       | Ascot Group Ltd                                                                                                                  | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   1465000 | PA      | $1511226.95   | 0.34%             | 2035-06-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1310263.93   | 0.30%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                   | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98203.10     | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                   | Hotwire Funding LLC                                                                                                              | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $731805.53    | 0.17%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TCP CAP CORP                                | BlackRock TCP Capital Corp                                                                                                       | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    395000 | PA      | $407157.96    | 0.09%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Emrld Borrower LP                                     | EMRLD Borrower LP Term Loan B                                                                                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     84468 | PA      | $84503.30     | 0.02%             | 2030-05-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                              | Virgin Media Finance PLC                                                                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $91460.20     | 0.02%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E2open LLC                                            | E2open LLC 2020 Term Loan B                                                                                                      | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |    199481 | PA      | $200407.69    | 0.05%             | 2028-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                         | Citrin Cooperman Advisors LLC 2025 Delayed Draw Term Loan                                                                        | CUSIP: 17737EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9091 | PA      | $9098.46      | 0.00%             | 2032-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| METIS ISSUER 2025 1 LLC                               | METIS ISSUER 2025 1 LLC                                                                                                          | CUSIP: 59155MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249141.98    | 0.06%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                      | AMC Networks Inc                                                                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120309.75    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayard Park CLO, Ltd                                  | Bayard Park CLO Ltd                                                                                                              | CUSIP: 072716AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $202386.00    | 0.05%             | 2038-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NFM & J LP                                            | NFM & J LP Term Loan                                                                                                             | CUSIP: 62910XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47973 | PA      | $47327.83     | 0.01%             | 2027-11-30      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust           | AASET 2020-1 Trust                                                                                                               | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64964 | PA      | $61590.82     | 0.01%             | 2040-01-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                     | Engineered Machinery Holdings Inc 2021 USD Incremental Term Loan                                                                 | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    199483 | PA      | $200926.46    | 0.05%             | 2028-05-19      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                 | Playtika Holding Corp                                                                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181685.00    | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397RW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98752 | PA      | $222.13       | 0.00%             | 2038-03-15      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                      | OWL Rock Clo XXI LLC                                                                                                             | CUSIP: 69120UAC7<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $350574.00    | 0.08%             | 2034-07-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| NA Rail HoldCo LLC                                    | NA Rail HoldCo LLC 2025 Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |    150000 | PA      | $150656.25    | 0.03%             | 2032-03-08      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                       | TripAdvisor Inc Term Loan                                                                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     99499 | PA      | $99374.37     | 0.02%             | 2031-07-08      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                              | BX Trust 2024-VLT4                                                                                                               | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149580.86    | 0.03%             | 2029-07-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                              | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     99750 | PA      | $99244.77     | 0.02%             | 2031-07-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                    | STWD 2021-FL2 Ltd                                                                                                                | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $197212.51    | 0.04%             | 2038-04-18      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| PRIORITY HOLDINGS LLC                                 | Priority Holdings LLC 2024 Term Loan B                                                                                           | CUSIP: 74275TAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1256220 | PA      | $1261558.56   | 0.29%             | 2031-05-16      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                                   | Chrysaor Bidco Sarl USD Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |     92649 | PA      | $93382.11     | 0.02%             | 2031-10-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                            | US Bancorp                                                                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    925000 | PA      | $891819.05    | 0.20%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                | Penn Entertainment Inc                                                                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92723.03     | 0.02%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| THUNDERBIRD 2022 1 A FUNDED                           | THUNDERBIRD 2022 1 A FUNDED                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183578.91    | 0.04%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                | Sunoco LP / Sunoco Finance Corp                                                                                                  | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50149.60     | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                                 | CUSIP: 31427M2T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826719 | PA      | $829215.67    | 0.19%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                            | CPI CG Inc                                                                                                                       | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    375000 | PA      | $400312.50    | 0.09%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Air Canada                                            | Air Canada 2024 Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     59698 | PA      | $59875.80     | 0.01%             | 2031-03-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                           | Asurion LLC 2023 Term Loan B11                                                                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     97995 | PA      | $97093.41     | 0.02%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust        | Structured Adjustable Rate Mortgage Loan Trust Series 2008-1                                                                     | CUSIP: 86358DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350357 | PA      | $268482.29    | 0.06%             | 2037-10-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38381DHV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6515761 | PA      | $392168.64    | 0.09%             | 2063-02-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                     | GXO Logistics Inc                                                                                                                | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    620000 | PA      | $649038.37    | 0.15%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                | Switch ABS Issuer LLC                                                                                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98794.09     | 0.02%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust              | Castlelake Aircraft Structured Trust 2021-1                                                                                      | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68451 | PA      | $67464.43     | 0.02%             | 2046-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397PCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25260 | PA      | $1718.21      | 0.00%             | 2037-11-15      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| Cliffwater LLC                                        | Cliffwater LLC Revolver                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9200.00      | 0.00%             | 2032-04-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153350.80    | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31398GMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999713 | PA      | $65459.31     | 0.01%             | 2040-01-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                  | WW International Inc 2021 Term Loan B                                                                                            | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |      9000 | PA      | $3003.75      | 0.00%             | 2028-04-13      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                | Match Group Holdings II LLC                                                                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48801.19     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-16CB                                                                                                 | CUSIP: 02152AAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48108 | PA      | $61265.93     | 0.01%             | 2037-08-25      | Floating      | 17.64%                | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                               | Gulfport Energy Corp                                                                                                             | CUSIP: 402635601<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EP               | CORP              | US        |        18 | NS      | $22377.81     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AL NGPL Holdings LLC                                  | AL NGPL Holdings LLC Term Loan B                                                                                                 | CUSIP: 01021AAB6<br>LEI: 254900WKSN3ZUJ0TO315 | Long             | LON              | CORP              | US        |    279353 | PA      | $279527.22    | 0.06%             | 2028-04-13      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136BKBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23113087 | PA      | $325568.63    | 0.07%             | 2031-11-01      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                                                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2069464.13   | 0.47%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                              | International Flavors & Fragrances Inc                                                                                           | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36643.12     | 0.01%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company BV                            | Lealand Finance Company BV 2020 Senior Letter Of Credit                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    953779 | PA      | $524578.33    | 0.12%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CONTRA CONCERT PHARMAC                                | CONTRA CONCERT PHARMAC                                                                                                           | CUSIP: 206CVR011<br>LEI: 529900PYI5BSGQNATP82 | N/A              | DE               |  | US        |    213778 | NS      | $98679.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fillmore Park CLO, Ltd.                               | Fillmore Park CLO Ltd 2018-1A                                                                                                    | CUSIP: 31722QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502169.50    | 0.11%             | 2030-07-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                          | Centene Corp                                                                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147448.96    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                      | Bain Capital Credit CLO 2020-1 Ltd                                                                                               | CUSIP: 05684DAS2<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |    180000 | PA      | $180303.66    | 0.04%             | 2033-04-18      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                    | Project Ruby Ultimate Parent Corp 2024 Term Loan B                                                                               | CUSIP: 74339UAZ3<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    148752 | PA      | $149093.14    | 0.03%             | 2028-03-10      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| TOWD POINT REVOLVING TRUST                            | TOWD POINT REVOLVING TRUST                                                                                                       | CUSIP: 89183JBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222674 | PA      | $223675.53    | 0.05%             | 2069-11-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | CBOE VOLATILITY INDEX                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -349 | NC      | $-19544.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pelican Products Inc                                  | Pelican Products Inc 2021 Term Loan                                                                                              | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |     97970 | PA      | $86151.95     | 0.02%             | 2028-12-29      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                  | FS Rialto 2025-FL10 Issuer LLC                                                                                                   | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98464.60     | 0.02%             | 2042-08-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| PUSHPAY USA INC                                       | PushPay USA Inc 2025 Term Loan                                                                                                   | CUSIP: 74646HAD9<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |     99500 | PA      | $100370.63    | 0.02%             | 2031-08-15      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $216297.85    | 0.05%             | 2032-05-05      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78501.65     | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                  | Southern Copper Corp                                                                                                             | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $252748.54    | 0.06%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | CBOE VOLATILITY INDEX                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -601 | NC      | $-16227.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                 | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103683.40    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                             | Caesars Entertainment Inc 2024 Term Loan B1                                                                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     98998 | PA      | $99060.48     | 0.02%             | 2031-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                              | NEXSTAR BROADCASTING INC 2025 TERM LOAN B5                                                                                       | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   1020000 | PA      | $1019362.50   | 0.23%             | 2032-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                      | HF Sinclair Corp                                                                                                                 | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60927.99     | 0.01%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                 | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29472.95     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | US 10YR NOTE (CBT)SEP25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        15 | NC      | $38985.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Health Sciences Inc                               | PRA Health Sciences Inc                                                                                                          | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1474530.10   | 0.33%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397TKA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34951 | PA      | $2189.98      | 0.00%             | 2038-05-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions LLC                              | MB2 Dental Solutions LLC 2024 Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95318 | PA      | $95123.45     | 0.02%             | 2031-02-13      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                     | Service Corp International/US                                                                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    834000 | PA      | $780904.31    | 0.18%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38379BRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1657673 | PA      | $109102.24    | 0.02%             | 2044-04-16      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT INTL LTD                                    | MCDERMOTT INTL LTD                                                                                                               | CUSIP: 58004K406<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       440 | NS      | $5278.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                            | NetApp Inc                                                                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61811.95     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                          | CD 2017-CD4 Mortgage Trust                                                                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779949 | PA      | $12352.83     | 0.00%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                      | RALI Series 2007-QS1 Trust                                                                                                       | CUSIP: 74922KAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276367 | PA      | $211387.61    | 0.05%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                                    | Congruex Group LLC Term Loan                                                                                                     | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |     46437 | PA      | $40700.39     | 0.01%             | 2029-05-03      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                       | Sealed Air Corp                                                                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    535000 | PA      | $554956.57    | 0.13%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BREAD FINANCIAL HLDGS                                 | Bread Financial Holdings Inc                                                                                                     | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2230718.94   | 0.51%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                               | Great Lakes Dredge & Dock Corp                                                                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192372.24    | 0.04%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HORNBECK OFFSHORE SRVC INC                            | HORNBECK OFFSHORE SRVC INC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        11 | NS      | $550.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                             | CIM TRUST 2025-R1                                                                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97805 | PA      | $96755.89     | 0.02%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105159.86    | 0.02%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                              | Standard Building Solutions Inc                                                                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153800.09    | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding XLVII LLC                                                                                                  | CUSIP: 156945AG2<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251446.25    | 0.06%             | 2036-07-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $162212.42    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                 | Bausch Health Cos Inc                                                                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    885000 | PA      | $747271.88    | 0.17%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38379B6K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1445999 | PA      | $122417.11    | 0.03%             | 2040-01-20      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| KBR INC                                               | KBR Inc                                                                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216608.76    | 0.05%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                   | Hilton Grand Vacations Borrower LLC 2024 Incremental Term Loan B                                                                 | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    124062 | PA      | $124073.05    | 0.03%             | 2031-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                        | Hertz Corp/The                                                                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18835.13     | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| AMSR Trust                                            | AMSR 2020-SFR5 Trust                                                                                                             | CUSIP: 03217JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1784606.58   | 0.40%             | 2037-11-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                             | IQVIA Inc                                                                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199927.04    | 0.05%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                    | BSPRT 2024-FL11 Issuer LLC                                                                                                       | CUSIP: 05613RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99341.65     | 0.02%             | 2039-07-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397GFA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83979 | PA      | $7267.41      | 0.00%             | 2037-04-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BJP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2787666 | PA      | $315347.23    | 0.07%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                    | Murphy Oil USA Inc                                                                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    815000 | PA      | $752787.34    | 0.17%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-20                                                                                                   | CUSIP: 02151LAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877281 | PA      | $474506.93    | 0.11%             | 2047-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PMH SPV C LLC                                         | PMH SPV C LLC Term Loan                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63429 | PA      | $63205.88     | 0.01%             | 2030-10-02      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding XLV LLC                                                                                                    | CUSIP: 15675FAE8<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251843.50    | 0.06%             | 2036-04-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                              | MAPS 2021-1 Trust                                                                                                                | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183463 | PA      | $173002.13    | 0.04%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                | Marriott International Inc/MD                                                                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180293.86    | 0.04%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bills                                                                                                              | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2800000 | PA      | $2778526.52   | 0.63%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                  | EyeCare Partners LLC 2024 Superpriority New Money 1st Out Term Loan A                                                            | CUSIP: 30233PAQ3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     20039 | PA      | $20430.23     | 0.00%             | 2028-08-31      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                               | Beach Acquisition Bidco LLC                                                                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118683.61    | 0.03%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                            | SERVPRO Master Issuer LLC                                                                                                        | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189000 | PA      | $186004.35    | 0.04%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137B7AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1210695 | PA      | $137297.31    | 0.03%             | 2054-01-15      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc.                    | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1                                                             | CUSIP: 25157GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58999 | PA      | $54308.69     | 0.01%             | 2036-04-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                              | Cheniere Energy Partners LP                                                                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102775.59    | 0.02%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blue Ribbon LLC                                       | Blue Ribbon LLC 2021 Term Loan B                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    209423 | PA      | $163263.06    | 0.04%             | 2028-05-08      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2023-NQM2 Trust                                                                                                             | CUSIP: 36169DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116730 | PA      | $116712.16    | 0.03%             | 2067-11-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                        | SNF Group SACA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121093.41    | 0.03%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-16CB                                                                                                 | CUSIP: 02152AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166133 | PA      | $53641.53     | 0.01%             | 2037-08-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | Carnival Corp                                                                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    130000 | PA      | $133092.96    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2025-2                                                                                                | CUSIP: 92540VAE5<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |    144368 | PA      | $144648.42    | 0.03%             | 2070-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                      | IndyMac INDX Mortgage Loan Trust 2007-AR5                                                                                        | CUSIP: 45669EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    776808 | PA      | $623729.69    | 0.14%             | 2037-05-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                  | FREMF 2025-K170 Mortgage Trust                                                                                                   | CUSIP: 356920AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13864625 | PA      | $88995.64     | 0.02%             | 2063-02-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN COASTAL INSURAN                              | American Coastal Insurance Corp                                                                                                  | CUSIP: 910710AA0<br>LEI: 5299002P9105LJQA8G51 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250856.25    | 0.06%             | 2027-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                                   | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $125546.76    | 0.03%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                             | Block Inc                                                                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103245.92    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                | Cogent Communications Group LLC / Cogent Finance Inc                                                                             | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $71194.47     | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                   | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    510000 | PA      | $467789.00    | 0.11%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                | Athenahealth Group Inc 2025 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    566968 | PA      | $567039.18    | 0.13%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                   | LCM Loan Income Fund I Income Note Issuer Ltd                                                                                    | CUSIP: 50200LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $392239.00    | 0.09%             | 2031-07-16      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                      | HF Sinclair Corp                                                                                                                 | CUSIP: 403949AP5<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59383.54     | 0.01%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mach I                                                | MACH 1 Cayman 2019-1 Ltd                                                                                                         | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     72652 | PA      | $70727.61     | 0.02%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| LENDINGTREE INC                                       | LendingTree Inc Term Loan B                                                                                                      | CUSIP: 52602KAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    543200 | PA      | $545915.99    | 0.12%             | 2028-09-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                               | GSR Mortgage Loan Trust 2005-AR6                                                                                                 | CUSIP: 362341SF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47623 | PA      | $42685.12     | 0.01%             | 2035-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                | HA Sustainable Infrastructure Capital Inc                                                                                        | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2286934.78   | 0.52%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                            | Essendi SA                                                                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $119017.06    | 0.03%             | 2032-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS                        | PERSHING SQUARE SPARC HOLDINGS                                                                                                   | CUSIP: 714920113<br>LEI: 8SVCSVKSGDWMW2QHOH83 | N/A              | DE               |  | US        |      1566 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $259807.20    | 0.06%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC Mortgage-Backed Trust 2007-2                                                                                                | CUSIP: 126384CF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22477 | PA      | $16295.80     | 0.00%             | 2037-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                 | Blue Owl Capital Corp                                                                                                            | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499617.83    | 0.11%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOCIATES LLC                             | Curriculum Associates LLC 2025 Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 254900F1U1TH1N97NR19 | Long             | LON              | CORP              | US        |    125158 | PA      | $124533.60    | 0.03%             | 2032-05-07      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                | Goldentree Loan Management US Clo 9 Ltd                                                                                          | CUSIP: 38138JAU7<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251872.50    | 0.06%             | 2037-04-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Textron Financial Corp                                | Textron Financial Corp                                                                                                           | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166925.02    | 0.04%             | 2042-02-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F022683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $456379.56    | 0.10%             | 2054-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    710000 | PA      | $52795.60     | 0.01%             | 2026-08-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                        | Palmer Square Loan Funding 2024-3 Ltd                                                                                            | CUSIP: 69690RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $463159.05    | 0.10%             | 2032-08-08      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                        | ARCIS GOLF LLC 2025 INC DELAYED DRAW Term Loan                                                                                   | CUSIP: 03958MAG2<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    123750 | PA      | $124136.72    | 0.03%             | 2028-11-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                               | International Game Technology PLC                                                                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200017.72    | 0.05%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                             | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                        | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1024400.00   | 0.23%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $132394.72    | 0.03%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE III LLC                                | CEAMER FINANCE III LLC                                                                                                           | CUSIP: 000000000<br>LEI: 25490002LG8Z1W2AKA12 | Long             | DBT              | CORP              | US        |     96522 | PA      | $97898.27     | 0.02%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1522939.14   | 0.35%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                  | EyeCare Partners LLC 2024 Second Out Term Loan B                                                                                 | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     71172 | PA      | $56551.93     | 0.01%             | 2028-11-30      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                     | Sonic Capital LLC                                                                                                                | CUSIP: 83546DAJ7<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     47583 | PA      | $45538.02     | 0.01%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38380YTQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1535353 | PA      | $163325.74    | 0.04%             | 2048-08-20      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $18000.00     | 0.00%             | 2026-06-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98147.82     | 0.02%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                                   | AllSpring Buyer LLC 2024 Term Loan B                                                                                             | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    373070 | PA      | $375634.95    | 0.09%             | 2030-11-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                      | Viper Energy Inc                                                                                                                 | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37154.18     | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                  | Pilgrim's Pride Corp                                                                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    550000 | PA      | $602665.80    | 0.14%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS          | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust                                                   | CUSIP: 93934NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310721 | PA      | $251043.25    | 0.06%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                 | Nippon Life Insurance Co                                                                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $414424.40    | 0.09%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC.                                   | Orion US Finco Inc 1st Lien Term Loan                                                                                            | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550000 | PA      | $552337.50    | 0.13%             | 2032-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                        | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118051.94    | 0.03%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397GQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72115 | PA      | $6715.55      | 0.00%             | 2037-04-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                               | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    209000 | PA      | $206068.92    | 0.05%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                  | GrafTech Finance Inc                                                                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $72450.00     | 0.02%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2024-HE3                                                                                                             | CUSIP: 31684GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120559 | PA      | $122402.00    | 0.03%             | 2054-07-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                      | TriNet Group Inc                                                                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103950.50    | 0.02%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company BV                            | Lealand Finance Company BV 2020 Take Back Term Loan                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1493902 | PA      | $784298.32    | 0.18%             | 2027-12-31      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.                   | Capstone Acquisition Holdings Inc 2024 Delayed Draw Term Loan                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12076 | PA      | $0.01         | 0.00%             | 2029-11-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                     | Imperial Fund Mortgage Trust 2021-NQM3                                                                                           | CUSIP: 452762AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1478848.80   | 0.34%             | 2056-11-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                            | TELUS Corp                                                                                                                       | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201417.25    | 0.05%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                  | Taylor Morrison Communities Inc                                                                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498484.85    | 0.11%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                            | Cobham Ultra SeniorCo Sarl USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |    578550 | PA      | $579944.31    | 0.13%             | 2029-08-03      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                 | Carriage Services Inc                                                                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94550.66     | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                | Motorola Solutions Inc                                                                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    467000 | PA      | $486844.67    | 0.11%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                        | Palmer Square Loan Funding 2021-3 Ltd                                                                                            | CUSIP: 69702CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $27544.20     | 0.01%             | 2029-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                              | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     20000 | NS      | $499800.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Telefonica Emisiones SAU                              | Telefonica Emisiones SA                                                                                                          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $333386.99    | 0.08%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                             | Sunoco LP                                                                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52541.20     | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                   | Textainer Marine Containers VII Ltd                                                                                              | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    146725 | PA      | $135255.53    | 0.03%             | 2046-02-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust                          | Oxford Finance Funding Trust 2023-1                                                                                              | CUSIP: 69145CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179294 | PA      | $181308.17    | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust              | Castlelake Aircraft Structured Trust 2025-1                                                                                      | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243364 | PA      | $247072.73    | 0.06%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                               | Jefferies Financial Group Inc                                                                                                    | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277380.27    | 0.06%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                              | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    631667 | PA      | $630621.00    | 0.14%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                | Standard Chartered PLC                                                                                                           | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $234559.66    | 0.05%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                  | FLUTTER FINANCING BV 2025 TERM LOAN B                                                                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    250000 | PA      | $250312.50    | 0.06%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                       | Cogent Ipv4 LLC                                                                                                                  | CUSIP: 19240JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $598075.70    | 0.14%             | 2055-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                       | Yum! Brands Inc                                                                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    749000 | PA      | $742220.95    | 0.17%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                              | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     50000 | PA      | $46626.88     | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                               | Buttermilk Park CLO Ltd                                                                                                          | CUSIP: 12416PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $747207.75    | 0.17%             | 2031-10-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                   | Synchrony Financial                                                                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35318.08     | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2024-HE1                                                                                                             | CUSIP: 31684HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73586 | PA      | $75232.60     | 0.02%             | 2054-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12712 | PA      | $1345.76      | 0.00%             | 2040-01-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-21224.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137A6EB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116337 | PA      | $9633.83      | 0.00%             | 2041-02-15      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103506.51    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                              | Hess Midstream Operations LP                                                                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $846643.25    | 0.19%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Residential Services, LLC                    | American Residential Services LLC 2025 Repriced Term Loan B                                                                      | CUSIP: 02927HAH1<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |    149223 | PA      | $149782.39    | 0.03%             | 2032-02-02      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust          | Wells Fargo Mortgage Backed Securities 2006-AR19 Trust                                                                           | CUSIP: 949789AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34697 | PA      | $33823.13     | 0.01%             | 2036-12-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| API HOLDINGS III LLC                                  | API Holdings III LLC 2023 Term Loan B1                                                                                           | CUSIP: 00189CAD8<br>LEI: 549300FAGEOQASEWDY74 | Long             | LON              | CORP              | US        |      8163 | PA      | $8261.23      | 0.00%             | 2027-03-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2006-31CB                                                                                                 | CUSIP: 02148HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286487 | PA      | $161023.32    | 0.04%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TVL FINANCE PLC                                       | TVL Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $114563.23    | 0.03%             | 2030-06-30      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                              | BX Commercial Mortgage Trust 2024-AIRC                                                                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97072 | PA      | $97638.62     | 0.02%             | 2039-08-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                              | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                       | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $76995.69     | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BGH9GUDP4 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DE        |     38000 | OU      | $6.66         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Mortgage and Asset Receiving Corp.           | Deutsche Mortgage & Asset Receiving Corp                                                                                         | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |   1409737 | PA      | $1150205.02   | 0.26%             | 2037-07-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| INCEPTION HOLDCO SARL                                 | Inception Holdco Sarl 2025 USD Term Loan B                                                                                       | CUSIP: 45073SAB1<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |     99000 | PA      | $99990.50     | 0.02%             | 2031-04-09      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                              | Central Parent Inc / CDK Global Inc                                                                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81692.72     | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                       | Moran Foods LLC 2022 Extended Term Loan                                                                                          | CUSIP: 61647DAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12145 | PA      | $7691.05      | 0.00%             | 2026-06-30      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                     | Herc Holdings Inc                                                                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $242121.00    | 0.05%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2013-LC12                                                                                  | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |     29256 | PA      | $28117.83     | 0.01%             | 2046-07-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| CION INVESTMENT CORP                                  | CION Investment Corp                                                                                                             | CUSIP: 17259UAA3<br>LEI: 549300XN70JLF94XKX80 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226626.41    | 0.05%             | 2026-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                              | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96442.85     | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                               | CNO Financial Group Inc                                                                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52505.31     | 0.01%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                     | GXO Logistics Inc                                                                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104463.33    | 0.02%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO Ltd                     | ABPCI DIRECT LENDING FUND CLO XV LTD                                                                                             | CUSIP: 000842AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $251817.25    | 0.06%             | 2035-10-30      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| ELEMENT COMM AVIATION                                 | ELEMENT COMM AVIATION                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |       170 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2024-HE2                                                                                                             | CUSIP: 316927AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116024 | PA      | $118429.27    | 0.03%             | 2054-05-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                | RR 39 LTD                                                                                                                        | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $226642.50    | 0.05%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $949520.58    | 0.22%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                               | TransMontaigne Partners LLC                                                                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26027.88     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48695.74     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                        | Blackhawk Network Holdings Inc 2025 Term Loan B                                                                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    159051 | PA      | $160106.84    | 0.04%             | 2029-03-12      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                        | AptarGroup Inc                                                                                                                   | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64680.04     | 0.01%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                         | KDAC Aviation Finance Ltd                                                                                                        | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     81892 | PA      | $79761.69     | 0.02%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                               | American National Group Inc                                                                                                      | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |      3000 | NS      | $78210.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital Automotive Reit                               | CARS-DB7 LP                                                                                                                      | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            |  | US        |     98000 | PA      | $99089.47     | 0.02%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                              | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $580409.10    | 0.13%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                   | LCM 26 Ltd                                                                                                                       | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $337058.00    | 0.08%             | 2031-01-20      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                              | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $38807.26     | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                              | OneAmerica Financial Partners Inc                                                                                                | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |     39000 | PA      | $30083.18     | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71802.01     | 0.02%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions LLC                              | MB2 Dental Solutions LLC 2024 Tranche 2 Delayed Draw Term Loan                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13802 | PA      | $13802.22     | 0.00%             | 2031-02-13      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                 | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $535757.78    | 0.12%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KREF HOLDINGS X LLC                                   | KREF Holdings X LLC 2025 Term Loan B                                                                                             | CUSIP: 48266YAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2744907 | PA      | $2762927.69   | 0.63%             | 2032-03-05      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                | HA Sustainable Infrastructure Capital Inc                                                                                        | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    935000 | PA      | $952638.92    | 0.22%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6763526 | PA      | $210544.49    | 0.05%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities CLO LLC                 | Fortress Credit Opportunities IX CLO Ltd                                                                                         | CUSIP: 34961JBC7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250210.75    | 0.06%             | 2033-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| AMERICO LIFE INC                                      | Americo Life Inc                                                                                                                 | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |    650000 | PA      | $580190.20    | 0.13%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                       | Fair Isaac Corp                                                                                                                  | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100131.50    | 0.02%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31397MBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9651 | PA      | $487.34       | 0.00%             | 2038-07-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                         | Ballyrock CLO 14 Ltd                                                                                                             | CUSIP: 05874YAC1<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $186662.75    | 0.04%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38384AZ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5603506 | PA      | $685543.53    | 0.16%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                 | Capstone Borrower Inc                                                                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104418.30    | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                       | Aligned Data Centers Issuer LLC                                                                                                  | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $144059.00    | 0.03%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| INCEPTION HOLDCO S A R L                              | INCEPTION HOLDCO S A R L 2025 USD FUNGIBLE TERM LOAN                                                                             | CUSIP: 45073SAC9<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    450000 | PA      | $454502.25    | 0.10%             | 2031-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                               | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $284339.43    | 0.06%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                                | Savage Enterprises LLC 2024 Term Loan B                                                                                          | CUSIP: 80465JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $200853.00    | 0.05%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31398N2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1320518 | PA      | $132996.01    | 0.03%             | 2040-11-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| ReadyCap lending                                      | ReadyCap Lending Small Business Loan Trust 2019-2                                                                                | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18540 | PA      | $18527.58     | 0.00%             | 2044-12-27      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                   | White Cap Buyer LLC 2024 Term Loan B                                                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    248999 | PA      | $248019.56    | 0.06%             | 2029-10-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                               | Dryden 55 CLO Ltd                                                                                                                | CUSIP: 26245QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $425330.00    | 0.10%             | 2031-04-15      | Floating      | 11.72%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382XDR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3488367 | PA      | $550943.55    | 0.12%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                               | BGH9VWKT7 USD P JPY C                                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |   1580000 | OU      | $31299.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137A1X32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119440 | PA      | $4195.93      | 0.00%             | 2040-09-15      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| SERVICE LOGIC ACQUISITION INC                         | Service Logic Acquisition Inc 2025 Repriced Term Loan B                                                                          | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |    197490 | PA      | $197983.35    | 0.04%             | 2027-10-29      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                     | PRPM 2024-4 LLC                                                                                                                  | CUSIP: 74390EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87260 | PA      | $87537.32     | 0.02%             | 2029-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                      | Farmers Insurance Exchange                                                                                                       | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59611.33     | 0.01%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                | Motorola Solutions Inc                                                                                                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    320000 | PA      | $286840.57    | 0.07%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                               | MPLX LP                                                                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542645.14    | 0.12%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                   | Station Casinos LLC 2024 Term Loan B                                                                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    498737 | PA      | $500186.20    | 0.11%             | 2031-03-14      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                               | PartnerRe Finance B LLC                                                                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    290000 | PA      | $273201.40    | 0.06%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd                             | Northwoods Capital 20 Ltd                                                                                                        | CUSIP: 66860TAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250315.75    | 0.06%             | 2032-01-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust               | Saluda Grade Alternative Mortgage Trust 2023-FIG4                                                                                | CUSIP: 79581UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73430 | PA      | $75516.94     | 0.02%             | 2053-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                 | Sotheby's/Bidfair Holdings Inc                                                                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $181331.78    | 0.04%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                            | Citadel LP                                                                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31025.96     | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA                                                                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $166375.00    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                         | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                                   | CUSIP: 17737EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140909 | PA      | $141026.04    | 0.03%             | 2032-04-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                            | Essendi SA                                                                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $240414.00    | 0.05%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                      | Owl Rock CLO IX LLC                                                                                                              | CUSIP: 69120BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $247519.25    | 0.06%             | 2037-11-22      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                     | Golub Capital BDC Inc                                                                                                            | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147078.98    | 0.03%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PFP III                                               | PFP 2024-11 Ltd                                                                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     99553 | PA      | $99580.00     | 0.02%             | 2039-09-17      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                            | NetApp Inc                                                                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51360.13     | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                  | Charter Communications Operating LLC 2023 Term Loan B4                                                                           | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1515598 | PA      | $1516544.99   | 0.34%             | 2030-12-07      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                   | Banc of America Mortgage 2005-A Trust                                                                                            | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5200 | PA      | $4800.51      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                 | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     69000 | PA      | $73320.99     | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                | Philip Morris International Inc                                                                                                  | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    166000 | PA      | $144794.01    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9527.12      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                               | Dryden 40 Senior Loan Fund                                                                                                       | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $940343.00    | 0.21%             | 2031-08-15      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                    | Nouryon Finance BV 2024 USD Term Loan B1                                                                                         | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    685000 | PA      | $689068.90    | 0.16%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                        | AutoNation Inc                                                                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $558284.27    | 0.13%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                               | MPLX LP                                                                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301275.66    | 0.07%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                    | Wind River 2021-2 CLO Ltd                                                                                                        | CUSIP: 97315YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $487567.00    | 0.11%             | 2034-07-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                 | Quikrete Holdings Inc 2025 Term Loan B                                                                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     69825 | PA      | $69816.27     | 0.02%             | 2032-02-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                                | Air Canada 2020-2 Class A Pass Through Trust                                                                                     | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     11801 | PA      | $11923.42     | 0.00%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDINGS LTD                                | DaVinciRe Holdings Ltd                                                                                                           | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    800000 | PA      | $805624.24    | 0.18%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $233796.67    | 0.05%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $2033261.75   | 0.46%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $40055.70     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38378P2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2049031 | PA      | $226650.50    | 0.05%             | 2044-01-16      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                | Match Group Holdings II LLC                                                                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49718.52     | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                  | Juniper Networks Inc                                                                                                             | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    320000 | PA      | $278388.16    | 0.06%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                          | Voya CLO 2018-2 Ltd                                                                                                              | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484309.00    | 0.11%             | 2031-07-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                            | Navigator Aircraft ABS Ltd                                                                                                       | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    358300 | PA      | $334269.53    | 0.08%             | 2046-11-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Bonds Resec Trust        | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1                                                   | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   2633461 | PA      | $159458.06    | 0.04%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                               | BDS 2025-FL14 LLC                                                                                                                | CUSIP: 072921AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $147132.84    | 0.03%             | 2042-10-21      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2024-NQM6 Trust                                                                                                              | CUSIP: 67118XAD7<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $152406.27    | 0.03%             | 2064-02-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Geon Performance Solutions LLC                        | GEON Performance Solutions LLC 2021 Term Loan                                                                                    | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3322801 | PA      | $3171613.80   | 0.72%             | 2028-08-18      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                   | Hunter Douglas Inc 2025 USD Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    448498 | PA      | $447471.06    | 0.10%             | 2032-01-20      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                         | Boeing Co/The                                                                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87944.00     | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                               | Albion Financing 3 SARL 2025 USD Term Loan B                                                                                     | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     99002 | PA      | $99281.19     | 0.02%             | 2029-08-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                               | Global Partners LP / GLP Finance Corp                                                                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $558647.14    | 0.13%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANGL LLC                                             | BANGL LLC Term Loan B                                                                                                            | CUSIP: 05989UAC1<br>LEI: 549300PM5ZCKF0QY2J26 | Long             | LON              | CORP              | US        |     98252 | PA      | $98743.72     | 0.02%             | 2029-02-01      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                                    | SSI ABS-2025-1 Issuer LLC                                                                                                        | CUSIP: 78475CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200200.40    | 0.05%             | 2065-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                   | United Airlines Inc 2024 1st Lien Term Loan B                                                                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    559377 | PA      | $561300.83    | 0.13%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                              | BGH9V9L75 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |  -3595000 | NC      | $-18090.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                              | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $21696.00     | 0.00%             | 2031-01-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.                  | Octagon Investment Partners 40 Ltd                                                                                               | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $480122.00    | 0.11%             | 2035-01-20      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| COMERICA BANK                                         | Comerica Bank                                                                                                                    | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2180544.30   | 0.49%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| EPIC CREATIONS INC                                    | Epic Creations Inc DIP New Money Term Loan                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       214 | PA      | $215.25       | 0.00%             | 2025-07-31      | Floating      | 14.32%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: BGH9UUP26 IRS USD R V 00MSOFR BGH9UUP26_FLO CCPOIS / Short: BGH9UUP26 IRS USD P F  3.91400 BGH9UUP26_FIX CCPOIS            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |   2850000 | OU      | $-8314.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                          | Business Jet Securities 2022-1 LLC                                                                                               | CUSIP: 12327AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197960 | PA      | $194958.30    | 0.04%             | 2037-06-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                     | Venture Global Calcasieu Pass LLC Term Loan                                                                                      | CUSIP: 000000000<br>LEI: 549300GKHS6RS20NLH85 | Long             | LON              | CORP              | US        |     16487 | PA      | $16492.52     | 0.00%             | 2026-08-19      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings Inc                               | Cyxtera DC Holdings Inc Term Loan B                                                                                              | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132288 | PA      | $727.59       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                 | American Airlines Inc 2025 Term Loan                                                                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    515000 | PA      | $512383.80    | 0.12%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                              | Selective Insurance Group Inc                                                                                                    | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |      2000 | NS      | $33320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Funding LLC                                   | Oportun Issuance Trust 2022-3                                                                                                    | CUSIP: 68378NAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350160.72    | 0.08%             | 2031-06-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38377VE77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1054588 | PA      | $89218.55     | 0.02%             | 2041-05-20      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99567.36     | 0.02%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                              | Perrigo Finance Unlimited Co                                                                                                     | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $120932.82    | 0.03%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                   | Octagon Investment Partners XVI Ltd                                                                                              | CUSIP: 67590DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $947792.00    | 0.21%             | 2030-07-17      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                         | Lunar 2021-1 Structured Aircraft Portfolio Notes                                                                                 | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    176397 | PA      | $165042.18    | 0.04%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                  | WW International Inc                                                                                                             | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |     91000 | PA      | $31100.16     | 0.01%             | 2029-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman Loan Advisers CLO 26 Ltd                                                                                        | CUSIP: 64131NAA5<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $439646.00    | 0.10%             | 2038-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    385000 | PA      | $397406.24    | 0.09%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                         | TransDigm Inc                                                                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103932.10    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31393EMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97651 | PA      | $99465.20     | 0.02%             | 2033-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                         | AppLovin Corp                                                                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172705.76    | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust            | Bear Stearns Asset Backed Securities I Trust 2006-AC1                                                                            | CUSIP: 07387UCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269320 | PA      | $122343.21    | 0.03%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17708700 | PA      | $185831.56    | 0.04%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31396WK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10588 | PA      | $999.53       | 0.00%             | 2037-07-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                               | Apex Group Treasury LLC 2025 USD Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    180000 | PA      | $179606.70    | 0.04%             | 2032-02-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC      | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B                                                   | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    538647 | PA      | $538242.64    | 0.12%             | 2029-11-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     28000 | PA      | $21638.74     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust           | AASET 2025-1                                                                                                                     | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243877 | PA      | $248804.67    | 0.06%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                 | Quikrete Holdings Inc                                                                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92922.84     | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38376MAG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1457872 | PA      | $132278.31    | 0.03%             | 2044-01-20      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                              | BXMT 2020-FL2 LTD                                                                                                                | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240128.35    | 0.05%             | 2038-02-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR BIDCO SARL                                   | Chrysaor Bidco Sarl USD Delayed Draw Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |      6886 | PA      | $6940.73      | 0.00%             | 2031-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                           | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-6016.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2024-HE6                                                                                                             | CUSIP: 31684DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133942 | PA      | $135054.09    | 0.03%             | 2054-12-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31396WKM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59310 | PA      | $6222.31      | 0.00%             | 2036-10-25      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                       | Hillenbrand Inc                                                                                                                  | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2295290.25   | 0.52%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Laseraway Intermediate Holdings II LLC                | Laseraway Intermediate Holdings II LLC Term Loan                                                                                 | CUSIP: 51807KAC7<br>LEI: 254900KPMJ49M2JTOZ92 | Long             | LON              | CORP              | US        |     90268 | PA      | $86882.60     | 0.02%             | 2027-10-14      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14626.75     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                               | Magna International Inc                                                                                                          | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $564573.22    | 0.13%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B5NX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16997106 | PA      | $291473.18    | 0.07%             | 2029-06-25      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                            | Morgan Stanley ABS Capital I Inc Trust 2006-HE8                                                                                  | CUSIP: 61750SAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249616 | PA      | $108931.53    | 0.02%             | 2036-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Michael Baker International, LLC                      | Michael Baker International LLC 2025 Term Loan B                                                                                 | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    398128 | PA      | $400367.91    | 0.09%             | 2028-12-01      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                  | Speedster Bidco GmbH 2024 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    149625 | PA      | $150700.80    | 0.03%             | 2031-12-10      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                         | Comerica Bank                                                                                                                    | CUSIP: 200339DX4<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    645000 | PA      | $644073.90    | 0.15%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACADIAN ASSET MANAGEMENT                              | Acadian Asset Management Inc                                                                                                     | CUSIP: 10948WAA1<br>LEI: 5493004FTLQNQTBOP608 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234805.05    | 0.05%             | 2026-07-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                            | FIXED INC CLEARING CORP.REPO                                                                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   6446000 | PA      | $6446000.00   | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund ABS Ltd                     | ABPCI Direct Lending Fund ABS IV LP                                                                                              | CUSIP: 00092FAE5<br>LEI: 254900SYCJCYTK7KQI41 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $262682.75    | 0.06%             | 2034-05-01      | Fixed         | 9.64%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC     | Foundation Building Materials Holding Company LLC 2024 Term Loan B2                                                              | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |     98750 | PA      | $96951.27     | 0.02%             | 2031-01-29      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| VERSUNI GROUP BV                                      | Versuni Group BV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NZZFLYK83VVT71 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $114850.16    | 0.03%             | 2028-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities        | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                                                                    | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24737 | PA      | $25447.21     | 0.01%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                   | Banc of America Funding 2005-7 Trust                                                                                             | CUSIP: 05946XS61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16331 | PA      | $16619.01     | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                               | Dai-ichi Life Insurance Co Ltd/The                                                                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202314.80    | 0.05%             | 2035-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SAMMONTANA ITALIA SPA                                 | Sammontana Italia SpA                                                                                                            | CUSIP: 000000000<br>LEI: 8156002DFC51B8173A68 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $117833.71    | 0.03%             | 2031-10-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2370503.81   | 0.54%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                        | PulteGroup Inc                                                                                                                   | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53667.10     | 0.01%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                | Patrick Industries Inc                                                                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    430000 | PA      | $417843.81    | 0.09%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aston FinCo Sarl                                      | Aston FinCo Sarl 2019 Term Loan B                                                                                                | CUSIP: 04625CAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94750 | PA      | $91433.75     | 0.02%             | 2026-10-09      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| CTL AZ BATTERY PROPERTY                               | CTL AZ BATTERY PROPERTY                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95657.54     | 0.02%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382Q3U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7907045 | PA      | $947004.62    | 0.21%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31398CGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149791 | PA      | $11664.35     | 0.00%             | 2039-04-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                      | RALI Series 2006-QS17 Trust                                                                                                      | CUSIP: 74922SAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200972 | PA      | $168151.63    | 0.04%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                    | Morgan Stanley Mortgage Loan Trust 2007-13                                                                                       | CUSIP: 61756HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222028 | PA      | $114913.06    | 0.03%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company BV                            | Lealand Finance Company BV 2020 Make Whole Term Loan                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     45798 | PA      | $29997.87     | 0.01%             | 2027-06-30      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                       | Golub Capital Partners CLO 74 B Ltd                                                                                              | CUSIP: 38190BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250681.00    | 0.06%             | 2037-07-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                   | Kinetik Holdings LP                                                                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102334.00    | 0.02%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKAN                            | STICHTING ADMINISTRATIEKAN                                                                                                       | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       294 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TLWND 2019-1                                          | GAIA Aviation Ltd                                                                                                                | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    144422 | PA      | $131038.83    | 0.03%             | 2044-12-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                        | Whirlpool Corp                                                                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38132.51     | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136BJZA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14819602 | PA      | $152924.95    | 0.03%             | 2028-03-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                    | CHG PPC Parent LLC 2021 Term Loan                                                                                                | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     69274 | PA      | $69620.77     | 0.02%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN                               | Blue Owl Technology Finance Corp II                                                                                              | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2182293.55   | 0.49%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2024-NQM3 Trust                                                                                                              | CUSIP: 67118KAD5<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506213.20    | 0.11%             | 2063-12-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications Inc                           | Xplornet Communications Inc 2024 Takeback Term Loan                                                                              | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |     14239 | PA      | $10661.32     | 0.00%             | 2031-10-24      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bills                                                                                                              | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    425000 | PA      | $420084.56    | 0.10%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                                | HPS Private Credit CLO 2025-3 LLC                                                                                                | CUSIP: 40445YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501595.00    | 0.11%             | 2037-07-20      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                 | Capstone Borrower Inc                                                                                                            | CUSIP: 140944AB5<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52080.39     | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IRIDIUM SATELLITE LLC                                 | Iridium Satellite LLC 2024 Term Loan B                                                                                           | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   1968435 | PA      | $1973710.12   | 0.45%             | 2030-09-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Jol Air                                               | JOL Air Ltd                                                                                                                      | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    137568 | PA      | $136248.07    | 0.03%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2202840.13   | 0.50%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                                 | Micron Technology Inc                                                                                                            | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229958.85    | 0.05%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                      | Owl Rock CLO I LLC                                                                                                               | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $252807.25    | 0.06%             | 2036-02-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                        | Golub Capital Partners Clo 46M Ltd                                                                                               | CUSIP: 38178UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251893.00    | 0.06%             | 2037-04-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                         | Corevest American Finance 2020-4 Trust                                                                                           | CUSIP: 21873AAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $279725.23    | 0.06%             | 2052-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-15.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HarborView Mortgage Loan Trust                        | HarborView Mortgage Loan Trust 2006-12                                                                                           | CUSIP: 41162DAF6<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    159928 | PA      | $140437.24    | 0.03%             | 2038-01-19      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B9EN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15811196 | PA      | $112804.98    | 0.03%             | 2027-12-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Industries Inc                              | Park-Ohio Industries Inc                                                                                                         | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312744.70    | 0.07%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    305000 | PA      | $293434.04    | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                               | Atlantica Sustainable Infrastructure Ltd                                                                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   2430000 | PA      | $2325463.59   | 0.53%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BIB MERCHANT VOUCHER REC                              | BIB MERCHANT VOUCHER REC                                                                                                         | CUSIP: 08866TAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106667 | PA      | $106213.04    | 0.02%             | 2028-04-07      | Variable      | 4.18%                 | No            |                  3 | On Loan: No      |
| VFH PARENT / VALOR CO                                 | VFH Parent LLC / Valor Co-Issuer Inc                                                                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $577511.26    | 0.13%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38379GVG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1252454 | PA      | $85061.04     | 0.02%             | 2044-05-16      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust               | American Home Mortgage Investment Trust 2006-1                                                                                   | CUSIP: 02660THY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150863 | PA      | $134662.75    | 0.03%             | 2046-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                   | Ashtead Capital Inc                                                                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2251464.08   | 0.51%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QSRP FINCO BV                                         | QSRP FINCO BV 2025 EUR TERM LOAN B                                                                                               | CUSIP: 000000000<br>LEI: 894500AXJRZ3TICBD793 | Long             | LON              | CORP              | BE        |    500000 | PA      | $590890.53    | 0.13%             | 2031-06-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                           | Exelon Corp                                                                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50902.62     | 0.01%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC Mortgage-Backed Trust 2006-6                                                                                                | CUSIP: 22942JAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600157 | PA      | $277101.19    | 0.06%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                             | Eisner Advisory Group LLC 2024 Term Loan B                                                                                       | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |     98507 | PA      | $99060.97     | 0.02%             | 2031-02-28      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                  | Targa Resources Corp                                                                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105698.45    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                              | Occidental Petroleum Corp                                                                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112165.56    | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                 | BGH9V9J86 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              |  | US        |  -3595000 | NC      | $-18090.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS Energy Corp                                                                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60037.33     | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1914621.09   | 0.43%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397T3F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    997746 | PA      | $82115.29     | 0.02%             | 2038-04-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                          | Ares LXXVII CLO Ltd                                                                                                              | CUSIP: 03990LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $478850.00    | 0.11%             | 2039-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENDO LUXEM                                | ESC GCB144A ENDO LUXEM                                                                                                           | CUSIP: 292ESCB09<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $0.10         | 0.00%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                 | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                                                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67403.70     | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-1452.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Finance Credit Fund III LP                     | Oxford Finance Credit Fund III 2025-A LP                                                                                         | CUSIP: 69145VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | PA      | $1834719.17   | 0.42%             | 2034-08-14      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| ACCURIDE INTERMEDIATE CO INC                          | Accuride Intermediate Co Inc Term Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15570 | PA      | $15576.71     | 0.00%             | 2030-03-07      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 3137B9GH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136700 | PA      | $2433.60      | 0.00%             | 2043-07-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                | Five Guys Holdings Inc                                                                                                           | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    199000 | PA      | $205896.80    | 0.05%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                   | Hilcorp Energy I LP Term Loan B                                                                                                  | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   2049862 | PA      | $2056268.32   | 0.47%             | 2030-02-11      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-15940.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WAVE 2017-1 LLC                                       | WAVE 2017-1 Trust                                                                                                                | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203367 | PA      | $197283.34    | 0.04%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                   | New Residential Mortgage Loan Trust 2021-NQM1R                                                                                   | CUSIP: 64828BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1865060.10   | 0.42%             | 2055-07-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                | SCIH Salt Holdings Inc 2021 Incremental Term Loan B                                                                              | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419600 | PA      | $420233.60    | 0.10%             | 2029-01-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HELP AT HOME INC                                      | Help At Home Inc 2024 Term Loan B                                                                                                | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |    168473 | PA      | $164110.06    | 0.04%             | 2031-09-24      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                      | Modena Buyer LLC Term Loan                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    174500 | PA      | $168501.56    | 0.04%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                      | Ocean Trails CLO V                                                                                                               | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700786.80    | 0.16%             | 2031-10-13      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                   | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $138287.12    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sitecore Holding III A/S                              | Sitecore Holding III A/S 2023 USD PIK Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 213800M9GGJ3GNKQOC39 | Long             | LON              | CORP              | US        |    137856 | PA      | $137362.95    | 0.03%             | 2029-03-12      | Floating      | 11.72%                | No            |                  2 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                               | Motel One GmbH/Muenchen                                                                                                          | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $126553.40    | 0.03%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DYAL CAPITAL PARTNERS III ISSU                        | DYAL CAPITAL PARTNERS III ISSU                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $134025.51    | 0.03%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WILTON RE LTD                                         | Wilton RE Ltd                                                                                                                    | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |    166000 | PA      | $166807.26    | 0.04%             | 2030-10-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TACALA LLC                                            | Tacala LLC 2024 Term Loan B                                                                                                      | CUSIP: 87339PAD5<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |     49395 | PA      | $49699.45     | 0.01%             | 2031-01-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                    | Central Parent Inc 2024 Term Loan B                                                                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    610735 | PA      | $511520.98    | 0.12%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                              | GrafTech Global Enterprises Inc                                                                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $23850.00     | 0.01%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                      | Carlyle Global Market Strategies CLO 2014-2R Ltd                                                                                 | CUSIP: 14314NAA9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501572.00    | 0.11%             | 2031-05-15      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                       | VENTURE XIII CLO Ltd                                                                                                             | CUSIP: 92329PAC9<br>LEI: 549300ZVVNSDW7WU0O73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $37.50        | 0.00%             | 2029-09-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                   | NuStar Logistics LP                                                                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92283.12     | 0.02%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299000 | PA      | $276354.04    | 0.06%             | 2032-05-05      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                   | KKR Apple Bidco LLC 2025 Term Loan                                                                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    149250 | PA      | $149156.72    | 0.03%             | 2031-09-23      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                              | Belrose Funding Trust II                                                                                                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $562944.05    | 0.13%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                              | SK Invictus Intermediate II Sarl                                                                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $96877.95     | 0.02%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2012-CCRE3 Mortgage Trust                                                                                                   | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437753 | PA      | $411100.26    | 0.09%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                              | Boost Newco Borrower LLC                                                                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212451.20    | 0.05%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SYSTEM ONE HOLDINGS LLC                               | System One Holdings LLC 2024 Term Loan B                                                                                         | CUSIP: 67114AAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1126377 | PA      | $1129192.60   | 0.26%             | 2028-03-02      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                              | BXMT 2020-FL3 Ltd                                                                                                                | CUSIP: 05608XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $96564.66     | 0.02%             | 2037-11-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                 | OnDeck Asset Securitization Trust IV LLC                                                                                         | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $342455.41    | 0.08%             | 2030-08-19      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                             | Howden Group Holdings Ltd 2024 USD 1st Lien Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |    149250 | PA      | $149885.75    | 0.03%             | 2031-02-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31398MBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23043 | PA      | $1048.74      | 0.00%             | 2040-02-25      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3960956 | PA      | $318096.02    | 0.07%             | 2044-07-20      | Floating      | 0.94%                 | No            |                  2 | On Loan: No      |
| SCULTOR ALTERN SOLUTIONS                              | Sculptor Alternative Solutions LLC                                                                                               | CUSIP: 811243AE4<br>LEI: 549300MT2IHVJVYVLW85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447700.00    | 0.10%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                    | MetroNet Infrastructure Issuer LLC                                                                                               | CUSIP: 59170DAB7<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    887000 | PA      | $924062.05    | 0.21%             | 2053-04-20      | Fixed         | 8.01%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust            | JPMDB Commercial Mortgage Securities Trust 2017-C5                                                                               | CUSIP: 46590TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176736 | PA      | $1497.22      | 0.00%             | 2050-03-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                    | Subway Funding LLC                                                                                                               | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149250 | PA      | $153550.41    | 0.03%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                      | Finastra USA Inc 2023 Term Loan                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     89862 | PA      | $90424.14     | 0.02%             | 2029-09-13      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B7FZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7248704 | PA      | $334506.68    | 0.08%             | 2031-03-25      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                           | ASURION LLC 2025 TERM LOAN B13                                                                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    400000 | PA      | $389100.00    | 0.09%             | 2030-09-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                   | Meritage Homes Corp                                                                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195717.60    | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                      | Southern Veterinary Partners LLC 2024 1st Lien Term Loan                                                                         | CUSIP: 84410HAN0<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    207693 | PA      | $208170.57    | 0.05%             | 2031-12-04      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $27000.00     | 0.01%             | 2025-11-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| World Wide Technology Holding Co. LLC                 | World Wide Technology Holding Co LLC 2024 Term Loan B                                                                            | CUSIP: 98164AAD5<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |    188108 | PA      | $189283.66    | 0.04%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT CREDIT CO                                 | Eagle Point Credit Co Inc                                                                                                        | CUSIP: 269809885<br>LEI: 549300H82HTZTPXB6822 | Long             | EP               | CORP              | US        |     32000 | NS      | $741120.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RESOLUTE FOREST                                | CONTRA RESOLUTE FOREST                                                                                                           | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |    124401 | NS      | $195807.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F070682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $681617.89    | 0.15%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                             | Olin Corp                                                                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3700557.41   | 0.84%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Saphilux Sarl                                         | Saphilux Sarl 2024 USD Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |     99002 | PA      | $99662.35     | 0.02%             | 2028-07-18      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12034.24     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                        | Golub Capital Partners CLO 16M-R3                                                                                                | CUSIP: 38181EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1103510.10   | 0.25%             | 2039-08-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                                  | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    862995 | PA      | $11219.54     | 0.00%             | 2049-08-15      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38377WVM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182993 | PA      | $16764.20     | 0.00%             | 2041-06-20      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities        | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                                                                    | CUSIP: 225470FM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2259260 | PA      | $512304.35    | 0.12%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                              | Graphic Packaging International LLC                                                                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102249.50    | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                   | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126683.55    | 0.03%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                             | ONEOK Inc                                                                                                                        | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107962.04    | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Elm Trust                                             | Elm 2020-4 Trust                                                                                                                 | CUSIP: 28924AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29926 | PA      | $29542.69     | 0.01%             | 2029-10-20      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund ABS Ltd                     | ABPCI Direct Lending Fund ABS I Ltd                                                                                              | CUSIP: 00090TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76777 | PA      | $75596.26     | 0.02%             | 2030-12-29      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AQUILA FDG 2024 1 A                                   | AQUILA FDG 2024 1 A                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $256333.30    | 0.06%             | 2045-09-30      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| DARKTRACE PLC                                         | Darktrace PLC 1st Lien Term Loan                                                                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $79968.78     | 0.02%             | 2031-10-09      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company BV                            | Lealand Finance Company BV 2024 Reficar Term Loan                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     19301 | PA      | $15826.68     | 0.00%             | 2027-06-30      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                               | GSR Mortgage Loan Trust 2005-4F                                                                                                  | CUSIP: 36242DY31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26146 | PA      | $25295.55     | 0.01%             | 2035-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                  | OneMain Finance Corp                                                                                                             | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104931.00    | 0.02%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2004-16CB                                                                                                 | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24715 | PA      | $25066.36     | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                     | Service Corp International/US                                                                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    157000 | PA      | $158802.20    | 0.04%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company LP               | Calpine Construction Finance Company LP 2023 Refinancing Term Loan B                                                             | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |     99500 | PA      | $99624.38     | 0.02%             | 2030-07-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    834625 | PA      | $818077.70    | 0.19%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apttus Corporation                                    | Apttus Corporation 2024 Term Loan B                                                                                              | CUSIP: 03835XAD4<br>LEI: 254900VOVRKNFQ3GHG43 | Long             | LON              | CORP              | US        |    127762 | PA      | $128369.15    | 0.03%             | 2028-05-08      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-2560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Park CLO Ltd                                  | Stewart Park CLO Ltd                                                                                                             | CUSIP: 860443AE0<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501258.00    | 0.11%             | 2030-01-15      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                     | KREF 2021-FL2 Ltd                                                                                                                | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97830.36     | 0.02%             | 2039-02-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS          | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust                                                   | CUSIP: 93935EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355675 | PA      | $120572.75    | 0.03%             | 2036-10-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                              | Clearwater Analytics LLC 2025 Term Loan B                                                                                        | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    775000 | PA      | $775968.75    | 0.18%             | 2032-04-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                        | Palmer Square Loan Funding 2021-2 Ltd                                                                                            | CUSIP: 69702FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $10920.60     | 0.00%             | 2029-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                              | Mill City Securities 2024-RS1 Ltd                                                                                                | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210726 | PA      | $199091.68    | 0.05%             | 2069-11-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                               | Unigel Netherlands Holding Corp BV                                                                                               | CUSIP: 000000000<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |    295656 | PA      | $9608.82      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                   | New Residential Mortgage Loan Trust 2025-NQM3                                                                                    | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301771.20    | 0.07%             | 2065-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                  | Constant Contact Inc Second Lien Term Loan                                                                                       | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    875000 | PA      | $751406.25    | 0.17%             | 2029-02-12      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                    | Aaset 2019-2 Trust                                                                                                               | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52548 | PA      | $51580.10     | 0.01%             | 2039-10-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-340.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                              | Plains All American Pipeline LP / PAA Finance Corp                                                                               | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41519.68     | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                 | Scentre Group Trust 2                                                                                                            | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |    910000 | PA      | $895654.49    | 0.20%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                              | Southwestern Public Service Co                                                                                                   | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    650000 | PA      | $564010.75    | 0.13%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38382XJ89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3515157 | PA      | $554800.46    | 0.13%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                     | Jamestown CLO XVIII Ltd                                                                                                          | CUSIP: 47047RAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501127.50    | 0.11%             | 2035-07-25      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Project Sunbird                                       | Sunbird Engine Finance LLC                                                                                                       | CUSIP: 86709LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    133261 | PA      | $129444.26    | 0.03%             | 2045-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                 | Level 3 Financing Inc                                                                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     34149 | PA      | $39220.38     | 0.01%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                | Cloud Software Group Inc                                                                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100997.54    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                              | Prime Security Services Borrower LLC / Prime Finance Inc                                                                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $63388.28     | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                              | FactSet Research Systems Inc                                                                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    172000 | PA      | $156842.66    | 0.04%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC 2021-RPL4 Trust                                                                                                             | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90644 | PA      | $90343.96     | 0.02%             | 2060-12-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                | Oaktree Specialty Lending Corp                                                                                                   | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92701.12     | 0.02%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                       | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49093.83     | 0.01%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                               | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     50000 | PA      | $51688.35     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRINITY CAPITAL INC/MD                                | Trinity Capital Inc                                                                                                              | CUSIP: 896442605<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |     25000 | NS      | $628000.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                            | Phinia Inc                                                                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87358.80     | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                               | PTC Inc                                                                                                                          | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242354.43    | 0.05%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company BV                            | Lealand Finance Company BV 2020 Escrow Letter of Credit                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    457460 | PA      | $260752.48    | 0.06%             | 2027-06-30      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                      | RALI Series 2006-QS7 Trust                                                                                                       | CUSIP: 748940AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224649 | PA      | $178064.51    | 0.04%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31396HRK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203654 | PA      | $15440.60     | 0.00%             | 2036-02-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                            | Essendi SA                                                                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $237795.86    | 0.05%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                              | Ferrellgas LP / Ferrellgas Finance Corp                                                                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $138923.46    | 0.03%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HORNBECK OFFSHORE SRVC INC                            | HORNBECK OFFSHORE SRVC INC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       389 | NS      | $7002.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38377JPL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6912 | PA      | $145.42       | 0.00%             | 2039-03-20      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                               | CARS-DB4 LP                                                                                                                      | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            |  | US        |    200000 | PA      | $181226.24    | 0.04%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                              | Builders FirstSource Inc                                                                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567624.92    | 0.13%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                              | Avolon Holdings Funding Ltd                                                                                                      | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2203438.42   | 0.50%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                    | Ardonagh Finco Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    350000 | PA      | $424308.38    | 0.10%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                               | OHA Credit Partners XI Ltd                                                                                                       | CUSIP: 67109FBC8<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251618.75    | 0.06%             | 2037-04-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                     | Herc Holdings Inc                                                                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335926.40    | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding XLII LLC                                                                                                   | CUSIP: 15675CAE5<br>LEI: 635400CIKKARDIZZL727 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251784.00    | 0.06%             | 2035-09-13      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae REMICS                                                                                                                | CUSIP: 31396K5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665459 | PA      | $60405.39     | 0.01%             | 2036-10-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| ESC PERSHING SQUARE TO                                | ESC PERSHING SQUARE TO                                                                                                           | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |      6266 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2021-2 Trust                                    | Aaset 2021-2 Trust                                                                                                               | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339548 | PA      | $315603.03    | 0.07%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                           | Legacy Mortgage Asset Trust 2021-GS2                                                                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566243 | PA      | $566533.71    | 0.13%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                | Banc of America Alternative Loan Trust 2003-8                                                                                    | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21498 | PA      | $21664.22     | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2024-NQM5 Trust                                                                                                              | CUSIP: 67448NAD0<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100823.24    | 0.02%             | 2064-01-25      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 3 PLC                                  | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    149625 | PA      | $148876.88    | 0.03%             | 2031-02-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                              | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152242.35    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                               | OHA Credit Partners VII Ltd                                                                                                      | CUSIP: 67102UAK5<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247608.00    | 0.06%             | 2038-02-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                            | Citadel LP                                                                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26115.95     | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                              | Nidda Healthcare Holding GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $533269.34    | 0.12%             | 2030-10-23      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                              | Terraform Global Operating LP                                                                                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128745.82    | 0.03%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                             | Crocs Inc                                                                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121708.48    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                     | EMRLD Borrower LP 2024 Term Loan B                                                                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   2526087 | PA      | $2525190.30   | 0.57%             | 2031-08-04      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Monroe Capital ABS Funding LTD                        | Monroe Capital ABS Funding 2021-1 Ltd                                                                                            | CUSIP: 610331AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     97640 | PA      | $96675.54     | 0.02%             | 2031-04-22      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                | Methanex US Operations Inc                                                                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3128479.97   | 0.71%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL INSURANCE HLDS                              | Universal Insurance Holdings Inc                                                                                                 | CUSIP: 91359VAC1<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340036.94    | 0.08%             | 2026-11-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CUBE INDUSTRIALS BUYER INC                            | Cube Industrials Buyer Inc 2024 Term Loan                                                                                        | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    150000 | PA      | $150984.00    | 0.03%             | 2031-10-17      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                  | Cengage Learning Inc 2024 1st Lien Term Loan B                                                                                   | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    110246 | PA      | $110638.48    | 0.03%             | 2031-03-24      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                    | Koninklijke KPN NV                                                                                                               | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117420.48    | 0.03%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac REMICS                                                                                                               | CUSIP: 31397PTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    793394 | PA      | $67211.31     | 0.02%             | 2038-01-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| CRESCENT CAPITAL BDC INC                              | Crescent Capital BDC Inc                                                                                                         | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |      8900 | NS      | $218584.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                        | CVR Energy Inc                                                                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100133.30    | 0.02%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                        | Galaxy XXVI CLO Ltd                                                                                                              | CUSIP: 36321LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250183.50    | 0.06%             | 2031-11-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                 | Encompass Health Corp                                                                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335459.03    | 0.08%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                        | Long: 0BGH9HK59 CDS USD R V 03MEVENT 0BGH9HK590_PRO CDXTRANCHE / Short: 0BGH9HK59 CDS USD P F  5.00000 0BGH9HK590_FEE CDXTRANCHE | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |    230000 | OU      | $-34651.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                        | Ryan Specialty LLC                                                                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43365.72     | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                | Sunoco LP / Sunoco Finance Corp                                                                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $350125.76    | 0.08%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSHIP                         | Sunrise Financing Partnership Term Loan AAA                                                                                      | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    150000 | PA      | $149859.00    | 0.03%             | 2032-02-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                   | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678000 | PA      | $641282.37    | 0.15%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                          | TICP CLO VII Ltd                                                                                                                 | CUSIP: 87248TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $280553.28    | 0.06%             | 2033-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2004-13CB                                                                                                 | CUSIP: 12667FKK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190994 | PA      | $141906.88    | 0.03%             | 2034-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IP Lending LLC                                        | IP Lending X LTD                                                                                                                 | CUSIP: 44989MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    320000 | PA      | $320000.00    | 0.07%             | 2029-07-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                    | BGH9GLYM8 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |    641000 | OU      | $111.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                              | Clarios Global LP / Clarios US Finance Co                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $355086.89    | 0.08%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38379GB22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    857030 | PA      | $100534.51    | 0.02%             | 2044-10-20      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                              | DSLA Mortgage Loan Trust 2005-AR5                                                                                                | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84035 | PA      | $43945.27     | 0.01%             | 2045-09-19      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MariaDB PLC                                           | MariaDB PLC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |      4247 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dispatch Acquisition Holdings LLC                     | Dispatch Acquisition Holdings LLC Term Loan B                                                                                    | CUSIP: 25471MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59453 | PA      | $58529.10     | 0.01%             | 2028-03-27      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                    | Sunrise FinCo I BV                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $425868.75    | 0.10%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                 | VOLT XCIV LLC                                                                                                                    | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    739047 | PA      | $739585.88    | 0.17%             | 2051-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                 | Toronto-Dominion Bank/The                                                                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52345.35     | 0.01%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR                        | STICHTING ADMINISTRATIEKANTOOR                                                                                                   | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                                                                         | CUSIP: 38376JKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100466 | PA      | $9707.53      | 0.00%             | 2039-11-16      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| NFM & J LP                                            | NFM & J LP Delayed Draw Term Loan                                                                                                | CUSIP: 62910XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48766 | PA      | $48110.05     | 0.01%             | 2027-11-30      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-15

**Name of Applicant:** LITMAN GREGORY FUNDS TRUST

**Signature:** John Coughlan

**Name of Signer:** John Coughlan

**Title:** COO