# EDGAR Filing Document

**Accession Number:** 0000088525
**File Stem:** 0000913181-25-000332
**Filing Date:** 2025-12
**Character Count:** 533646
**Document Hash:** 485b4651c30c58be77cc0431be3729f4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000913181-25-000332.hdr.sgml**: 20251201

**ACCESSION NUMBER**: 0000913181-25-000332

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251201

**DATE AS OF CHANGE**: 20251201

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GUGGENHEIM FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000088525

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01136
- **FILM NUMBER:** 251538202

**BUSINESS ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850
- **BUSINESS PHONE:** 301-296-5100

**MAIL ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SECURITY EQUITY FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Guggenheim Macro Opportunities Fund (Series ID: S000043989)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000136521 | A-Class             | GIOAX           |
| C000136522 | C-Class             | GIOCX           |
| C000136523 | Institutional Class | GIOIX           |
| C000152104 | R6                  | GIOSX           |
| C000155969 | P                   | GIOPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Guggenheim Funds Trust

- **b. Investment Company Act file number:** 811-01136

- **c. CIK number of Registrant:** 0000088525

- **d. LEI of Registrant:** 54930033G24U3UGWK691

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

  - **Street Address 1:** 702 King Farm Blvd., Suite 200

  - **City:** Rockville

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

  - **Telephone number:** 301-296-5100

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

- **a. Name of Series:** Guggenheim Macro Opportunities Fund

- **b. EDGAR series identifier (if any):** S000043989

- **c. LEI of Series:** 5493008Z4PZUFJR0MW94

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $10695275113.98

**Total Liabilities:** $1910978308.95

**Net Assets:** $8784296804.87

**Amount of Assets Invested in Other Investment Companies:** $57767835.61

**Delayed Delivery Securities:** $1524785880.99

**Cash Not Reported:** $5728771.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 84131.36535960 | **1-Year:** 450036.01443690 | **5-Year:** 645854.53221520 | **10-Year:** 372304.92254630 | **30-Year:** 120574.91255340

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

- **3-Month:** 167397.89330660 | **1-Year:** 179671.20414790 | **5-Year:** 539388.87933790 | **10-Year:** 112892.14971000 | **30-Year:** 81257.95404350

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136521 | 0.35%                | 0.96%                | 0.69%                |
| Class ID C000136522 | 0.29%                | 0.89%                | 0.63%                |
| Class ID C000136523 | 0.37%                | 0.98%                | 0.72%                |
| Class ID C000155969 | 0.34%                | 0.99%                | 0.68%                |
| Class ID C000152104 | 0.37%                | 0.98%                | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17665838.21            | $-16782791.30                              |
| Month 2  | $11523290.01             | $47051004.20                               |
| Month 3  | $277872.19               | $25433417.05                               |

**Designated Index Information**

- **Index Name:** Portfolio (ExDerivative)

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Lehman XS Trust                                     | Lehman XS Trust Series                                                                           | CUSIP: 52522GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2763538 | PA      | $2727452.01   | 0.03%             | 2036-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings, Inc.                                                                               | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   14788000 | PA      | $14461713.13  | 0.16%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BILLIKEN BUYER INC                                  | Eyecare Partners LLC                                                                             | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |    7528684 | PA      | $4732304.81   | 0.05%             | 2028-11-30      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| BOLUDA CORPORACION MARITIMA SL                      | Boluda Towage S.L.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    7215385 | PA      | $8524084.35   | 0.10%             | 2030-01-31      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT 2025-FL12 Issuer LLC                                                                       | CUSIP: 05619BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3750000 | PA      | $3739035.00   | 0.04%             | 2043-01-17      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC      | Student Transportation Of America Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 549300O4G48RRYGSD439       | Long             | LON              | CORP              | US        |     126667 | PA      | $126944.07    | 0.00%             | 2032-06-24      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| WILTON RE LTD                                       | Wilton RE Ltd.                                                                                   | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |   27267000 | PA      | $27108845.95  | 0.31%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                             | PartnerRe Finance B LLC                                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    6460000 | PA      | $6095208.32   | 0.07%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC                                      | Cliffwater LLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -1380000 | PA      | $-0.01        | -0.00%            | 2032-03-19      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| HUNTER DOUGLAS INC                                  | Hunter Douglas, Inc.                                                                             | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    3970000 | PA      | $3970000.00   | 0.05%             | 2032-01-17      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                 | Brant Point CLO Ltd.                                                                             | CUSIP: 10548BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4000000 | PA      | $3373472.00   | 0.04%             | 2038-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Project Silver                                      | Project Silver                                                                                   | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4682478 | PA      | $4532778.78   | 0.05%             | 2044-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS HOLDINGS LLC                | Grant Thornton Advisors LLC                                                                      | CUSIP: N/A<br>LEI: 254900XS1SHU0YY3WF58       | Long             | LON              | CORP              | US        |    7305312 | PA      | $7255563.11   | 0.08%             | 2031-06-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                      | IXIS Real Estate Capital Trust                                                                   | CUSIP: 45073DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22486777 | PA      | $4563799.39   | 0.05%             | 2037-05-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |   41538000 | NC      | $87849.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                          | CDX.NA.IG.45.V1                                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              |  | US        | -175700000 | OU      | $-3976788.53  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                             | Magna International, Inc.                                                                        | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    1670000 | PA      | $1762444.67   | 0.02%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                              | Athenahealth Group, Inc.                                                                         | CUSIP: N/A<br>LEI: 254900AA3KZN4Q7A5Z33       | Long             | LON              | CORP              | US        |    1035049 | PA      | $1032461.75   | 0.01%             | 2029-02-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                              | GSAA Home Equity Trust                                                                           | CUSIP: 362334BS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9024091 | PA      | $4334724.91   | 0.05%             | 2036-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                              | AP Grange Holdings LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    4900000 | PA      | $5096000.00   | 0.06%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                           | Caesars Entertainment, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |   10051207 | PA      | $10017736.77  | 0.11%             | 2031-02-06      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        | -131940000 | NC      | $-464957.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WOMENS CARE HOLDINGS INC                            | Women's Care Holdings, Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   30048695 | PA      | $27269190.30  | 0.31%             | 2028-01-15      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                           | ONEOK, Inc.                                                                                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1949539.20   | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                      | CUSIP: 31427M2T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30000122 | PA      | $30342041.03  | 0.35%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                          | Entain Holdings (Gibraltar) Ltd.                                                                 | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |    5450000 | PA      | $6439716.42   | 0.07%             | 2028-06-30      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes Trust                                                                             | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13550000 | PA      | $13493543.93  | 0.15%             | 2037-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                       | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2263584.00   | 0.03%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                      | Long Beach Mortgage Loan Trust                                                                   | CUSIP: 54251MAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9487691 | PA      | $2710031.78   | 0.03%             | 2036-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                            | Aspen Insurance Holdings Ltd.                                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    2425000 | PA      | $2538082.50   | 0.03%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHN UPPER INTERMEDIATE HOLDINGS INC                 | Blackhawk Network Holdings, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300LFU3K8UIR03132       | Long             | LON              | CORP              | US        |    4965348 | PA      | $4980095.59   | 0.06%             | 2029-03-12      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOCIATES LLC                           | Curriculum Associates LLC                                                                        | CUSIP: N/A<br>LEI: 254900F1U1TH1N97NR19       | Long             | LON              | CORP              | US        |    4791041 | PA      | $4768519.19   | 0.05%             | 2032-05-07      | Variable      | 8.91%                 | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                  | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   14050000 | NS      | $14479325.85  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                                | GCAT Trust                                                                                       | CUSIP: 36831DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18877157 | PA      | $19203490.08  | 0.22%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                            | Virgin Media Vendor Financing Notes IV DAC                                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3575357.14   | 0.04%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                             | Algonquin Power & Utilities Corp.                                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   12300000 | PA      | $12388463.08  | 0.14%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                             | Apex Group Treasury LLC                                                                          | CUSIP: N/A<br>LEI: 254900N6HRPDDNW7HP03       | Long             | LON              | CORP              | US        |    3169432 | PA      | $3094157.56   | 0.04%             | 2032-02-19      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO Ltd.                                                                                     | CUSIP: 67570VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9800000 | PA      | $8393700.00   | 0.10%             | 2038-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                       | Fortress Credit Opportunities IX CLO Ltd.                                                        | CUSIP: 34961JBG8<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-O            | CORP              | KY        |   35000000 | PA      | $35109252.50  | 0.40%             | 2033-10-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                         | FIGRE Trust                                                                                      | CUSIP: 30191LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3301883 | PA      | $3336446.12   | 0.04%             | 2055-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| SIGNATURE AVIATION US HOLDCO LP                     | Brown Group Holding LLC                                                                          | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |    1234406 | PA      | $1236418.33   | 0.01%             | 2031-07-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| ACCIDENT FUND INS CO AM                             | Accident Fund Insurance Company of America                                                       | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3025907.64   | 0.03%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   13850000 | NS      | $13622709.04  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                          | Allianz SE                                                                                       | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   11000000 | PA      | $11356400.00  | 0.13%             | N/A             | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 37 Senior Loan Fund                                                                       | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-O            | CORP              | KY        |    3494745 | PA      | $3496596.87   | 0.04%             | 2031-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                      | Sprite Ltd.                                                                                      | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6958111 | PA      | $6763410.51   | 0.08%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                | GrafTech Finance, Inc.                                                                           | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7003165.70   | 0.08%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                        | CUSIP: 670843AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4787120 | PA      | $4792977.71   | 0.05%             | 2062-01-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                         | FIGRE Trust                                                                                      | CUSIP: 31684FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6324810 | PA      | $6372063.59   | 0.07%             | 2054-10-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Home Equity Loan Trust                              | Home Equity Loan Trust                                                                           | CUSIP: 43710XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4921429 | PA      | $4776510.16   | 0.05%             | 2037-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Alter Domus                                         | Alter Domus                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -232066 | PA      | $0.00         | 0.00%             | 2031-10-30      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN TRSY LIQ RES INST 3324                      | Goldman Sachs U.S. Treasury Liquid Reserves Fund - Institutional Class                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    2780292 | NS      | $2780292.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment, Inc.                                                                      | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407995.20    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                          | TELUS Corp.                                                                                      | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    6350000 | PA      | $6695547.95   | 0.08%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes Trust                                                                             | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13250000 | PA      | $13197091.43  | 0.15%             | 2037-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR AGGREGATOR LP                              | Alter Domus                                                                                      | CUSIP: N/A<br>LEI: 254900CXX37NCB7A8J31       | Long             | LON              | CORP              | LU        |    3114458 | PA      | $3126137.64   | 0.04%             | 2031-10-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                     | Gen Digital, Inc.                                                                                | CUSIP: N/A<br>LEI: YF6ZV0M6AU4FY94MK914       | Long             | LON              | CORP              | US        |    5700000 | PA      | $5672925.00   | 0.06%             | 2032-02-13      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                              | Switch ABS Issuer LLC                                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17550000 | PA      | $17638602.93  | 0.20%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANIJAY GROUP NV                                    | Betclic Everest Group SAS                                                                        | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | LON              | CORP              | FR        |   13150000 | PA      | $15538031.35  | 0.18%             | 2031-12-09      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   57803000 | NC      | $98763.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOVYST INC                                         | Ecovyst Catalyst Technology                                                                      | CUSIP: N/A<br>LEI: 254900NH3N3I82Z6Q744       | Long             | LON              | CORP              | US        |     589018 | PA      | $588098.76    | 0.01%             | 2031-06-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FIRSTDIGITAL COMMUNICATIONS LLC                     | FirstDigital Communications LLC                                                                  | CUSIP: N/A<br>LEI: 549300FTXU0H08IR2D04       | Long             | LON              | CORP              | US        |   10365375 | PA      | $10201570.98  | 0.12%             | 2026-12-17      | Variable      | 10.50%                | No            |                  3 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                       | CUSIP: 92926SAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21935608 | PA      | $7896343.04   | 0.09%             | 2037-04-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CLAUDIUS LUXCO SARL                                 | Cegid Group                                                                                      | CUSIP: N/A<br>LEI: 2221001BVBGKKRMMGO11       | Long             | LON              | CORP              | LU        |   10000000 | PA      | $11759981.21  | 0.13%             | 2030-01-31      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                            | JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL                                  | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5110405.95   | 0.06%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                           | Qorvo, Inc.                                                                                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    7833000 | PA      | $7678152.56   | 0.09%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                      | Babson CLO Ltd.                                                                                  | CUSIP: 05618HAE5<br>LEI: 549300SCEOLR3BTPYX35 | Long             | ABS-O            | CORP              | KY        |   11900000 | PA      | $1190.00      | 0.00%             | 2025-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                      | Long Beach Mortgage Loan Trust                                                                   | CUSIP: 542514RL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3406820 | PA      | $2998668.41   | 0.03%             | 2036-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| TRITON V SICAV-RAIF SARL                            | IFCO Management GmbH                                                                             | CUSIP: N/A<br>LEI: 529900W6COKZG9FWRZ51       | Long             | LON              | CORP              | DE        |    9825000 | PA      | $11601252.94  | 0.13%             | 2032-08-04      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                        | US Foods, Inc.                                                                                   | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3993776.50   | 0.05%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                          | Morgan Stanley ABS Capital I Incorporated Trust                                                  | CUSIP: 61750SAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17622292 | PA      | $7693189.67   | 0.09%             | 2036-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                 | Bank of Nova Scotia                                                                              | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4650000 | PA      | $4941145.80   | 0.06%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings, Inc.                                                            | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    6676000 | PA      | $6932098.04   | 0.08%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CUBE HEALTHCARE EUROPE BIDCO                        | Domidep                                                                                          | CUSIP: N/A<br>LEI: 969500AYUH6YXBLGCX31       | Long             | LON              | CORP              | FR        |   11400000 | PA      | $13428466.42  | 0.15%             | 2029-10-24      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                         | Bausch Health Companies, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     493762 | PA      | $485891.93    | 0.01%             | 2030-10-08      | Variable      | 10.41%                | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS INC                         | Outcomes Group Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: 5493005V7ZG5K84MO728       | Long             | LON              | CORP              | US        |    4306582 | PA      | $4324281.61   | 0.05%             | 2031-05-06      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                        | Ares CLO Ltd.                                                                                    | CUSIP: 03990LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   14970000 | PA      | $14097847.80  | 0.16%             | 2038-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBION JVCO LTD                                     | Albion Financing 3 SARL                                                                          | CUSIP: N/A<br>LEI: 259400QTZA08U7DIP580       | Long             | LON              | CORP              | LU        |    2509319 | PA      | $2514036.76   | 0.03%             | 2031-05-01      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN AUTO AUCTION GROUP LLC                     | American Auto Auction Group LLC                                                                  | CUSIP: N/A<br>LEI: 5493002VI1KML1L8HW19       | Long             | LON              | CORP              | US        |    2164125 | PA      | $2179966.40   | 0.02%             | 2032-05-22      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 37 Senior Loan Fund                                                                       | CUSIP: 26249MAS6<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-O            | CORP              | KY        |    3166667 | PA      | $3174598.23   | 0.04%             | 2031-01-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -65150000 | NC      | $-177749.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                        | Morgan Stanley Re-REMIC Trust                                                                    | CUSIP: 61759HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     344581 | PA      | $334104.51    | 0.00%             | 2036-06-26      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -65150000 | NC      | $-142198.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                             | Sierra Pacific Power Co.                                                                         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5955289.55   | 0.07%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                 | Hotwire Funding LLC                                                                              | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    7250000 | PA      | $7592827.85   | 0.09%             | 2054-06-20      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.                          | Wonder Lake Park CLO Ltd.                                                                        | CUSIP: 97816XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   18203000 | PA      | $15457987.60  | 0.18%             | 2038-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -40718750 | NC      | $-103935.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                              | GSAA Home Equity Trust                                                                           | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147997 | PA      | $142945.58    | 0.00%             | 2037-07-25      | Floating      | 4.81%                 | 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        |    5950000 | PA      | $6168818.39   | 0.07%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                     | Alumina Pty Ltd.                                                                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    6700000 | PA      | $6868404.50   | 0.08%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                 | Emerald Debt Merger Sub LLC                                                                      | CUSIP: N/A<br>LEI: 98450099EE3A0ZD5F786       | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2330900.61   | 0.03%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Guggenheim Partners Investment Management LLC       | Guggenheim Strategy Fund II                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |     969973 | NS      | $24132936.60  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                        | CUSIP: 67117YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3371591 | PA      | $3371590.65   | 0.04%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| KANE FEEDERCO LTD                                   | Kane Bidco Ltd.                                                                                  | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |    2850000 | PA      | $3890823.69   | 0.04%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                            | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    3900000 | NS      | $3944210.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                               | Carriage Services, Inc.                                                                          | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4552225.77   | 0.05%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V ISSUER                         | Blue Owl Capital GP LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2558373.63   | 0.03%             | 2043-08-22      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp.                                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7770000 | PA      | $8156502.64   | 0.09%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                             | Great Lakes Dredge & Dock Corp.                                                                  | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   17160000 | PA      | $16626463.00  | 0.19%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                         | Skechers                                                                                         | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | LON              | CORP              | US        |    1600000 | PA      | $1883043.68   | 0.02%             | 2032-09-12      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Li                      | Sapphire Aviation Finance II Ltd.                                                                | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4908703 | PA      | $4506778.40   | 0.05%             | 2040-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Goldman Sachs Swaption Forward Volatility Index                                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | US        |     252444 | NC      | $-3107582.58  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                 | Brant Point CLO Ltd.                                                                             | CUSIP: 10548TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   12454500 | PA      | $10793069.70  | 0.12%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guggenheim Partners Investment Management LLC       | Guggenheim Strategy Fund III                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |    1131055 | NS      | $28219832.35  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC HOLDINGS LP                             | Arsenal AIC Parent LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6015713 | PA      | $6006328.41   | 0.07%             | 2030-08-19      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                    | ALLO Issuer LLC                                                                                  | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2142852.81   | 0.02%             | 2055-04-20      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding LVIII Ltd.                                                                  | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6600000 | PA      | $6639345.24   | 0.08%             | 2037-04-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC                     | Ceamer Finance LLC                                                                               | CUSIP: N/A<br>LEI: 549300KGM6NOF0Q0GA88       | Long             | ABS-O            | CORP              | US        |    8420102 | PA      | $8727032.45   | 0.10%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| NCL CORPORATION LTD                                 | NCL Corporation Ltd.                                                                             | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2200000 | PA      | $2211386.69   | 0.03%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -40718750 | NC      | $-55125.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Global Financial Products, Inc.              | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                        | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DFE              |  | US        |   -5205000 | NC      | $25653.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guggenheim Partners Investment Management LLC       | Guggenheim Limited Duration Fund - Class R6                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |    5683258 | NS      | $140319647.38 | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 50 Senior Loan Fund                                                                       | CUSIP: 262430AA9<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-O            | CORP              | KY        |    7895000 | PA      | $212296.55    | 0.00%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                            | TK Elevator US Newco, Inc.                                                                       | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2989392.90   | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                          | Verus Securitization Trust                                                                       | CUSIP: 924922AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3672967 | PA      | $3661326.37   | 0.04%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                           | Sunoco, LP                                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1574221.50   | 0.02%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                      | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                           | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   61570706 | PA      | $3459011.48   | 0.04%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer                              | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14770000 | PA      | $15101330.09  | 0.17%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes Trust                                                                             | CUSIP: 33767JBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8550000 | PA      | $8511916.59   | 0.10%             | 2037-10-19      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MIRABELA NICKEL LTD                                 | Mirabela Nickel Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    1885418 | PA      | $4713.55      | 0.00%             | 2019-06-24      | Variable      | 9.50%                 | Yes           |                  3 | On Loan: No      |
| TARGA RESOURCES PARTNERS                            | Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.            | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5014603.75   | 0.06%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                            | Eagle Funding Luxco SARL                                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   10700000 | PA      | $10855792.00  | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTISAN NEWCO BV                                    | Artisan Newco B.V.                                                                               | CUSIP: N/A<br>LEI: 7245009YIYR683H17R35       | Long             | LON              | CORP              | NL        |    8825000 | PA      | $10391655.12  | 0.12%             | 2032-04-01      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| EAGLE SUPERCO LTD                                   | Eagle Bidco Ltd.                                                                                 | CUSIP: N/A<br>LEI: 213800YANPDABTN5JJ43       | Long             | LON              | CORP              | GB        |    8000000 | PA      | $9444997.65   | 0.11%             | 2032-02-27      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MSC MEDITERRANEAN SHIPPING CO SA                    | Terminal Investment Limited Holding                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |   10200000 | PA      | $10307091.13  | 0.12%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 60 Ltd.                                                       | CUSIP: 640974AC5<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-O            | CORP              | KY        |    4650000 | PA      | $4025691.00   | 0.05%             | 2039-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   16120000 | PA      | $15939133.60  | 0.18%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                               | VFH Parent LLC / Valor Company-Issuer, Inc.                                                      | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7150000 | PA      | $7395130.60   | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                              | Penn Entertainment, Inc.                                                                         | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6975000 | PA      | $6537783.29   | 0.07%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                             | Jane Street Group / JSG Finance, Inc.                                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5067795.85   | 0.06%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                   | AmSpec Parent LLC                                                                                | CUSIP: N/A<br>LEI: 254900LUGRP5Z7OOV477       | Short            | LON              | CORP              | US        |    -232000 | PA      | $0.00         | 0.00%             | 2031-12-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                      | Phillips 66 Co.                                                                                  | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1718000 | PA      | $1722595.65   | 0.02%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                    | ACHM Trust                                                                                       | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3311945 | PA      | $3367050.66   | 0.04%             | 2055-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ENDO LP                                             | Endo Luxembourg Finance Co I SARL / Endo US, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    4400000 | NS      | $440.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AGL CLO Ltd.                                        | AGL CLO 35 Ltd.                                                                                  | CUSIP: 00852LAC6<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-O            | CORP              | KY        |    7750000 | PA      | $5886745.00   | 0.07%             | 2038-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                       | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19954143 | PA      | $19874183.03  | 0.23%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                      | Provident Funding Mortgage Trust 2025-4                                                          | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $19993600.00  | 0.23%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                              | Service Experts Issuer 2025-1 LLC                                                                | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4813175 | PA      | $4829739.19   | 0.05%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                            | International Flavors & Fragrances, Inc.                                                         | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    4911000 | PA      | $4911000.00   | 0.06%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                       | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |     987500 | PA      | $986265.63    | 0.01%             | 2031-03-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -40718750 | NC      | $-135643.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO Ltd.                                                                                    | CUSIP: 44986TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   28970307 | PA      | $984990.44    | 0.01%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLVI, LP                                                                   | CUSIP: 15675BAD9<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1022774.20   | 0.01%             | 2036-07-15      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                         | UPX HIL Issuer Trust                                                                             | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1586716 | PA      | $1593477.22   | 0.02%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                      | Carlyle US CLO Ltd.                                                                              | CUSIP: 142919AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9550000 | PA      | $8514780.00   | 0.10%             | 2037-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                             | NYMT Loan Trust                                                                                  | CUSIP: 67121VAB0<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $739372.08    | 0.01%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |    1573000 | NC      | $46353.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                  | Subway Funding LLC                                                                               | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8982125 | PA      | $8946607.88   | 0.10%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                             | Imagefirst Holdings LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2250000 | PA      | $2250000.00   | 0.03%             | 2032-03-07      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                              | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1350000 | PA      | $1349084.86   | 0.02%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CDX.NA.HY.43.V1 (15-25%)                                                                         | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |  -27695000 | OU      | $-2371055.91  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                       | GoldenTree Loan Management US CLO 24 Ltd.                                                        | CUSIP: 38139WAA1<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-O            | CORP              | KY        |    8650000 | PA      | $8636826.92   | 0.10%             | 2038-10-20      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                          | Essendi SA                                                                                       | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    2850000 | PA      | $3445084.96   | 0.04%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alliance Bancorp Trust                              | Alliance Bancorp Trust                                                                           | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1622689 | PA      | $1423976.94   | 0.02%             | 2037-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    8250000 | NS      | $8669842.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                               | Boots Group Finco L.P.                                                                           | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    1500000 | PA      | $2055174.91   | 0.02%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GAMMA MANAGEMENT LLC                                | Lottomatica Group SpA                                                                            | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |   10750000 | PA      | $13006892.44  | 0.15%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                      | RALI Series Trust                                                                                | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30674404 | PA      | $6364214.89   | 0.07%             | 2046-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MSC MEDITERRANEAN SHIPPING CO SA                    | Terminal Investment Limited Holding                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    9800000 | PA      | $9902891.47   | 0.11%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Thunderbird A                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   34800000 | PA      | $32892323.86  | 0.37%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| AGL CLO Ltd.                                        | AGL CLO 35 Ltd.                                                                                  | CUSIP: 00852LAA0<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-O            | CORP              | KY        |     300000 | PA      | $302618.10    | 0.00%             | 2038-01-21      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                      | TeamSystem SpA                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |     350000 | PA      | $412183.87    | 0.00%             | 2031-07-31      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                       | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    5550000 | PA      | $3979817.40   | 0.05%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                      | HSI Asset Securitization Corporation Trust                                                       | CUSIP: 40430FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5217009 | PA      | $3728111.39   | 0.04%             | 2037-01-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                               | McGraw-Hill Education, Inc.                                                                      | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   22634000 | PA      | $23050895.65  | 0.26%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets plc                                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4125000 | PA      | $4272472.88   | 0.05%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                       | KDAC Aviation Finance Ltd.                                                                       | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   14272685 | PA      | $14166068.26  | 0.16%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                 | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Short            | LON              | CORP              | US        |   -3078000 | PA      | $-0.03        | -0.00%            | 2030-10-25      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                      | LoanCore Issuer Ltd.                                                                             | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3400000 | PA      | $3380112.04   | 0.04%             | 2036-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                 | Kinetik Holdings, LP                                                                             | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    4307000 | PA      | $4420799.55   | 0.05%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                       | GS Mortgage-Backed Securities Trust                                                              | CUSIP: 36274TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5890039 | PA      | $5896257.85   | 0.07%             | 2065-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                      | Finance of America HECM Buyout                                                                   | CUSIP: 31737DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $8046383.20   | 0.09%             | 2034-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                | GCAT Trust                                                                                       | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7311502 | PA      | $7284371.27   | 0.08%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                      | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                           | CUSIP: 35563CAN8<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   21885611 | PA      | $1243050.17   | 0.01%             | 2052-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                          | FedEx Corp.                                                                                      | CUSIP: 31428XCP9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     285000 | PA      | $223604.73    | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                              | Brundage-Bone Concrete Pumping Holdings, Inc.                                                    | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1515519.00   | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                | Carpenter Technology Corp.                                                                       | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    8315000 | PA      | $8332710.95   | 0.09%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KKR CORE HOLDING COMPANY LLC                        | KKR Core Holding Company LLC                                                                     | CUSIP: N/A<br>LEI: 5493007DXHDGV3QWWI42       | Long             | ABS-O            | CORP              | US        |   21139897 | PA      | $19631497.17  | 0.22%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| CHARLES SCHWAB CORP                                 | Charles Schwab Corp.                                                                             | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   18700000 | NS      | $17547384.36  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                | Weight Watchers International, Inc.                                                              | CUSIP: N/A<br>LEI: SGT8R1MU6ESIC7UJC518       | Long             | LON              | CORP              | US        |    2036123 | PA      | $1842691.41   | 0.02%             | 2030-06-24      | Variable      | 10.80%                | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC                                     | Dealer Tire LLC                                                                                  | CUSIP: N/A<br>LEI: 549300XTS06OMOCRSE50       | Long             | LON              | CORP              | US        |    1791485 | PA      | $1781040.70   | 0.02%             | 2031-07-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                     | Slam Ltd.                                                                                        | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2639880 | PA      | $2505434.61   | 0.03%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Lightning A                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   34800000 | PA      | $32892323.86  | 0.37%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Owl Rock CLO Ltd                                    | OWL Rock CLO XXII LLC                                                                            | CUSIP: 69121AAE6<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-O            | CORP              | US        |   12150000 | PA      | $12198631.59  | 0.14%             | 2037-10-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                  | Hunter Douglas, Inc.                                                                             | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |   16400000 | PA      | $19275969.94  | 0.22%             | 2032-01-17      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Nomura Global Financial Products, Inc.              | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                        | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DFE              |  | US        |    -130000 | NC      | $146.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                               | Hope Gas Holdings LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2214133.61   | 0.03%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                  | Sunrise FinCo I B.V.                                                                             | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   20200000 | PA      | $19243530.00  | 0.22%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GROUP AB                                  | Seren BidCo AB                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2977427 | PA      | $2981892.86   | 0.03%             | 2028-11-16      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| PS HOLDINGS INDEPENDENT VOTING COMPANY LTD          | Pershing Square Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |   31500000 | PA      | $28082687.85  | 0.32%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                      | Becle, SAB de CV                                                                                 | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    7650000 | PA      | $6609710.93   | 0.08%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                 | Buckeye Partners, LP                                                                             | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    9684000 | PA      | $10036226.45  | 0.11%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                             | Alexander Funding Trust II                                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7750000 | PA      | $8286824.37   | 0.09%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| SHILTON MIDCO 2 LTD                                 | Shilton BidCo Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300JUUQPK8NFDUB17       | Long             | LON              | CORP              | GB        |    8300000 | PA      | $9756983.33   | 0.11%             | 2030-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding 52 LLC                                                                     | CUSIP: 15675MAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6800000 | PA      | $6874978.84   | 0.08%             | 2037-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                       | CUSIP: 3140Y6PR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65214950 | PA      | $65958233.83  | 0.75%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                  | Vodafone Group plc                                                                               | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   16875000 | PA      | $13299810.19  | 0.15%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                     | Moran Foods LLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     448700 | PA      | $5480.83      | 0.00%             | 2026-06-30      | Variable      | 5.68%                 | No            |                  3 | On Loan: No      |
| PEX HOLDINGS LLC                                    | Pex Holdings LLC                                                                                 | CUSIP: N/A<br>LEI: 2138006XMWHEBFQ55Z05       | Long             | LON              | CORP              | US        |    6284250 | PA      | $6281610.62   | 0.07%             | 2031-11-19      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTISAN NEWCO BV                                    | Artisan Newco B.V.                                                                               | CUSIP: N/A<br>LEI: 7245009YIYR683H17R35       | Long             | LON              | CORP              | NL        |    2500000 | PA      | $2943811.65   | 0.03%             | 2032-03-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                           | ONE Hotels GmbH                                                                                  | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | DBT              | CORP              | DE        |    5150000 | PA      | $6524993.69   | 0.07%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DELTA PARENT HOLDINGS INC                           | Kroll, Inc.                                                                                      | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Long             | LON              | CORP              | US        |   21800000 | PA      | $21714843.75  | 0.25%             | 2032-09-12      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| POWERGRID VEGETATION SERVICES LLC                   | Powergrid Services LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6270059 | PA      | $6270058.82   | 0.07%             | 2032-07-01      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| American Home Mortgage Assets                       | American Home Mortgage Assets Trust                                                              | CUSIP: 008684AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6092045 | PA      | $5280256.60   | 0.06%             | 2046-12-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING HOLDINGS II INC                    | Cengage Learning, Inc.                                                                           | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |    5640282 | PA      | $5622063.77   | 0.06%             | 2031-03-24      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                            | Slam Ltd.                                                                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8336981 | PA      | $8400407.87   | 0.10%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                                       | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9060644.45   | 0.10%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treman Park CLO Ltd                                 | Treman Park CLO Ltd.                                                                             | CUSIP: 89473MAD4<br>LEI: 549300E4DX3Q8L455K94 | Long             | ABS-O            | CORP              | KY        |    6518010 | PA      | $18315.61     | 0.00%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                  | AASET Trust                                                                                      | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10077884 | PA      | $9662035.12   | 0.11%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Jol Air                                             | JOL Air Ltd.                                                                                     | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    7571748 | PA      | $7516406.43   | 0.09%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PACIFIC DENTAL SERVICES LLC                         | Pacific Dental Services LLC                                                                      | CUSIP: N/A<br>LEI: 549300SDH1NQDOZ2M105       | Long             | LON              | CORP              | US        |    9850126 | PA      | $9837813.36   | 0.11%             | 2031-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| SITECORE HOLDING II A/S                             | Sitecore Holding III A/S                                                                         | CUSIP: N/A<br>LEI: 213800M9GGJ3GNKQOC39       | Long             | LON              | CORP              | DK        |   10494901 | PA      | $12244204.49  | 0.14%             | 2029-03-12      | Variable      | 4.64%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   11900000 | NS      | $12052040.95  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -57006250 | NC      | $-136288.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW BOOST HOLDCO LLC                                | Worldpay                                                                                         | CUSIP: N/A<br>LEI: 254900S8RE1OL7TTCU64       | Long             | LON              | CORP              | US        |    2977538 | PA      | $2978788.07   | 0.03%             | 2031-01-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HAWK HOLDING COMPANY LLC                            | Alterra Mountain Co.                                                                             | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |    2050000 | PA      | $2051291.50   | 0.02%             | 2030-05-31      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                      | QTS Good News Facility                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   19150000 | PA      | $19146871.08  | 0.22%             | 2028-10-09      | Variable      | 7.09%                 | No            |                  3 | On Loan: No      |
| UNIFORM MBS                                         | Uniform MBS 30 Year                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   87805000 | PA      | $87002637.91  | 0.99%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAINBOW MIDCO LTD                                   | Rainbow Finco SARL                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    9750000 | PA      | $13073258.64  | 0.15%             | 2029-02-26      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                      | BRAVO Residential Funding Trust 2025-CES2                                                        | CUSIP: 10568RAB9<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1248286.50   | 0.01%             | 2055-07-26      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                      | CUSIP: 3132DPSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47420870 | PA      | $48275573.64  | 0.55%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                      | Saluda Grade Alternative Mortgage Trust                                                          | CUSIP: 79581UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3485191 | PA      | $3597386.76   | 0.04%             | 2053-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                            | Compass Minerals International, Inc.                                                             | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   10485000 | PA      | $10958680.85  | 0.12%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -40718750 | NC      | $-68003.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARDIAN HOLDING SAS                                  | Florida Food Products LLC                                                                        | CUSIP: N/A<br>LEI: 254900J6FNIX7DTKUV52       | Long             | LON              | CORP              | US        |    8600876 | PA      | $5762586.86   | 0.07%             | 2028-10-18      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                                  | Congruex Group LLC                                                                               | CUSIP: N/A<br>LEI: 254900DY0KADNJ4ZCJ32       | Long             | LON              | CORP              | US        |    2892405 | PA      | $2422388.80   | 0.03%             | 2029-05-03      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| NA RAIL HOLD CO LLC                                 | NA Rail HoldCo LLC                                                                               | CUSIP: N/A<br>LEI: 549300WBUJ0EQ32JFK65       | Long             | LON              | CORP              | US        |    4350000 | PA      | $4359787.50   | 0.05%             | 2032-02-26      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| VALCOUR PACKAGING LLC                               | Valcour Packaging LLC                                                                            | CUSIP: N/A<br>LEI: 254900JCJHQJK9LWF787       | Long             | LON              | CORP              | US        |    4267839 | PA      | $3584984.74   | 0.04%             | 2028-10-04      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                               | Capstone Borrower, Inc.                                                                          | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5568837.08   | 0.06%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                   | PRPM                                                                                             | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13602424 | PA      | $13633227.12  | 0.16%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                            | Boxer Parent Co., Inc.                                                                           | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |    3294609 | PA      | $3878941.53   | 0.04%             | 2031-07-30      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                      | Morgan Stanley Residential Mortgage Loan Trust                                                   | CUSIP: 61778LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     833552 | PA      | $837359.25    | 0.01%             | 2070-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| ALBION JVCO LTD                                     | Albion Financing 1 SARL                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    3250000 | PA      | $3958955.30   | 0.05%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                          | FedEx Corp.                                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1111190.77   | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING I BV                                   | Peer Holding III BV                                                                              | CUSIP: N/A<br>LEI: 7245002S0K5Q59JCVQ03       | Long             | LON              | CORP              | NL        |   10367900 | PA      | $10370077.26  | 0.12%             | 2031-07-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                              | Navigator 2025-1 Aviation Ltd.                                                                   | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     950000 | PA      | $953032.40    | 0.01%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                              | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     238300 | NS      | $23.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                         | Fortress Credit BSL XV Ltd.                                                                      | CUSIP: 34964WAS1<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-O            | CORP              | JE        |   11150000 | PA      | $11167386.20  | 0.13%             | 2033-10-18      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                            | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6739282.09   | 0.08%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                               | SS&C Technologies, Inc.                                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1567287.83   | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                      | STWD Ltd.                                                                                        | CUSIP: 78485KAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   11900000 | PA      | $11745935.46  | 0.13%             | 2038-11-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                          | Morgan Stanley ABS Capital I Incorporated Trust                                                  | CUSIP: 61748BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2084728 | PA      | $1038328.03   | 0.01%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1691425.44   | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACOBS HOLDING AG                                   | Cognita Ltd.                                                                                     | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |    3500000 | PA      | $4140735.09   | 0.05%             | 2029-04-25      | Variable      | 5.73%                 | No            |                  3 | On Loan: No      |
| UNIFORM MBS                                         | Uniform MBS 30 Year                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   45230000 | PA      | $46160154.95  | 0.53%             | 2026-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                         | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |   -1010000 | PA      | $-0.01        | -0.00%            | 2031-02-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                            | ContourGlobal Power Holdings S.A.                                                                | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    4800000 | PA      | $4985952.00   | 0.06%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KANE FEEDERCO LTD                                   | Kane Bidco Ltd.                                                                                  | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |     125000 | PA      | $147707.42    | 0.00%             | 2032-07-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PENTA TECHNOLOGIES BV                               | Penta Technologies B.V.                                                                          | CUSIP: N/A<br>LEI: 7245002ROX1TJYP9YA60       | Long             | LON              | CORP              | NL        |    8050000 | PA      | $9425192.58   | 0.11%             | 2032-06-28      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                             | Belron Finance US LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8624825 | PA      | $8662601.73   | 0.10%             | 2031-10-16      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                    | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6297742.08   | 0.07%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                        | CUSIP: 67121UAC0<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    1538686 | PA      | $1551354.65   | 0.02%             | 2065-05-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                          | Verus Securitization Trust                                                                       | CUSIP: 92540VAE5<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |   18099032 | PA      | $18154722.84  | 0.21%             | 2070-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP                               | Eisner Advisory Group                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   15918117 | PA      | $16002642.16  | 0.18%             | 2031-02-28      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                              | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | LON              | CORP              | US        |     637741 | PA      | $561211.86    | 0.01%             | 2029-06-30      | Variable      | 6.28%                 | No            |                  3 | On Loan: No      |
| FRONT RANGE TOPCO INC                               | Zayo Group Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | LON              | CORP              | US        |    4498571 | PA      | $4428303.48   | 0.05%             | 2027-03-09      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                            | Citadel Securities Global Holdings LLC                                                           | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2993855.00   | 0.03%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                  | New Flyer Holdings, Inc.                                                                         | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1739348.62   | 0.02%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group, Inc.                                                                        | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    4250000 | NS      | $4313380.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RWC Commercial Mortgage Securi                      | RWC Commercial Mortgage 2025-1 Trust                                                             | CUSIP: 78348LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1050000 | PA      | $1048647.39   | 0.01%             | 2040-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Merit                                               | MHP                                                                                              | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $7200000.00   | 0.08%             | 2039-01-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                 | Recess Holdings, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   21294416 | PA      | $21355317.78  | 0.24%             | 2030-02-20      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| ASCEND PERFORMANCE MATERIALS HOLDINGS INC           | AqGen Island Holdings, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300NIMFUIRMMAGQ29       | Long             | LON              | CORP              | US        |   11363367 | PA      | $11346322.19  | 0.13%             | 2028-08-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                      | CVR Energy, Inc.                                                                                 | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   20090000 | PA      | $20533145.22  | 0.23%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bayard Park CLO, Ltd                                | Bayard Park CLO Ltd.                                                                             | CUSIP: 072716AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3600000 | PA      | $2790396.00   | 0.03%             | 2038-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer                              | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3590468.20   | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING I BV                                   | Peer Holding III BV                                                                              | CUSIP: N/A<br>LEI: 7245002S0K5Q59JCVQ03       | Long             | LON              | CORP              | NL        |    3456250 | PA      | $3457114.06   | 0.04%             | 2030-10-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                        | CUSIP: 67118LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5618826 | PA      | $5603000.52   | 0.06%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ASP DREAM ACQUISITION CO LLC                        | ASP Dream Acquisiton Co. LLC                                                                     | CUSIP: N/A<br>LEI: 254900DH5Q9BDS6KS803       | Long             | LON              | CORP              | US        |    4377378 | PA      | $4005300.77   | 0.05%             | 2028-12-15      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING I BV                                   | Peer Holding III BV                                                                              | CUSIP: N/A<br>LEI: 7245002S0K5Q59JCVQ03       | Long             | LON              | CORP              | NL        |    5000000 | PA      | $5878640.21   | 0.07%             | 2032-09-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 9-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  131940000 | NC      | $1665142.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FT 1 INC                                            | Targus, Inc.                                                                                     | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |      12773 | NS      | $1.28         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Symphony CLO Ltd                                    | Symphony CLO 48 Ltd.                                                                             | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-O            | CORP              | KY        |   12800000 | PA      | $11850240.00  | 0.13%             | 2038-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                                | PCI Gaming Authority, Inc.                                                                       | CUSIP: N/A<br>LEI: 549300KPXAJ1LRW5LP59       | Long             | LON              | CORP              | US        |    7110000 | PA      | $7091656.20   | 0.08%             | 2031-07-18      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                             | Darling Global Finance B.V.                                                                      | CUSIP: N/A<br>LEI: L1N0SPPKS7EXZYUMZ898       | Long             | DBT              | CORP              | US        |   15800000 | PA      | $18731927.48  | 0.21%             | 2032-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT Issuer Ltd.                                                                                | CUSIP: 05602CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1600000 | PA      | $1567224.32   | 0.02%             | 2038-12-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                              | Ameriquest Mortgage Securities Trust                                                             | CUSIP: 03076MAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30134101 | PA      | $8843023.84   | 0.10%             | 2036-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES                        | OEG Borrower LLC                                                                                 | CUSIP: N/A<br>LEI: 254900UUVX9EYPUMP391       | Long             | LON              | CORP              | US        |    3404275 | PA      | $3412785.69   | 0.04%             | 2031-06-30      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| ATLAS MARA LTD                                      | Atlas Mara Ltd.                                                                                  | CUSIP: N/A<br>LEI: 213800R42RHUZR883M76       | Long             | DBT              | CORP              | VG        |    1183303 | PA      | $1.18         | 0.00%             | 2021-12-31      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| AES CORP/THE                                        | AES Corp.                                                                                        | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2426000 | PA      | $2172583.90   | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                      | CFMT LLC                                                                                         | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8650000 | PA      | $8341342.05   | 0.09%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                | Cross Mortgage Trust                                                                             | CUSIP: 22758TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1381890 | PA      | $1386508.68   | 0.02%             | 2070-07-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                            | Encore Capital Group, Inc.                                                                       | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $12849546.60  | 0.15%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federated Hermes US Treasury C                      | Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares                         | CUSIP: 60934N682<br>LEI: 25490003NTA1P9CI5X97 | Long             | STIV             | RF                | US        |    6624585 | NS      | $6624585.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                                          | CoBank ACB                                                                                       | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |   20000000 | NS      | $19476604.00  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                             | Dai-ichi Life Insurance Company Ltd.                                                             | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    8150000 | PA      | $8471615.30   | 0.10%             | 2075-07-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ARMOR PARENT CORP                                   | Accuride Liquidating Trust                                                                       | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | EC               | CORP              | US        |        209 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GLP CAPITAL LP / FIN II                             | GLP Capital Limited Partnership / GLP Financing II, Inc.                                         | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6950000 | PA      | $7077101.60   | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group, Inc.                                                                        | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   13600000 | NS      | $14358064.00  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                      | RALI Series Trust                                                                                | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12616122 | PA      | $3842619.70   | 0.04%             | 2047-02-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                      | QTS Good News Facility                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   11237315 | PA      | $11237315.02  | 0.13%             | 2028-10-09      | Variable      | 7.34%                 | No            |                  3 | On Loan: No      |
| SYMETRA LIFE INSURANCE                              | Symetra Life Insurance Co.                                                                       | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3447827.89   | 0.04%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                        | AES Corp.                                                                                        | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    7554000 | PA      | $7294353.61   | 0.08%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                  | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   13100000 | NS      | $13049004.32  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                            | SK Invictus Intermediate II SARL                                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   11525000 | PA      | $11280181.22  | 0.13%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                           | Crocs, Inc.                                                                                      | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1007762.25   | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XL LLC                                                                     | CUSIP: 15675AAE9<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-O            | CORP              | US        |   12750000 | PA      | $12857120.40  | 0.15%             | 2035-03-22      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                            | 1011778 BC ULC / New Red Finance, Inc.                                                           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9333000 | PA      | $8795637.59   | 0.10%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                      | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                           | CUSIP: 35563CAT5<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |  144377167 | PA      | $6771419.06   | 0.08%             | 2052-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |   12461000 | NC      | $26353.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE POINT HOLDINGS BORROWER LLC                   | Eagle Point Holdings Borrower, LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1050000 | PA      | $1050000.00   | 0.01%             | 2028-03-31      | Variable      | 8.06%                 | No            |                  3 | On Loan: No      |
| CROSSCOUNTRY INTER                                  | CrossCountry Intermediate HoldCo LLC                                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10975000 | PA      | $11015384.71  | 0.13%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                     | OHA Credit Partners VII Ltd.                                                                     | CUSIP: 67102UAK5<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-O            | CORP              | KY        |    2250000 | PA      | $2244865.28   | 0.03%             | 2038-02-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| QUIRCH FOODS HOLDINGS LLC                           | Quirch Foods Holdings LLC                                                                        | CUSIP: N/A<br>LEI: 549300ZJJLQXSE7L4U02       | Long             | LON              | CORP              | US        |   14904589 | PA      | $14590996.09  | 0.17%             | 2027-10-27      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                         | BXHPP Trust                                                                                      | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21644000 | PA      | $19772902.17  | 0.23%             | 2036-08-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                   | PRPM LLC                                                                                         | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24213892 | PA      | $24249048.65  | 0.28%             | 2030-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNAFERD AS                                         | Visma AS                                                                                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXB1YO53       | Long             | LON              | CORP              | NO        |    2500000 | PA      | $2942989.67   | 0.03%             | 2028-12-05      | Variable      | 5.80%                 | No            |                  3 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Short            | LON              | CORP              | US        |   -2864189 | PA      | $-97654.52    | -0.00%            | 2026-06-04      | Variable      | 0.38%                 | No            |                  3 | On Loan: No      |
| IVI AMERICA LLC                                     | IVI America LLC                                                                                  | CUSIP: N/A<br>LEI: 549300V0LY56J9HGCK92       | Long             | LON              | CORP              | US        |    6794186 | PA      | $6828156.86   | 0.08%             | 2031-04-14      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -40718750 | NC      | $-67117.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                      | JP Morgan Mortgage Acquisition Trust                                                             | CUSIP: 46630BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19295571 | PA      | $10083940.72  | 0.11%             | 2036-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Anchor Mortgage Trust                               | Anchor Mortgage Trust                                                                            | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1005010.50   | 0.01%             | 2040-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -40718750 | NC      | $-85817.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MANNINGTON MILLS INC                                | Mannington Mills, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3940000 | PA      | $3841500.00   | 0.04%             | 2032-03-07      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                               | LoanCore                                                                                         | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5750000 | PA      | $5699838.15   | 0.06%             | 2042-08-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                    | UWM Holdings LLC                                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6612340.54   | 0.08%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                       | White Cap Supply Holdings LLC                                                                    | CUSIP: N/A<br>LEI: 254900L2N0T6GULCL366       | Long             | LON              | CORP              | US        |    1290250 | PA      | $1289979.05   | 0.01%             | 2029-10-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto                                                                                        | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   36500000 | PA      | $36472785.60  | 0.42%             | 2036-11-16      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                    | AMC Networks, Inc.                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     238000 | PA      | $207060.00    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                          | Morgan Stanley ABS Capital I Incorporated Trust                                                  | CUSIP: 61753EAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7138133 | PA      | $3269194.13   | 0.04%             | 2037-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                    | Paramount Global                                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1797000 | PA      | $1447493.71   | 0.02%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC            | Asurion LLC                                                                                      | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |   15234875 | PA      | $15170583.83  | 0.17%             | 2030-09-19      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| CLIMATER BIDCO II                                   | Climater Bidco II                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    4700000 | PA      | $5505225.46   | 0.06%             | 2032-03-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| O-I GLASS INC                                       | O-I Glass, Inc.                                                                                  | CUSIP: N/A<br>LEI: V2UQUCDZJ9WY98W8QU33       | Long             | LON              | CORP              | US        |   12365000 | PA      | $12334087.50  | 0.14%             | 2032-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                      | Merrill Lynch Mortgage Investors Trust Series                                                    | CUSIP: 59024LAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1523351 | PA      | $424999.79    | 0.00%             | 2037-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                    | Farmers Insurance Exchange                                                                       | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $8127541.10   | 0.09%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                   | Generate CLO 21 Ltd.                                                                             | CUSIP: 37150EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   11450000 | PA      | $10014170.00  | 0.11%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   32715000 | NC      | $55897.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing, Inc.                                                                          | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   18794000 | PA      | $17173017.50  | 0.20%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NFM & J LLC                                         | The Facilities Group                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8244482 | PA      | $8139865.80   | 0.09%             | 2027-11-30      | Variable      | 10.06%                | No            |                  3 | On Loan: No      |
| Ares Direct Lending CLO LLC                         | Ares Direct Lending CLO 6 LLC                                                                    | CUSIP: 039960AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21450000 | PA      | $21450000.00  | 0.24%             | 2037-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services, Inc.                                                                | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6630559.00   | 0.08%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                         | Bell Telephone Company of Canada or Bell Canada                                                  | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   21020000 | PA      | $21806778.60  | 0.25%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets plc                                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |   26079000 | PA      | $25894673.63  | 0.29%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ORION ADVISOR SOLUTIONS INC                         | Orion Advisor Solutions, Inc.                                                                    | CUSIP: N/A<br>LEI: 549300R3BS3HTGTSN386       | Long             | LON              | CORP              | US        |    3582000 | PA      | $3587767.02   | 0.04%             | 2030-09-09      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| COBHAM GROUP HOLDINGS LTD                           | Cobham Ultra SeniorCo SARL                                                                       | CUSIP: N/A<br>LEI: 254900L6IKLPZKIC4F32       | Long             | LON              | CORP              | LU        |    7000000 | PA      | $8209546.74   | 0.09%             | 2029-08-06      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                            | Live Nation Entertainment, Inc.                                                                  | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     571000 | PA      | $576282.27    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VECTOR PHOENIX HOLDINGS (CAYMAN) LP                 | Vector Phoenix Holdings, LP                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      37539 | NS      | $3.75         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                       | Lunar Structured Aircraft Portfolio Notes                                                        | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    7856365 | PA      | $7466310.64   | 0.08%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| COBHAM GROUP HOLDINGS LTD                           | Cobham Ultra SeniorCo SARL                                                                       | CUSIP: N/A<br>LEI: 254900L6IKLPZKIC4F32       | Long             | LON              | CORP              | LU        |   11335929 | PA      | $11329353.82  | 0.13%             | 2029-08-03      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                   | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |  -79762000 | NC      | $1058931.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                             | Superior Plus Limited Partnership / Superior General Partner, Inc.                               | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4800000 | PA      | $4631122.56   | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                            | Secretariat Advisors LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -405376 | PA      | $-251.33      | -0.00%            | 2032-02-21      | Variable      | 4.00%                 | No            |                  3 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications plc                                                                   | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    5250000 | PA      | $5202707.48   | 0.06%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BIP PIPECO HOLDINGS LLC                             | Bip PipeCo Holdings LLC                                                                          | CUSIP: N/A<br>LEI: 254900VCXW4EPI0VC343       | Long             | LON              | CORP              | US        |    3411969 | PA      | $3407704.21   | 0.04%             | 2030-12-06      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     760000 | PA      | $717324.56    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                       | New Residential Mortgage Loan Trust                                                              | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |   10787331 | PA      | $10908756.58  | 0.12%             | 2065-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                                 | Great Lakes CLO Ltd.                                                                             | CUSIP: 39055RAE2<br>LEI: 254900GKX01S4T3NFH46 | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $700303.50    | 0.01%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NFM & J LLC                                         | NFM & J LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8110307 | PA      | $8007393.07   | 0.09%             | 2027-11-30      | Variable      | 10.16%                | No            |                  3 | On Loan: No      |
| DISPATCH TERRA ACQUISITION LLC                      | Dispatch Terra Acquisition LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    9955299 | PA      | $9704325.55   | 0.11%             | 2028-03-27      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                            | Builders FirstSource, Inc.                                                                       | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     800000 | PA      | $826920.80    | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                              | Venture Global LNG, Inc.                                                                         | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $9587617.50   | 0.11%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Octagon 74 Ltd                                      | Octagon 74 Ltd.                                                                                  | CUSIP: 675960AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   12750000 | PA      | $9248595.00   | 0.11%             | 2038-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                 | Midocean Credit Clo XXI                                                                          | CUSIP: 59790AAC1<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-O            | CORP              | KY        |    4000000 | PA      | $3200000.00   | 0.04%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                              | Six Flags Entertainment Corporation /Six Flags Theme Parks Incorporated/ Canada's Wonderland Co. | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5552530.85   | 0.06%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET MT-1 Ltd.                                                                                  | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8297623 | PA      | $8382450.66   | 0.10%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                             | Regatta 34 Funding Ltd.                                                                          | CUSIP: 75904CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9560000 | PA      | $9548528.00   | 0.11%             | 2038-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                           | Flutter Treasury DAC                                                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    9000000 | PA      | $12198877.41  | 0.14%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                     | Global Atlantic Finance Co.                                                                      | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $11180810.66  | 0.13%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FARMER MAC                                          | Farmer Mac                                                                                       | CUSIP: 313148850<br>LEI: 549300MS654K78GYF580 | Long             | EP               | CORP              | US        |     272820 | NS      | $6146361.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                               | Fidelis Insurance Holdings Ltd.                                                                  | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   20500000 | PA      | $21899043.00  | 0.25%             | 2055-06-15      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                      | Saluda Grade Alternative Mortgage Trust                                                          | CUSIP: 79589VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002329.10   | 0.01%             | 2055-06-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                      | RALI Series Trust                                                                                | CUSIP: 75114NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7981062 | PA      | $1696814.40   | 0.02%             | 2046-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| VERISURE CAYMAN 2                                   | Verisure Holding AB                                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    7450000 | PA      | $9080324.89   | 0.10%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mach I                                              | MACH 1 Cayman Ltd.                                                                               | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2846080 | PA      | $2812069.15   | 0.03%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ILPEA PARENT INC                                    | ILPEA Parent, Inc.                                                                               | CUSIP: N/A<br>LEI: 5493002IJGO6IOH86T22       | Long             | LON              | CORP              | US        |    2037701 | PA      | $2031343.75   | 0.02%             | 2028-06-22      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| GROEP BRUSSEL LAMBERT NV                            | Affidea                                                                                          | CUSIP: N/A<br>LEI: 984500F89CC5A01B8C37       | Long             | LON              | CORP              | NL        |    2000000 | PA      | $2354133.40   | 0.03%             | 2029-07-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                            | Fortitude Group Holdings LLC                                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5139578.12   | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZUORA INC                                           | Zuora, Inc.                                                                                      | CUSIP: N/A<br>LEI: 549300ISVGC1YZWQJ420       | Long             | LON              | CORP              | US        |   11475000 | PA      | $11394675.00  | 0.13%             | 2032-02-17      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   16764000 | NC      | $215851.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING COMPANY LLC                       | HAH Group Holding Co. LLC                                                                        | CUSIP: N/A<br>LEI: 254900FFJQHW9R90FL74       | Long             | LON              | CORP              | US        |    9263804 | PA      | $8317136.01   | 0.09%             | 2031-09-24      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                  | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    5600000 | NS      | $5685490.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO INC                                             | Beacon Roofing Supply, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300HDXQWWCBOYXP31       | Long             | LON              | CORP              | US        |     604444 | PA      | $609032.17    | 0.01%             | 2032-04-23      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Capmark Military Housing Trust                      | Capmark Military Housing Trust                                                                   | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5330558 | PA      | $5222772.36   | 0.06%             | 2052-10-10      | Fixed         | 6.06%                 | No            |                  3 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    4810076 | PA      | $4646076.11   | 0.05%             | 2026-06-04      | Variable      | 7.60%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2198000 | PA      | $1980452.62   | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                              | Sherwood Financing plc                                                                           | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |    2882000 | PA      | $3262197.46   | 0.04%             | 2029-12-15      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                            | Belrose Funding Trust II                                                                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13050000 | PA      | $14132329.94  | 0.16%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                             | Global Partners Limited Partnership / GLP Finance Corp.                                          | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2320260.80   | 0.03%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    4586000 | PA      | $4749234.08   | 0.05%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERSUNI GROUP BV                                    | Nobel Bidco B.V.                                                                                 | CUSIP: N/A<br>LEI: 549300NZZFLYK83VVT71       | Long             | DBT              | CORP              | NL        |    7050000 | PA      | $8088518.24   | 0.09%             | 2028-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS HOLDING COMPANY LLC   | Foundation Building Materials Holding Company LLC                                                | CUSIP: N/A<br>LEI: 549300X5S4H9C8CNO521       | Long             | LON              | CORP              | US        |    8077000 | PA      | $8087096.25   | 0.09%             | 2031-01-29      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley IXIS Real Estat                      | Morgan Stanley IXIS Real Estate Capital Trust                                                    | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17884978 | PA      | $5698785.34   | 0.06%             | 2036-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                         | Legacy Mortgage Asset Trust                                                                      | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5919760 | PA      | $5915144.63   | 0.07%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                          | AccorInvest Group S.A.                                                                           | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    2850000 | PA      | $3450676.53   | 0.04%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                      | Regional Management Issuance Trust                                                               | CUSIP: 75908AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1618068.48   | 0.02%             | 2034-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                      | William Carter Co.                                                                               | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2301381.68   | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US PARENT LP                       | Scientific Games Corp.                                                                           | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |    6935199 | PA      | $6873683.53   | 0.08%             | 2029-04-04      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Aegion Corp.                                        | Aegion Corp.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -824026 | PA      | $-0.01        | -0.00%            | 2028-05-17      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| PEER HOLDING I BV                                   | Peer Holding III BV                                                                              | CUSIP: N/A<br>LEI: 7245002S0K5Q59JCVQ03       | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1177266.32   | 0.01%             | 2031-11-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                            | Meiji Yasuda Life Insurance Co.                                                                  | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   13650000 | PA      | $14202333.60  | 0.16%             | 2055-06-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS                             | Fontainbleau Vegas                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   26500000 | PA      | $26500000.00  | 0.30%             | 2028-01-31      | Fixed         | 9.87%                 | No            |                  3 | On Loan: No      |
| BLUE OWL GP STAKES IV                               | Blue Owl IV                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    5304000 | PA      | $5304000.00   | 0.06%             | 2045-09-04      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank                               | SPDR S&P 500 ETF Trust                                                                           | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DE               |  | CA        |     -36000 | NC      | $-292680.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings, Inc.                                                                               | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5324270.60   | 0.06%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                    | Modena Buyer LLC                                                                                 | CUSIP: N/A<br>LEI: 254900B0G2IU0VBDOY26       | Long             | LON              | CORP              | US        |   10541347 | PA      | $10398301.40  | 0.12%             | 2031-07-01      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                            | SCIL IV LLC / SCIL USA Holdings LLC                                                              | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10375000 | PA      | $10366631.53  | 0.12%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                              | Cloud Software Group, Inc.                                                                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5347807.64   | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT REVOLVING TRUST TPRT_24-A                | Top Pressure Recovery Turbines                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    6479219 | PA      | $6485698.25   | 0.07%             | 2069-11-01      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| BELRON GROUP SCA                                    | Belron UK Finance plc                                                                            | CUSIP: N/A<br>LEI: 9845006BC9D1A77B8178       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $843635.50    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4547458.83   | 0.05%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                   | PRPM LLC                                                                                         | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16073737 | PA      | $16132085.96  | 0.18%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                       | American Home Mortgage Assets Trust                                                              | CUSIP: 02660WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5089015 | PA      | $4714214.11   | 0.05%             | 2046-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -57006250 | NC      | $-136288.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                    | Owl Rock CLO IX LLC                                                                              | CUSIP: 69120BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12550000 | PA      | $12641318.82  | 0.14%             | 2037-11-22      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC                     | Ceamer Finance LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    6273915 | PA      | $6447226.99   | 0.07%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                         | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    2286583 | PA      | $2269038.10   | 0.03%             | 2031-02-13      | Variable      | 9.66%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                         | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |   14318476 | PA      | $14296107.45  | 0.16%             | 2031-02-13      | Variable      | 9.66%                 | No            |                  3 | On Loan: No      |
| MITER BRAND / MIWD BORR                             | Miter Brands Acquisition Holdco Incorporated / MIWD Borrower LLC                                 | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7455000 | PA      | $7658171.12   | 0.09%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                | ACE Securities Corporation Home Equity Loan Trust Series                                         | CUSIP: 00442JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9942766 | PA      | $4020543.55   | 0.05%             | 2037-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                               | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        |    -296000 | NC      | $203.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |    3701000 | NC      | $47653.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                 | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |    3430000 | PA      | $3430000.00   | 0.04%             | 2031-04-30      | Variable      | 9.29%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Company, Inc.                                                          | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     525000 | PA      | $525638.93    | 0.01%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                   | Iron Mountain Inc.                                                                               | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |    6550000 | PA      | $7708371.65   | 0.09%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2521962.50   | 0.03%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                           | Block, Inc.                                                                                      | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4700343.60   | 0.05%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                              | Nassau Companies of New York                                                                     | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7125000 | PA      | $7276869.38   | 0.08%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                                         | Indicor LLC                                                                                      | CUSIP: N/A<br>LEI: 254900RXO1EICEHOLG29       | Long             | LON              | CORP              | US        |     397995 | PA      | $398329.31    | 0.00%             | 2029-11-22      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                      | Castlelake Aircraft Structured Trust                                                             | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119343 | PA      | $118607.49    | 0.00%             | 2046-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6937994.37   | 0.08%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CML - CBS STUDIOS                                   | CBS Studio Center                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21842351.52  | 0.25%             | 2026-01-09      | Variable      | 7.17%                 | No            |                  3 | On Loan: No      |
| Owl Rock CLO Ltd                                    | Owl Rock CLO I LLC                                                                               | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17250000 | PA      | $17423750.63  | 0.20%             | 2036-02-20      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings, Inc.                                                            | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     248975 | NS      | $6411106.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                   | Waste Pro USA, Inc.                                                                              | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4681802.44   | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | Sound Point CLO Ltd.                                                                             | CUSIP: 83617EAJ9<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-O            | CORP              | KY        |    1200000 | PA      | $1206294.00   | 0.01%             | 2038-02-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                              | Bank of New York Mellon Corp.                                                                    | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   20550000 | NS      | $20139583.41  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                   | Upbound Group, Inc.                                                                              | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1430945.55   | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                             | GLP Capital Limited Partnership / GLP Financing II, Inc.                                         | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22640000 | PA      | $21669149.26  | 0.25%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARA TOPCO LTD                                      | Ardonagh Midco 3 plc                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    5655825 | PA      | $5622851.54   | 0.06%             | 2031-02-18      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                              | AP Grange Holdings LLC Deferral                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    2844709 | PA      | $2844709.16   | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Ares Direct Lending CLO LLC                         | Ares Direct Lending CLO 6 LLC                                                                    | CUSIP: 039960AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $9000000.00   | 0.10%             | 2037-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                        | United Airlines, Inc.                                                                            | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |    4339692 | PA      | $4346939.50   | 0.05%             | 2031-02-22      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                        | CUSIP: 67448NAD0<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   12495000 | PA      | $12611053.56  | 0.14%             | 2064-01-25      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp.                                                                                    | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   12575000 | PA      | $12704971.43  | 0.14%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  131940000 | NC      | $1665142.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTIONS INC                       | Tegra118 Wealth Solutions, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    5835226 | PA      | $5772030.52   | 0.07%             | 2027-02-18      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group, Inc.                                                                        | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    4800000 | NS      | $4985894.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First NLC Trust                                     | First NLC Trust                                                                                  | CUSIP: 32115BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5862269 | PA      | $2935924.75   | 0.03%             | 2037-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                      | Long Beach Mortgage Loan Trust                                                                   | CUSIP: 54251RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2355267 | PA      | $921014.16    | 0.01%             | 2036-07-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                            | First American Financial Corp.                                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   11760000 | PA      | $11367932.42  | 0.13%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BIB MERCHANT VOUCHER RECEIVABLES LTD                | Bib Merchant Voucher Receivables Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    6980514 | PA      | $6944505.63   | 0.08%             | 2028-04-07      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                            | Prudential Financial, Inc.                                                                       | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2759960.50   | 0.03%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                      | Long Beach Mortgage Loan Trust                                                                   | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15470288 | PA      | $3942963.33   | 0.04%             | 2036-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                                | DS Admiral Bidco LLC                                                                             | CUSIP: N/A<br>LEI: 25490030X7DBAF7KCR65       | Long             | LON              | CORP              | US        |   20124191 | PA      | $20090583.96  | 0.23%             | 2031-06-26      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| RWC Commercial Mortgage Securi                      | RWC Commercial Mortgage 2025-1 Trust                                                             | CUSIP: 78348LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $299617.62    | 0.00%             | 2040-06-25      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V ISSUER                         | Blue Owl Capital GP LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2548160.57   | 0.03%             | 2043-08-22      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| DYE & DURHAM LIMITED                                | Dye & Durham Ltd.                                                                                | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   16098000 | PA      | $15918948.39  | 0.18%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                      | AMMC CLO XI Ltd.                                                                                 | CUSIP: 001747AE4<br>LEI: 5493004OOK6VXHQ8DQ60 | Long             | ABS-O            | CORP              | KY        |    5650000 | PA      | $53336.00     | 0.00%             | 2031-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                   | Herc Holdings, Inc.                                                                              | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3521281.14   | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLIMATER BIDCO II                                   | Climater Bidco II                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     550000 | PA      | $644228.51    | 0.01%             | 2032-03-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                            | Apro LLC                                                                                         | CUSIP: N/A<br>LEI: 549300HALLMPVGYAKP14       | Long             | LON              | CORP              | US        |    6286500 | PA      | $6269212.13   | 0.07%             | 2031-07-09      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| TEAM BLUE FINCO SARL                                | Team.Blue Finco SARL                                                                             | CUSIP: N/A<br>LEI: 549300DR8PIYMOZ4YU85       | Long             | LON              | CORP              | LU        |    7500000 | PA      | $8784934.24   | 0.10%             | 2029-09-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| VNOM SUB INC                                        | Vnom Sub, Inc.                                                                                   | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    5851000 | PA      | $5852023.93   | 0.07%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                      | Golub Capital Partners CLO 16M-R3                                                                | CUSIP: 38181EAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   14150000 | PA      | $14214270.72  | 0.16%             | 2039-08-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp.                                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     550000 | PA      | $548990.63    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 37 Senior Loan Fund                                                                       | CUSIP: 26249YAE1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-O            | CORP              | KY        |    2838588 | PA      | $12895.42     | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A                                   | Akso Health Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    2484452 | PA      | $2561516.97   | 0.03%             | 2044-12-31      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| JEFFERSON JVCO LP                                   | ATG Entertainment                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1177383.75   | 0.01%             | 2032-04-19      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                            | MSCI, Inc.                                                                                       | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     883000 | PA      | $846037.96    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                                | QTS Issuer ABS I LLC                                                                             | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1650000 | PA      | $1685222.72   | 0.02%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                             | Rfna, LP                                                                                         | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3082064.54   | 0.04%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                             | CNO Financial Group, Inc.                                                                        | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     321950 | NS      | $6500170.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| API HEAT TRANSFER PARENT LLC                        | API Heat Transfer Intermediate                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        743 | NS      | $968129.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| The Toronto-Dominion Bank                           | 9-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        | -131940000 | NC      | $-464957.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                             | American Airlines Class AA Pass Through Trust                                                    | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     841881 | PA      | $788234.50    | 0.01%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp.                                                                            | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13250000 | PA      | $12488527.80  | 0.14%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                              | GSAA Home Equity Trust                                                                           | CUSIP: 362382AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6789270 | PA      | $1702976.28   | 0.02%             | 2036-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                              | Sunoco Limited Partnership / Sunoco Finance Corp.                                                | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $124952.94    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                            | Ziggo B.V.                                                                                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    1685000 | PA      | $1590398.69   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                      | RALI Series Trust                                                                                | CUSIP: 75115FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2255324 | PA      | $2167623.19   | 0.02%             | 2046-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                      | RALI Series Trust                                                                                | CUSIP: 761118WA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3182638 | PA      | $526044.92    | 0.01%             | 2046-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| JACOBS HOLDING AG                                   | Cognita Ltd.                                                                                     | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |    1450000 | PA      | $1712433.65   | 0.02%             | 2029-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                      | Castlelake Aircraft Securitization Trust                                                         | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3208865 | PA      | $3167143.27   | 0.04%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                         | Skechers                                                                                         | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | LON              | CORP              | US        |    1940000 | PA      | $1948089.80   | 0.02%             | 2032-06-28      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| GCAT                                                | GCAT Trust                                                                                       | CUSIP: 36171GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10535871 | PA      | $10618838.69  | 0.12%             | 2069-11-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MAMBA PURCHASER INC                                 | MDVIP                                                                                            | CUSIP: N/A<br>LEI: 549300EAB6F7TKRLOT57       | Long             | LON              | CORP              | US        |    1895250 | PA      | $1898813.07   | 0.02%             | 2031-10-16      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                               | Hope Gas Holdings LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2623739.66   | 0.03%             | 2035-09-01      | Fixed         | 6.08%                 | No            |                  3 | On Loan: No      |
| DEUCE FINCO PLC                                     | Deuce FinCo plc                                                                                  | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    5350000 | PA      | $7181978.06   | 0.08%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                            | Mill City Securities Ltd.                                                                        | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6102961 | PA      | $5752041.06   | 0.07%             | 2069-08-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| RWC Commercial Mortgage Securi                      | RWC Commercial Mortgage 2025-1 Trust                                                             | CUSIP: 78348LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $299614.29    | 0.00%             | 2040-06-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 9-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  131940000 | NC      | $1665142.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC                                   | YAK BLOCKER 2 LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      68788 | NS      | $56437.57     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   24426000 | NC      | $71.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                              | Venture Global LNG, Inc.                                                                         | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3266169.60   | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VALCOUR PACKAGING LLC                               | Valcour Packaging LLC                                                                            | CUSIP: N/A<br>LEI: 254900JCJHQJK9LWF787       | Long             | LON              | CORP              | US        |    3454560 | PA      | $3494875.03   | 0.04%             | 2028-10-04      | Variable      | 9.40%                 | No            |                  2 | On Loan: No      |
| GCAT                                                | GCAT Trust                                                                                       | CUSIP: 36169DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2204017 | PA      | $2202150.32   | 0.03%             | 2067-11-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL                      | Aligned Data Centers Issuer LLC                                                                  | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4925000 | PA      | $4799486.38   | 0.05%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Nomura Global Financial Products, Inc.              | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                        | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DFE              |  | US        | -628024000 | NC      | $271592.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDDA TOPCO SARL                                    | Nidda Healthcare Holding GmbH                                                                    | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | LON              | CORP              | DE        |   16147239 | PA      | $18991967.00  | 0.22%             | 2030-02-21      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BLAZING STAR BOOTS SUPERCO JERSEY LTD               | Boots Group Bidco Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    6150000 | PA      | $6162792.00   | 0.07%             | 2032-08-30      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                           | MidCap Funding XLVI Trust                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   19600000 | PA      | $19600000.00  | 0.22%             | 2028-04-15      | Variable      | 6.72%                 | No            |                  3 | On Loan: No      |
| RYAN SPECIALTY                                      | Ryan Specialty LLC                                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    4648000 | PA      | $4699992.53   | 0.05%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK PARTNERS UPPER HOLDINGS LP                | Xplore, Inc.                                                                                     | CUSIP: N/A<br>LEI: 2138007ZVGYYNWEGU394       | Long             | LON              | CORP              | CA        |    3620762 | PA      | $2474175.26   | 0.03%             | 2031-10-24      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                      | CUSIP: 3132DQLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25079299 | PA      | $25073600.41  | 0.29%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                              | HPS Private Credit CLO LLC                                                                       | CUSIP: 40445YAG9<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6013666.80   | 0.07%             | 2037-07-20      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| DOMESTIC & GENERAL LTD                              | Galaxy Bidco Ltd.                                                                                | CUSIP: N/A<br>LEI: 984500645A980C6A3639       | Long             | DBT              | CORP              | JE        |    7500000 | PA      | $10439344.75  | 0.12%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                         | FIGRE Trust                                                                                      | CUSIP: 316922AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1080456 | PA      | $1094562.67   | 0.01%             | 2055-06-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                              | Mitsubishi UFJ Financial Group, Inc.                                                             | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   18050000 | PA      | $18565170.65  | 0.21%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                | Falcon Aerospace Ltd.                                                                            | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1352855 | PA      | $1332585.35   | 0.02%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                   | PRPM LLC                                                                                         | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12477310 | PA      | $12490275.46  | 0.14%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| OCTAGON LOAN FUNDING LTD                            | Octagon Loan Funding Ltd.                                                                        | CUSIP: 67590TAC5<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-O            | CORP              | KY        |   19435737 | PA      | $1943.57      | 0.00%             | 2031-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                         | Beach Acquisition Bidco, LLC                                                                     | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |    3450000 | PA      | $4152814.87   | 0.05%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAB SELAS                                           | CAB SELAS                                                                                        | CUSIP: N/A<br>LEI: 9695008EGX5O9K1MS743       | Long             | DBT              | CORP              | FR        |    4100000 | PA      | $4509042.98   | 0.05%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                          | Hanger, Inc.                                                                                     | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Short            | LON              | CORP              | US        |    -552662 | PA      | $-0.01        | -0.00%            | 2031-10-23      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| STAR 2025-SFR6 Trust                                | STAR Trust                                                                                       | CUSIP: 85520EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $701632.89    | 0.01%             | 2042-08-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   81423000 | NC      | $204.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES INC                                 | DXP Enterprises, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   11040238 | PA      | $11088594.58  | 0.13%             | 2030-10-11      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -40718750 | NC      | $-58875.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                       | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16714740 | PA      | $6010090.48   | 0.07%             | 2037-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                    | Owl Rock CLO VII LLC                                                                             | CUSIP: 69121BAR5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12900000 | PA      | $12910610.25  | 0.15%             | 2038-04-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                 | Dow Chemical Co.                                                                                 | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2083464.96   | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                           | Clarios Global, LP                                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |    4810000 | PA      | $5661690.82   | 0.06%             | 2031-07-16      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                      | RALI Series Trust                                                                                | CUSIP: 761118VY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     213333 | PA      | $34784.61     | 0.00%             | 2046-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW LLC                           | Madison Safety & Flow LLC                                                                        | CUSIP: N/A<br>LEI: 5493007D2J7BBIFYBY65       | Long             | LON              | CORP              | US        |    1260913 | PA      | $1261707.44   | 0.01%             | 2031-09-26      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| HT HOLDING LLC                                      | HighTower Holding LLC                                                                            | CUSIP: N/A<br>LEI: 254900MKOSB7RTMA9K12       | Long             | LON              | CORP              | US        |   20879530 | PA      | $20840485.29  | 0.24%             | 2032-02-03      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson, Inc.                                                                             | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     250000 | PA      | $233425.00    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CDX.NA.HY.43.V1 (25-35%)                                                                         | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |  -27695000 | OU      | $-4302906.51  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   -3798000 | NC      | $-504.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLAM LLC                                            | Slam Ltd.                                                                                        | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8721348 | PA      | $8944563.12   | 0.10%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                              | Switch ABS Issuer LLC                                                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11550000 | PA      | $11442775.58  | 0.13%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                               | AAR Escrow Issuer LLC                                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2033113.66   | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                            | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2354394.88   | 0.03%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SAPHITOPLUX SCA                                     | Saphilux SARL                                                                                    | CUSIP: N/A<br>LEI: 222100CX5OA6ONWOBW66       | Long             | LON              | CORP              | LU        |    3070000 | PA      | $3078626.70   | 0.04%             | 2028-07-27      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                             | TRTX Issuer Ltd.                                                                                 | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   17100000 | PA      | $16954803.90  | 0.19%             | 2042-09-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  131940000 | NC      | $1665142.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm, Inc.                                                                                  | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2946420.41   | 0.03%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTRALOT INTEGRATED LOTTERY SYSTEMS AND SERVICES SA | Intralot Capital Luxembourg S.A.                                                                 | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |    6100000 | PA      | $7216980.41   | 0.08%             | 2031-10-15      | Fixed         | 6.75%                 | 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        |     672000 | PA      | $674751.84    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                     | CMS Energy Corp.                                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    6710000 | PA      | $6947191.86   | 0.08%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO VIII, LLC                              | Owl Rock CLO VIII LLC                                                                            | CUSIP: 69121CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16000000 | PA      | $16068520.00  | 0.18%             | 2037-04-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                                    | Merlin Buyer, Inc.                                                                               | CUSIP: N/A<br>LEI: 2549008CJ699WXZAWW31       | Long             | LON              | CORP              | US        |   22457902 | PA      | $22514047.00  | 0.26%             | 2028-12-14      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| OBRA CAPITAL INC                                    | Obra Longevity                                                                                   | CUSIP: N/A<br>LEI: 2549001PDYPC4244EX25       | Long             | ABS-O            | CORP              | US        |   34300000 | PA      | $36076470.75  | 0.41%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| SGH2 LLC                                            | Scenic Cruises                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    5400000 | PA      | $5400000.00   | 0.06%             | 2032-07-19      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                       | American Home Mortgage Assets Trust                                                              | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4527132 | PA      | $2973855.31   | 0.03%             | 2046-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                            | Ferrellgas Limited Partnership / Ferrellgas Finance Corp.                                        | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16778000 | PA      | $16608946.55  | 0.19%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                  | Osaic Holdings, Inc.                                                                             | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2737015.40   | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 9-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        | -131940000 | NC      | $-464957.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                             | Blue Stream Issuer LLC                                                                           | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1881173.61   | 0.02%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding LXXI Ltd.                                                                   | CUSIP: 558182AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5500000 | PA      | $5527299.25   | 0.06%             | 2038-04-23      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                            | Liberty Mutual Group, Inc.                                                                       | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   36940000 | PA      | $23258974.37  | 0.26%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AQUILA FDG LLC FDG_24-1                             | Endo Luxembourg Finance Co I SARL / Endo US, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   17000000 | PA      | $17706286.76  | 0.20%             | 2045-09-30      | Fixed         | 7.40%                 | No            |                  3 | On Loan: No      |
| Bank of America, N.A.                               | SPDR S&P 500 ETF Trust                                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |      74100 | NC      | $5333718.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                 | Walker & Dunlop, Inc.                                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5241064.18   | 0.06%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEXT TEN FUNDING                                    | Next10, Inc.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |     761225 | PA      | $780315.30    | 0.01%             | 2030-12-15      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| CURRICULUM ASSOCIATES LLC                           | Curriculum Associates LLC                                                                        | CUSIP: N/A<br>LEI: 254900F1U1TH1N97NR19       | Short            | LON              | CORP              | US        |   -4778959 | PA      | $-22465.03    | -0.00%            | 2032-05-07      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp.                                                    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6270000 | PA      | $5574410.97   | 0.06%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Trust                                                                                      | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3352241 | PA      | $3460699.15   | 0.04%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LLC                                       | BCRED CLO LLC                                                                                    | CUSIP: 05556FAE3<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-O            | CORP              | KY        |   21000000 | PA      | $21002706.90  | 0.24%             | 2037-04-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                             | Zayo Group Holdings, Inc.                                                                        | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     700000 | PA      | $678494.25    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   20672000 | PA      | $13537162.56  | 0.15%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                 | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |   12072000 | PA      | $16236063.10  | 0.18%             | 2031-04-30      | Variable      | 9.21%                 | No            |                  3 | On Loan: No      |
| Hotwire Funding LLC                                 | Hotwire Funding LLC                                                                              | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   20000000 | PA      | $20590284.00  | 0.23%             | 2053-05-20      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| DYAL CAPITAL PARTNERS IV LP                         | Dyal Capital Partners IV                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    3832500 | PA      | $3473850.55   | 0.04%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| Octagon 78 Ltd                                      | Octagon 78 Ltd.                                                                                  | CUSIP: 675963AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   16696400 | PA      | $14347216.52  | 0.16%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                    | Marathon CLO V Ltd.                                                                              | CUSIP: 56576UAC3<br>LEI: 635400LRBGQZIPTCBI09 | Long             | ABS-O            | CORP              | KY        |    5500000 | PA      | $550.00       | 0.00%             | 2027-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHG PPC PARENT LLC                                  | CHG PPC Parent LLC                                                                               | CUSIP: N/A<br>LEI: 54930019XJQNJAGXQ664       | Long             | LON              | CORP              | US        |    8982092 | PA      | $8987750.40   | 0.10%             | 2028-12-08      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                                   | Pacific Bells LLC                                                                                | CUSIP: N/A<br>LEI: 549300VGOQXINYVBJF37       | Long             | LON              | CORP              | US        |   19332618 | PA      | $19396995.18  | 0.22%             | 2028-11-13      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                               | Nippon Life Insurance Co.                                                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    6450000 | PA      | $6944953.65   | 0.08%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                           | Clarios Global LP                                                                                | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |     750000 | PA      | $897289.60    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                    | BSPDF Issuer LLC                                                                                 | CUSIP: 05615KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501440.85    | 0.01%             | 2042-12-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                     | Fair Isaac Corp.                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    3615000 | PA      | $3659982.06   | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                              | HPS Private Credit CLO LLC                                                                       | CUSIP: 40445YAE4<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-O            | CORP              | US        |    5900000 | PA      | $5929569.03   | 0.07%             | 2037-07-20      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                               | Venture Global Plaquemines LNG LLC                                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    5640000 | PA      | $6232256.40   | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 57 Ltd.                                                       | CUSIP: 64135YAC3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-O            | CORP              | KY        |    4250000 | PA      | $3500852.50   | 0.04%             | 2038-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                   | KREF Ltd.                                                                                        | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-O            | CORP              | KY        |   11000000 | PA      | $10939586.90  | 0.12%             | 2039-02-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| FR Refuel LLC                                       | FR Refuel LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -108696 | PA      | $-1086.96     | -0.00%            | 2028-11-08      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                      | LoanCore Issuer Ltd.                                                                             | CUSIP: 53946PAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6400000 | PA      | $6337723.52   | 0.07%             | 2037-01-17      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                         | RCKT Mortgage Trust                                                                              | CUSIP: 74939WAC4<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    7550000 | PA      | $7623848.06   | 0.09%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   26900000 | NC      | $79.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                    | COLT Mortgage Loan Trust                                                                         | CUSIP: 12674LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13373412 | PA      | $13417225.70  | 0.15%             | 2070-03-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                 | Sirius XM Radio LLC                                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8347395.17   | 0.10%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SHAW DEVELOPMENT LLC                                | Shaw Development LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6073468 | PA      | $5710627.86   | 0.07%             | 2029-10-30      | Variable      | 10.31%                | No            |                  3 | On Loan: No      |
| QUIKRETE HOLDINGS INC                               | Quikrete Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |    7634805 | PA      | $7630452.85   | 0.09%             | 2031-04-14      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -65150000 | NC      | $-177749.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIMLAS HOLDCO AB                                    | QuickTop HoldCo AB                                                                               | CUSIP: N/A<br>LEI: 984500A1D5DC9ECC7050       | Long             | DBT              | CORP              | SE        |    6000000 | PA      | $7207553.12   | 0.08%             | 2030-03-31      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   56995000 | NC      | $167.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications plc                                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   28200000 | PA      | $27048935.22  | 0.31%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC                                   | YAK BLOCKER 2 LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      74424 | NS      | $61061.84     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SUMITOMO LIFE INSUR                                 | Sumitomo Life Insurance Co.                                                                      | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $4072424.00   | 0.05%             | 2055-09-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                              | AP Grange Holdings LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   43700000 | PA      | $46103500.00  | 0.52%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Company, Inc.                                                        | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5361873.20   | 0.06%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIONS BV                       | Total Webhosting Solutions BV                                                                    | CUSIP: N/A<br>LEI: 98450055H0892EDCB847       | Long             | LON              | CORP              | NL        |   18000000 | PA      | $21143236.26  | 0.24%             | 2031-11-06      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| INFRAGROUP BIDCO SARL                               | Infragroup                                                                                       | CUSIP: N/A<br>LEI: 699400OA31YDOOASVM61       | Long             | LON              | CORP              | BE        |    5350000 | PA      | $6314708.78   | 0.07%             | 2030-09-27      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto Issuer LLC                                                                             | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9800000 | PA      | $9670388.14   | 0.11%             | 2042-08-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                           | Caesars Entertainment, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |    8784431 | PA      | $8754651.92   | 0.10%             | 2030-02-06      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group, Inc.                                                                        | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   20500000 | NS      | $20158488.04  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                          | Morgan Stanley ABS Capital I Incorporated Trust                                                  | CUSIP: 61750FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4084621 | PA      | $1396763.36   | 0.02%             | 2036-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                            | Encore Capital Group, Inc.                                                                       | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4695462.00   | 0.05%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS HOLDINGS LLC                | Grant Thornton Advisors LLC                                                                      | CUSIP: N/A<br>LEI: 254900XS1SHU0YY3WF58       | Long             | LON              | CORP              | US        |    6000000 | PA      | $5986200.00   | 0.07%             | 2031-05-30      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                        | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |   -6280000 | NC      | $30738.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RING CONTAINER TECHNOLOGIES GROUP LLC               | Ring Container Technologies Group, LLC                                                           | CUSIP: N/A<br>LEI: 254900MFUG4RPN6Y4A98       | Long             | LON              | CORP              | US        |     700000 | PA      | $698600.00    | 0.01%             | 2032-09-11      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC (USA)                               | Blue Ribbon LLC                                                                                  | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |   14466667 | PA      | $8868066.66   | 0.10%             | 2028-05-08      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| EAGLE POINT HOLDINGS BORROWER LLC                   | Eagle Point Holdings Borrower, LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -1050000 | PA      | $-0.01        | -0.00%            | 2028-03-31      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| SVC ABS LLC                                         | SVC ABS LLC                                                                                      | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5911573 | PA      | $5809759.07   | 0.07%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FCG ACQUISITIONS INC                                | FCG Acquisitions, Inc.                                                                           | CUSIP: N/A<br>LEI: 254900BHD5AK9H7EKF91       | Long             | LON              | CORP              | US        |   10972369 | PA      | $10990693.35  | 0.13%             | 2028-03-31      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                             | Blue Stream Issuer LLC                                                                           | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3463018.66   | 0.04%             | 2053-05-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HAWK HOLDING COMPANY LLC                            | Alterra Mountain Co.                                                                             | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |    3592863 | PA      | $3591353.76   | 0.04%             | 2028-08-17      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                         | FIGRE Trust                                                                                      | CUSIP: 31684UAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2966300 | PA      | $2977157.52   | 0.03%             | 2054-09-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                      | QTS Corp.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10802389.50  | 0.12%             | 2032-08-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB7, LP                                                                                     | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11059875 | PA      | $11181451.79  | 0.13%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NAA Opportunity Fund                                | NAA Opportunity Fund                                                                             | CUSIP: 64157H737<br>LEI: 5299000F9S0KMZ0MP555 | Long             | EC               | RF                | US        |    1032035 | NS      | $31353221.29  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                            | American Airlines Class AA Pass Through Trust                                                    | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     876232 | PA      | $851288.26    | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GIBSON BRANDS INC                                   | Gibson Brands, Inc.                                                                              | CUSIP: N/A<br>LEI: 549300KU4ACNZQGB7J14       | Long             | LON              | CORP              | US        |    7988750 | PA      | $7505430.63   | 0.09%             | 2028-08-11      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Company, Inc.                                                        | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    5870000 | PA      | $5815828.12   | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                   | Higginbotham Insurance Agency, Inc.                                                              | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Long             | LON              | CORP              | US        |   20619367 | PA      | $20496036.40  | 0.23%             | 2028-11-24      | Variable      | 8.67%                 | No            |                  3 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                            | United Airlines Class AA Pass Through Trust                                                      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     824797 | PA      | $804729.12    | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |   -7100000 | NC      | $36972.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                            | American Airlines Class AA Pass Through Trust                                                    | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1862792 | PA      | $1825281.84   | 0.02%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Thunderbird B                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6703385.99   | 0.08%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                              | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | LON              | CORP              | US        |    1264353 | PA      | $1251709.96   | 0.01%             | 2029-06-30      | Variable      | 10.78%                | No            |                  3 | On Loan: No      |
| SILVER LAKE (OFFSHORE) AIV GP V LTD                 | Zephyr Bidco Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300ZI8D8NFMCTDS74       | Long             | LON              | CORP              | GB        |   20850000 | PA      | $28070510.94  | 0.32%             | 2028-07-20      | Variable      | 9.47%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                          | Atkore, Inc.                                                                                     | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7176256.01   | 0.08%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                         | Enviri Corp.                                                                                     | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    5885000 | PA      | $5837267.35   | 0.07%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                               | BofA Securities, Inc.                                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |  137905887 | PA      | $137905887.00 | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                  | Graham Holdings Co.                                                                              | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    4561000 | PA      | $4559141.39   | 0.05%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                      | Alternative Loan Trust                                                                           | CUSIP: 126680AA5<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-MBS          | CORP              | US        |    5091527 | PA      | $4720234.04   | 0.05%             | 2047-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Copper River CLO Ltd                                | Copper River CLO Ltd.                                                                            | CUSIP: 217563AC9<br>LEI: 5493005HHHXVM8NBWY47 | Long             | ABS-O            | CORP              | KY        |    8150000 | PA      | $815.00       | 0.00%             | 2021-01-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings, Inc.                                                               | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    9810000 | PA      | $9810000.00   | 0.11%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto Issuer LLC                                                                             | CUSIP: 30340KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1481789.55   | 0.02%             | 2042-08-19      | Floating      | 5.98%                 | 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        |   33375000 | PA      | $35006778.84  | 0.40%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PPP INTERMEDIATE HOLDINGS LLC                       | Permian Production Partners LLC                                                                  | CUSIP: N/A<br>LEI: 549300GJYDC41CGNIO64       | Long             | EC               | CORP              | US        |     573522 | NS      | $57.35        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                         | Starwood Property Mortgage LLC                                                                   | CUSIP: N/A<br>LEI: 5493008SB15CNJRIOK13       | Long             | LON              | CORP              | US        |    4000000 | PA      | $4002520.00   | 0.05%             | 2032-08-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                               | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   13250000 | PA      | $11315500.00  | 0.13%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                            | SLM Corp.                                                                                        | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14787000 | PA      | $14486016.53  | 0.16%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding 51 LLC                                                                     | CUSIP: 15675QAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10100000 | PA      | $10143325.97  | 0.12%             | 2037-10-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                           | Qorvo, Inc.                                                                                      | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    9225000 | PA      | $8475766.72   | 0.10%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                            | Builders FirstSource, Inc.                                                                       | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $4051234.26   | 0.05%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLV LLC                                                                    | CUSIP: 15675FAE8<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-O            | CORP              | US        |   17150000 | PA      | $17250895.17  | 0.20%             | 2036-04-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                              | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $997538.75    | 0.01%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                 | Kinetik Holdings, LP                                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6135477.60   | 0.07%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRETACEOUS MIDCO LTD                                | ContourGlobal Power Holdings S.A.                                                                | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |    5900000 | PA      | $7091884.38   | 0.08%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -57006250 | NC      | $-143520.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                               | Flowserve Corp.                                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    1799000 | PA      | $1592740.21   | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TMF GROUP LTD                                       | TMF Sapphire Bidco B.V.                                                                          | CUSIP: N/A<br>LEI: 213800H27OKZZZ2CB779       | Long             | LON              | CORP              | NL        |     570688 | PA      | $569734.45    | 0.01%             | 2028-05-03      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| SAMMONTANA ITALIA SPA                               | Sammontana Italia SpA                                                                            | CUSIP: N/A<br>LEI: 8156002DFC51B8173A68       | Long             | DBT              | CORP              | IT        |    4900000 | PA      | $5771036.51   | 0.07%             | 2031-10-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| XPO INC                                             | XPO, Inc.                                                                                        | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   14085000 | PA      | $14352380.77  | 0.16%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                               | McGraw-Hill Education, Inc.                                                                      | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4597297.82   | 0.05%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                   | State Street Corp.                                                                               | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    1100000 | NS      | $1134943.70   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                   | Upbound Group, Inc.                                                                              | CUSIP: N/A<br>LEI: 529900QUHE15UQNCCJ63       | Long             | LON              | CORP              | US        |   19383898 | PA      | $19335437.82  | 0.22%             | 2032-08-12      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                 | Hotwire Funding LLC                                                                              | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   11750000 | PA      | $11532511.03  | 0.13%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                            | OneAmerica Financial Partners, Inc.                                                              | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |    5173000 | PA      | $4043244.99   | 0.05%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                            | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.                      | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     660000 | PA      | $658104.88    | 0.01%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                              | Equitable Holdings, Inc.                                                                         | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $21366412.00  | 0.24%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| KERRIDGE COMMERCIAL SYSTEMS MID CO LTD              | Kerridge Commercial Systems Bidco Ltd.                                                           | CUSIP: N/A<br>LEI: 549300J33RX52OWCKR29       | Long             | LON              | CORP              | GB        |    7997768 | PA      | $10612824.22  | 0.12%             | 2030-09-07      | Variable      | 9.22%                 | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investo                      | Merrill Lynch Mortgage Investors Trust Series                                                    | CUSIP: 59024LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3743470 | PA      | $1044624.76   | 0.01%             | 2037-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                         | Acushnet Co.                                                                                     | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1555252.50   | 0.02%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                          | Xplore, Inc.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |     204119 | NS      | $472347.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    3364000 | PA      | $3333469.68   | 0.04%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ACROPOLE HOLDING SAS                                | Diot-Siaci                                                                                       | CUSIP: N/A<br>LEI: 969500NM0252PENX2L59       | Long             | LON              | CORP              | FR        |   10830769 | PA      | $12757186.11  | 0.15%             | 2032-07-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                          | TELUS Corp.                                                                                      | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    7850000 | PA      | $8081655.54   | 0.09%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Commodity Exchange, Inc.                            | Gold 100 oz. Futures Contracts                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        117 | NC      | $3759701.47   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                      | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17226314 | PA      | $17158315.57  | 0.20%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET                                                                                            | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7415363 | PA      | $7575862.79   | 0.09%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                   | Herc Holdings, Inc.                                                                              | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     175000 | PA      | $179813.03    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DELTA PARENT HOLDINGS INC                           | Kroll, Inc.                                                                                      | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Short            | LON              | CORP              | US        |   -2050000 | PA      | $-8007.81     | -0.00%            | 2032-09-03      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| PERSHING SQUARE TONTINE HOLDINGS LTD                | Pershing Square Tontine Holdings, Ltd. - Class A                                                 | CUSIP: N/A<br>LEI: 549300ZDVEYEVCF35B08       | Long             | EC               | CORP              | US        |    6864930 | NS      | $686.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| XEROX HOLDINGS CORP                                 | Xerox Corp.                                                                                      | CUSIP: N/A<br>LEI: 4KF48RN45X1OO8UBLY20       | Long             | LON              | CORP              | US        |     566124 | PA      | $524371.94    | 0.01%             | 2029-11-17      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| PFP III                                             | PFP Ltd.                                                                                         | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $998495.20    | 0.01%             | 2042-12-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12735000 | PA      | $14940409.10  | 0.17%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                       | Parkland Corp.                                                                                   | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $19445254.00  | 0.22%             | 2030-05-01      | Fixed         | 4.62%                 | 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        |   39650000 | PA      | $38521679.95  | 0.44%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto Issuer LLC                                                                             | CUSIP: 30338WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10450000 | PA      | $10431297.64  | 0.12%             | 2039-10-19      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                               | Jackson Financial, Inc.                                                                          | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     284000 | NS      | $7398200.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC                  | BCP V Modular Services Finance II plc                                                            | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7868956.62   | 0.09%             | 2028-10-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL HOLDCO LLC                                  | Central Parent LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     289965 | PA      | $250172.90    | 0.00%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| CORVIAS MILITARY LIVING LLC                         | Homestead Spe Issuer LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18464457.60  | 0.21%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Nassau 2019 CFO LLC                                 | Nassau LLC                                                                                       | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5600396 | PA      | $5333871.15   | 0.06%             | 2034-08-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                             | Reinsurance Group of America, Inc.                                                               | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4681621.86   | 0.05%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                   | AmSpec Parent LLC                                                                                | CUSIP: N/A<br>LEI: 254900LUGRP5Z7OOV477       | Long             | LON              | CORP              | US        |    2513333 | PA      | $2521200.05   | 0.03%             | 2031-12-22      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                            | Discovery Purchaser Corp.                                                                        | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |    6331631 | PA      | $6294717.84   | 0.07%             | 2029-10-04      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -40718750 | NC      | $-131109.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                         | FIGRE Trust                                                                                      | CUSIP: 316922AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     675285 | PA      | $684156.77    | 0.01%             | 2055-06-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                     | HGI CRE CLO Ltd.                                                                                 | CUSIP: 40390JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1200000 | PA      | $1201277.28   | 0.01%             | 2036-09-17      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| BACH FINANCE LTD                                    | Fugue Finance LLC                                                                                | CUSIP: N/A<br>LEI: 254900Y4DWBRGAFENC88       | Long             | LON              | CORP              | US        |   20654161 | PA      | $20683696.26  | 0.24%             | 2032-01-09      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy, Inc.                                                                                 | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $7684601.10   | 0.09%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| METIS ISSUER 2025-1 LLC                             | Metis Issuer, LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   17900000 | PA      | $17632512.96  | 0.20%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| Carlyle US CLO 2020-1, Ltd                          | Carlyle US CLO Ltd.                                                                              | CUSIP: 14315UAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     500000 | PA      | $500270.20    | 0.01%             | 2038-01-20      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                            | MI Windows And Doors LLC                                                                         | CUSIP: N/A<br>LEI: 2549001JQBGDT0WEQ156       | Long             | LON              | CORP              | US        |    3565179 | PA      | $3575588.89   | 0.04%             | 2031-03-28      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                               | Boots Group Finco L.P.                                                                           | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1932841.24   | 0.02%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Ltd.                                                                                       | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13438462 | PA      | $13703380.85  | 0.16%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                      | Merrill Lynch Mortgage Investors Trust Series                                                    | CUSIP: 59024LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6504271 | PA      | $1814956.27   | 0.02%             | 2037-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GROEP BRUSSEL LAMBERT NV                            | Affidea                                                                                          | CUSIP: N/A<br>LEI: 984500F89CC5A01B8C37       | Long             | LON              | CORP              | NL        |    1200000 | PA      | $1412480.04   | 0.02%             | 2029-07-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STONEPEAK PARTNERS UPPER HOLDINGS LP                | Xplore, Inc.                                                                                     | CUSIP: N/A<br>LEI: 2138007ZVGYYNWEGU394       | Long             | LON              | CORP              | CA        |    1037496 | PA      | $975246.06    | 0.01%             | 2029-10-23      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CUBE A&D BUYER INC                                  | Cube A&D Buyer, Inc.                                                                             | CUSIP: N/A<br>LEI: 25490058FG1NWDNJ5K52       | Long             | LON              | CORP              | US        |    2761125 | PA      | $2768027.81   | 0.03%             | 2031-10-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES IV                               | Blue Owl IV                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    5746000 | PA      | $5746000.00   | 0.07%             | 2045-09-04      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| PMH SPV - C LLC                                     | Project Onyx II                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    3458195 | PA      | $3447146.95   | 0.04%             | 2027-01-26      | Variable      | 7.09%                 | No            |                  3 | On Loan: No      |
| Owl Rock CLO Ltd                                    | OWL Rock CLO XXI LLC                                                                             | CUSIP: 69120UAC7<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-O            | CORP              | US        |   12575000 | PA      | $12627754.64  | 0.14%             | 2034-07-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| IVI AMERICA LLC                                     | IVI America LLC                                                                                  | CUSIP: N/A<br>LEI: 549300V0LY56J9HGCK92       | Long             | LON              | CORP              | US        |    1850000 | PA      | $1859250.00   | 0.02%             | 2031-04-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                  | AASET Trust                                                                                      | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     361952 | PA      | $358338.34    | 0.00%             | 2039-10-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                      | Greystone CRE Notes LLC                                                                          | CUSIP: 39810MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2050000 | PA      | $2050658.46   | 0.02%             | 2043-01-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                      | Long Beach Mortgage Loan Trust                                                                   | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4068671 | PA      | $1594874.73   | 0.02%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                      | JP Morgan Mortgage Acquisition Trust                                                             | CUSIP: 46629VAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4406758 | PA      | $4060212.76   | 0.05%             | 2036-11-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                       | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31850215 | PA      | $31729547.20  | 0.36%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                  | Elmwood CLO XI Ltd.                                                                              | CUSIP: 29002MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3750000 | PA      | $3712521.75   | 0.04%             | 2038-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                           | Block, Inc.                                                                                      | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   21951000 | PA      | $21314421.00  | 0.24%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Trust                                                                                         | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10650000 | PA      | $10729849.44  | 0.12%             | 2038-05-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| AG ARTEMIS HOLDINGS LP                              | Osaic Holdings, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300XL60BDV6UW5C86       | Long             | LON              | CORP              | US        |    1500000 | PA      | $1498890.00   | 0.02%             | 2032-08-02      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CROSS FINANCIAL CORP                                | Cross Financial Corp.                                                                            | CUSIP: N/A<br>LEI: 2549008J3I495E70LU05       | Long             | LON              | CORP              | US        |    5799151 | PA      | $5810053.16   | 0.07%             | 2031-10-31      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                             | American National Group, Inc.                                                                    | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    4813000 | PA      | $4852531.38   | 0.06%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                       | GoldenTree Loan Management US CLO 1 Ltd.                                                         | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-O            | CORP              | KY        |   13500000 | PA      | $13679239.50  | 0.16%             | 2037-04-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                             | Midwest Connector Capital Company LLC                                                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18763000 | PA      | $18844625.99  | 0.21%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                 | Sirius XM Radio LLC                                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1528611.84   | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | CA        |  -40718750 | NC      | $-58078.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIL CHANGER HOLDING CORP                            | Oil Changer Holding Corp.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8867463 | PA      | $8867463.42   | 0.10%             | 2027-02-08      | Variable      | 11.06%                | No            |                  3 | On Loan: No      |
| Datix Bidco Ltd.                                    | Datix Bidco Ltd.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -3640000 | PA      | $-0.04        | -0.00%            | 2031-04-25      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                             | TransMontaigne Partners LLC                                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3594969.66   | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                        | Ginkgo Bioworks Holdings, Inc.                                                                   | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               |  | US        |     128004 | NS      | $934.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding 50 LLC                                                                     | CUSIP: 15673UAE7<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-O            | CORP              | US        |   10800000 | PA      | $10929601.08  | 0.12%             | 2037-07-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     510000 | PA      | $488751.12    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                      | Pershing Square SPARC Holdings, Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    1716232 | NS      | $171.62       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| QTS ISSUER ABS II LLC                               | QTS Issuer ABS II LLC                                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7950000 | PA      | $7923136.95   | 0.09%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Guggenheim Partners Investment Management LLC       | Guggenheim Ultra Short Duration Fund - Institutional Class                                       | CUSIP: 40169J523<br>LEI: N/A                  | Long             | EC               | RF                | US        |    5514268 | NS      | $55528680.88  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                            | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.                      | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13150000 | PA      | $12512094.82  | 0.14%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                            | Cheniere Energy Partners, LP                                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   16340000 | PA      | $16986891.12  | 0.19%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VALEA FOUNDATION                                    | Allwyn Entertainment Financing UK plc                                                            | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |     540000 | PA      | $666581.65    | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                          | Hanger, Inc.                                                                                     | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Long             | LON              | CORP              | US        |    5037185 | PA      | $5044741.15   | 0.06%             | 2031-10-23      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| ARMOR PARENT CORP                                   | Accuride Corp                                                                                    | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | EC               | CORP              | US        |    3399497 | NS      | $339.95       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLVII LLC                                                                  | CUSIP: 156945AG2<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3986018.01   | 0.05%             | 2036-07-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER MIV SCSP                                  | Speedster Bidco GmbH                                                                             | CUSIP: N/A<br>LEI: 254900LE837QB2YYV824       | Long             | LON              | CORP              | DE        |    5671536 | PA      | $5675108.69   | 0.06%             | 2031-12-10      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                    | AMC Networks, Inc.                                                                               | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   18150000 | PA      | $19192445.25  | 0.22%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                       | Anchorage Credit Funding 4 Ltd.                                                                  | CUSIP: 03329TAL8<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-O            | CORP              | KY        |    4250000 | PA      | $3907564.33   | 0.04%             | 2039-04-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLVIII LLC                                                                 | CUSIP: 15675JAG5<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-O            | CORP              | US        |    5350000 | PA      | $5413776.28   | 0.06%             | 2036-10-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| QUIMPER HOLDINGS SARL                               | Quimper AB                                                                                       | CUSIP: N/A<br>LEI: 549300EI2YNCQDXVO313       | Long             | LON              | CORP              | SE        |    5600000 | PA      | $6617876.94   | 0.08%             | 2030-03-29      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance, Inc.                              | GrafTech Finance, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -2983552 | PA      | $-0.03        | -0.00%            | 2029-11-04      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                               | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   11760000 | PA      | $10171651.48  | 0.12%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                             | Park River Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 254900PGY077KWCROT75       | Long             | LON              | CORP              | US        |   12265000 | PA      | $12261933.75  | 0.14%             | 2032-09-24      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT Ltd.                                                                                       | CUSIP: 00193DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5200000 | PA      | $5178479.80   | 0.06%             | 2030-01-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    1318834 | PA      | $1439891.85   | 0.02%             | 2028-06-02      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -65150000 | NC      | $-142198.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUCE FINCO PLC                                     | Deuce FinCo plc                                                                                  | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1610910.97   | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX, LP                                                                                         | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1311982.05   | 0.01%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -57006250 | NC      | $-143520.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HLEND CLO LLC                                       | Hlend CLO LLC                                                                                    | CUSIP: 403961AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18400000 | PA      | $18332670.72  | 0.21%             | 2037-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                | Smithfield Foods, Inc.                                                                           | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6395340.07   | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANCHOR HOLDINGS SCA                                 | TVL Finance plc                                                                                  | CUSIP: N/A<br>LEI: 549300DUQXE7VXG8YA50       | Long             | DBT              | CORP              | JE        |    6150000 | PA      | $7091602.41   | 0.08%             | 2030-06-30      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -40718750 | NC      | $-117971.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                              | Argent Securities Trust                                                                          | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7783470 | PA      | $5168180.39   | 0.06%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                       | Citigroup Mortgage Loan Trust, Inc.                                                              | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4920829 | PA      | $4934247.67   | 0.06%             | 2062-09-25      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                       | Ballyrock CLO 14 Ltd.                                                                            | CUSIP: 05874YAC1<br>LEI: 254900GXTF670X967J67 | Long             | ABS-O            | CORP              | KY        |    9750000 | PA      | $7369440.00   | 0.08%             | 2037-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                              | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | LON              | CORP              | US        |     413073 | PA      | $413073.23    | 0.00%             | 2029-06-30      | Variable      | 10.78%                | No            |                  3 | On Loan: No      |
| DAVITA INC                                          | DaVita, Inc.                                                                                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    4892000 | PA      | $4480574.19   | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUXEY BIDCO LTD                                     | Alexander Mann                                                                                   | CUSIP: N/A<br>LEI: 213800NC9KFDXTICTU17       | Long             | LON              | CORP              | GB        |   15744633 | PA      | $14957401.31  | 0.17%             | 2027-06-29      | Variable      | 10.47%                | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                            | Plains All American Pipeline Limited Partnership / PAA Finance Corp.                             | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2078298.10   | 0.02%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                               | Flowserve Corp.                                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    8607000 | PA      | $8202874.15   | 0.09%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                            | AmeriTex HoldCo Intermediate LLC                                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15090000 | PA      | $15705498.62  | 0.18%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2741540.48   | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | CA        |  -40718750 | NC      | $-132573.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP HOLDCO LLC                                       | BP Holdco LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      37539 | NS      | $30685.96     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Carlyle Direct Lending CLO LLC                      | Carlyle Direct Lending CLO LLC                                                                   | CUSIP: 14310QAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14200000 | PA      | $14269669.46  | 0.16%             | 2036-07-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                   | Herc Holdings, Inc.                                                                              | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2474047.74   | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DARKTRACE FINCO US LLC                              | Leia Finco US LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   10014675 | PA      | $10006963.70  | 0.11%             | 2031-10-09      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| HLEND CLO LLC                                       | Hlend CLO LLC                                                                                    | CUSIP: 43367AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1594612.64   | 0.02%             | 2037-08-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| IVI AMERICA LLC                                     | IVI America LLC                                                                                  | CUSIP: N/A<br>LEI: 549300V0LY56J9HGCK92       | Long             | LON              | CORP              | US        |    1325000 | PA      | $1331625.00   | 0.02%             | 2031-04-09      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -40718750 | NC      | $-69929.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                      | LoanCore Issuer Ltd.                                                                             | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   11300000 | PA      | $11201335.18  | 0.13%             | 2038-11-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                    | Altria Group, Inc.                                                                               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1353884.05   | 0.02%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING SPV 2025 LP                   | FTAI Aircraft Leasing Offshore SPV (2025), LP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    7356557 | NS      | $735.66       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORAN FOODS LLC                                     | Save-A-Lot                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    1053728 | NS      | $105.37       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JACOBS HOLDING AG                                   | Cognita Ltd.                                                                                     | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |    5316675 | PA      | $5329966.69   | 0.06%             | 2031-10-27      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| CARTER INTERMEDIATE INC                             | Aegion Corp.                                                                                     | CUSIP: N/A<br>LEI: 549300AG3DVJURRIT691       | Long             | LON              | CORP              | US        |    8600272 | PA      | $8602422.18   | 0.10%             | 2028-05-17      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                              | Culligan                                                                                         | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |    2330882 | PA      | $2335054.74   | 0.03%             | 2028-07-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson, Inc.                                                                             | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   18169000 | PA      | $16901033.27  | 0.19%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TINTORETTO LUXEMBOURG SARL                          | Tipico                                                                                           | CUSIP: N/A<br>LEI: 222100DLH8KKOD63ZQ23       | Long             | LON              | CORP              | LU        |    6900000 | PA      | $8112523.49   | 0.09%             | 2028-05-18      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                            | Jones Deslauriers Insurance Management, Inc.                                                     | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    6325000 | PA      | $6291844.98   | 0.07%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA SANTE SAS                                  | Almaviva Sante                                                                                   | CUSIP: N/A<br>LEI: 969500FZ90GO3VQI9485       | Long             | LON              | CORP              | FR        |    4250000 | PA      | $5016806.60   | 0.06%             | 2031-04-08      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                          | Hanger, Inc.                                                                                     | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Long             | LON              | CORP              | US        |      97041 | PA      | $97186.44     | 0.00%             | 2031-10-23      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                      | Phillips 66 Co.                                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1718000 | PA      | $1704479.34   | 0.02%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                    | ITT Holdings LLC                                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   19477000 | PA      | $19148512.60  | 0.22%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   57803000 | NC      | $98763.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO Ltd.                                                                                    | CUSIP: 92915UAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   16500000 | PA      | $16493180.55  | 0.19%             | 2030-06-07      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                         | Uniform MBS 30 Year                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |  160170000 | PA      | $140680194.06 | 1.60%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                               | Hope Gas Holdings LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1719154.04   | 0.02%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 41 Senior Loan Fund                                                                       | CUSIP: 26244LAA2<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-O            | CORP              | KY        |   11700000 | PA      | $61498.71     | 0.00%             | 2031-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                              | Bank of New York Mellon Corp.                                                                    | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    1650000 | NS      | $1668422.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                            | Albion Financing 1 SARL / Aggreko Holdings, Inc.                                                 | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3000000 | PA      | $3102900.00   | 0.04%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOBBS & ASSOCIATES LLC                              | Hobbs & Associates LLC                                                                           | CUSIP: N/A<br>LEI: 254900FAZYX24PP1RY58       | Long             | LON              | CORP              | US        |   11464002 | PA      | $11448640.50  | 0.13%             | 2031-07-23      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC              | Integrated Power Services Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |    3371651 | PA      | $3364075.21   | 0.04%             | 2028-11-22      | Variable      | 9.03%                 | No            |                  3 | On Loan: No      |
| CENTRAL GARDEN & PET CO                             | Central Garden & Pet Co.                                                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4944827.50   | 0.06%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                      | JP Morgan Mortgage Acquisition Trust                                                             | CUSIP: 46630BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6641706 | PA      | $3469785.72   | 0.04%             | 2036-12-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust                                                                     | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20006301 | PA      | $19968788.97  | 0.23%             | 2036-09-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                      | IXIS Real Estate Capital Trust                                                                   | CUSIP: 45073DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15931566 | PA      | $3233257.08   | 0.04%             | 2037-05-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   25750000 | NS      | $25499928.88  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                    | Lummus Technology Holdings V. LLC                                                                | CUSIP: N/A<br>LEI: 549300K1Y0YC1YC1H809       | Long             | LON              | CORP              | US        |    5756500 | PA      | $5766804.14   | 0.07%             | 2029-12-31      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| APAVE SA                                            | Apave S.A.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    4850000 | PA      | $5714753.41   | 0.07%             | 2031-12-09      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                    | Paramount Global                                                                                 | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $2141962.96   | 0.02%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                            | Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.            | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10145000 | PA      | $10334550.19  | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                            | JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL                                  | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3211965.38   | 0.04%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                        | GAIA Aviation Ltd.                                                                               | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9344821 | PA      | $9060785.47   | 0.10%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                            | Mill City Securities Ltd.                                                                        | CUSIP: 599920AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23164000 | PA      | $21281925.00  | 0.24%             | 2069-11-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TEAM BLUE FINCO SARL                                | Team.Blue Finco SARL                                                                             | CUSIP: N/A<br>LEI: 549300DR8PIYMOZ4YU85       | Long             | LON              | CORP              | LU        |    4550000 | PA      | $4541491.50   | 0.05%             | 2032-07-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PPT                              | British Airways Class A Pass Through Trust                                                       | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6355078 | PA      | $6194103.08   | 0.07%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                      | QTS Good News Facility                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    7912685 | PA      | $0.08         | 0.00%             | 2028-10-09      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_13-3A         | Carlyle Global Market Strategies CLO Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    4938326 | PA      | $31506.52     | 0.00%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                          | PacifiCorp                                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   20410000 | PA      | $21488110.90  | 0.24%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PARTS HOLDING EUROPE SA                             | Parts Europe SA                                                                                  | CUSIP: N/A<br>LEI: 969500DL3O9K7T2M4M15       | Long             | LON              | CORP              | FR        |    3550000 | PA      | $4181004.58   | 0.05%             | 2031-02-03      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| SITECORE HOLDING II A/S                             | Sitecore Holding III A/S                                                                         | CUSIP: N/A<br>LEI: 213800M9GGJ3GNKQOC39       | Long             | LON              | CORP              | DK        |    1417707 | PA      | $1408556.67   | 0.02%             | 2029-03-12      | Variable      | 5.80%                 | No            |                  3 | On Loan: No      |
| AZ BATTERY PROPERTY LLC                             | AZ Battery Property LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11325266.64  | 0.13%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| SIGNATURE AVIATION US HOLDCO LP                     | Brown Group Holding LLC                                                                          | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |    1385680 | PA      | $1386262.08   | 0.02%             | 2031-07-01      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                              | RR Ltd.                                                                                          | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-O            | CORP              | KY        |   18750000 | PA      | $16284375.00  | 0.19%             | 2038-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                   | Xerox Corp.                                                                                      | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8939356.80   | 0.10%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| COBANK ACB                                          | CoBank ACB                                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |    2500000 | NS      | $2581502.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMESTIC & GENERAL LTD                              | Galaxy Bidco Ltd.                                                                                | CUSIP: N/A<br>LEI: 984500645A980C6A3639       | Long             | LON              | CORP              | JE        |    7500000 | PA      | $8853452.33   | 0.10%             | 2029-12-19      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley IXIS Real Estat                      | Morgan Stanley IXIS Real Estate Capital Trust                                                    | CUSIP: 617463AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20338731 | PA      | $6480786.26   | 0.07%             | 2036-11-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| OIL CHANGER HOLDING CORP                            | Oil Changer Holding Corp.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -913843 | PA      | $-0.01        | -0.00%            | 2027-02-08      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| CINVEN CAPITAL MANAGEMENT VI GENERAL PARTNER LTD    | Redhalo Midco Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    8500000 | PA      | $9968835.13   | 0.11%             | 2031-03-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                            | MAPS Trust                                                                                       | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1587159 | PA      | $1517937.67   | 0.02%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                          | U.S. Secured Overnight Financing Rate                                                            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | US        |  152530000 | OU      | $2216668.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DURAVANT LLC                                        | Engineered Machinery Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    8000000 | PA      | $9441052.14   | 0.11%             | 2028-05-21      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                      | Rocket Companies, Inc.                                                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6966769.50   | 0.08%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SERVICE LOGIC ACQUISITION INC                       | Service Logic Acquisition, Inc.                                                                  | CUSIP: N/A<br>LEI: 25490008CFAWEVHSQF88       | Long             | LON              | CORP              | US        |    1240625 | PA      | $1241406.59   | 0.01%             | 2027-10-29      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                        | CUSIP: 67118TAD6<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $5298662.78   | 0.06%             | 2064-01-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                         | Corporation Nacional del Cobre de Chile                                                          | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    6950000 | PA      | $7455960.00   | 0.08%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                           | Assetmark Financial Holdings, Inc.                                                               | CUSIP: N/A<br>LEI: 5493001K4EDHT2T6W812       | Long             | LON              | CORP              | US        |    3039000 | PA      | $3038756.88   | 0.03%             | 2031-09-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                            | Encore Capital Group, Inc.                                                                       | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3788941.66   | 0.04%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOWTIE CV JERSEY HOLDCO LTD                         | Bowtie Germany Bidco GmbH                                                                        | CUSIP: N/A<br>LEI: 254900F23Z2F8RRW1Q10       | Long             | LON              | CORP              | DE        |    1350000 | PA      | $1586250.00   | 0.02%             | 2031-08-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                       | CUSIP: 93363XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1755131 | PA      | $1009526.05   | 0.01%             | 2047-07-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| STONE CANYON INDUSTRIES LLC                         | Mauser Packaging Solutions Holding Co.                                                           | CUSIP: N/A<br>LEI: 549300DNGHXL0OMHW304       | Long             | LON              | CORP              | US        |    5602729 | PA      | $5600544.00   | 0.06%             | 2027-04-15      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                    | Bank of Montreal                                                                                 | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | RA               | CORP              | US        |   17238236 | PA      | $17238236.00  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                         | FIGRE Trust                                                                                      | CUSIP: 31684DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3838052 | PA      | $3860879.62   | 0.04%             | 2054-12-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| TORTUGA RESORTS GHD LLC                             | Tortuga Resorts GHD LLC                                                                          | CUSIP: N/A<br>LEI: 254900XSXXA1T3VYS339       | Long             | LON              | CORP              | US        |    9465000 | PA      | $9470962.95   | 0.11%             | 2032-08-13      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                      | Castlelake Aircraft Structured Trust                                                             | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8253991 | PA      | $8381220.19   | 0.10%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                            | Terraform Global Operating, LP                                                                   | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    8138000 | PA      | $8035138.94   | 0.09%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EDEN SAS                                            | Eden S.A.S.                                                                                      | CUSIP: N/A<br>LEI: 969500LHPXZW8IWXME81       | Long             | LON              | CORP              | FR        |    1500000 | PA      | $1767361.44   | 0.02%             | 2029-06-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman CLO 32R Ltd.                                                                    | CUSIP: 64135XAE1<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-O            | CORP              | KY        |    5800000 | PA      | $5814923.98   | 0.07%             | 2039-07-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| PUSHPAY USA INC                                     | Pushpay USA, Inc.                                                                                | CUSIP: N/A<br>LEI: 9845001D6794B3C1FF33       | Long             | LON              | CORP              | US        |   10906775 | PA      | $10947675.41  | 0.12%             | 2031-08-18      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                     | Fair Isaac Corp.                                                                                 | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1374795.54   | 0.02%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDICAL SOLUTIONS PARENT HOLDINGS INC               | Medical Solutions Parent Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2195102 | PA      | $752612.84    | 0.01%             | 2028-11-01      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                             | American National Group, Inc.                                                                    | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     369000 | NS      | $9265590.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                      | Carlyle Global Market Strategies CLO Ltd.                                                        | CUSIP: 14309WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6400000 | PA      | $31680.00     | 0.00%             | 2032-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                               | Capstone Borrower, Inc.                                                                          | CUSIP: N/A<br>LEI: 254900YSP2BAI3YKIX08       | Long             | LON              | CORP              | US        |    3917647 | PA      | $3907029.71   | 0.04%             | 2030-06-17      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                      | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                           | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |  131313665 | PA      | $7458301.05   | 0.08%             | 2052-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                       | Citigroup Mortgage Loan Trust, Inc.                                                              | CUSIP: 17312EAD8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    8506119 | PA      | $7448307.04   | 0.08%             | 2037-03-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| iShares Silver Trust                                | iShares Silver Trust                                                                             | CUSIP: 46428Q109<br>LEI: 549300K2C2CG14B0ZA09 | Long             | EC               | RF                | US        |    1240500 | NS      | $52559985.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                             | CNO Financial Group, Inc.                                                                        | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5518102.30   | 0.06%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    3798000 | NC      | $8032.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS HOLDINGS LLC                | Grant Thornton Advisors LLC                                                                      | CUSIP: N/A<br>LEI: 254900XS1SHU0YY3WF58       | Long             | LON              | CORP              | US        |    4550000 | PA      | $5345555.43   | 0.06%             | 2032-09-11      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                         | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    2073403 | PA      | $2041584.44   | 0.02%             | 2031-02-13      | Variable      | 9.66%                 | No            |                  3 | On Loan: No      |
| UBS AG                                              | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |  -12461000 | NC      | $-1654.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION HOLDINGS CORP                     | Atlantic Aviation                                                                                | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |   12910496 | PA      | $12905848.05  | 0.15%             | 2031-09-23      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| PFP III                                             | PFP Ltd.                                                                                         | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2239942 | PA      | $2239190.95   | 0.03%             | 2039-09-17      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Diot Siaci                                          | Diot Siaci                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |     -19231 | PA      | $0.00         | 0.00%             | 2032-07-26      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                      | RALI Series Trust                                                                                | CUSIP: 761118VZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5947913 | PA      | $982492.98    | 0.01%             | 2046-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                   | Newell Brands, Inc.                                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8223595.18   | 0.09%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NIDDA TOPCO SARL                                    | Nidda Healthcare Holding                                                                         | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    1600000 | PA      | $1892027.50   | 0.02%             | 2030-10-23      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     450000 | PA      | $452761.43    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLVI, LP                                                                   | CUSIP: 15675BAC1<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8045602.40   | 0.09%             | 2036-07-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CASPER TOPCO SAS                                    | B&B Hotels                                                                                       | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |   16996376 | PA      | $19923241.31  | 0.23%             | 2031-03-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                            | BXMT Ltd.                                                                                        | CUSIP: 12434LAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   15640000 | PA      | $15572679.18  | 0.18%             | 2038-02-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                         | Ares Direct Lending CLO 1 LLC                                                                    | CUSIP: 04020RAC2<br>LEI: 254900W79C3ALKJIMH12 | Long             | ABS-O            | CORP              | US        |    2750000 | PA      | $2742701.23   | 0.03%             | 2036-04-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                            | Boost Newco Borrower LLC                                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5596215.85   | 0.06%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              |  | US        |    4430000 | NC      | $13.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                        | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |  -16000000 | NC      | $-74997.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                      | JP Morgan Mortgage Acquisition Trust                                                             | CUSIP: 46630BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2808346 | PA      | $1465692.76   | 0.02%             | 2036-12-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                            | BXMT Ltd.                                                                                        | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8000000 | PA      | $7947244.80   | 0.09%             | 2038-02-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                              | JB Poindexter & Company, Inc.                                                                    | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9714199.08   | 0.11%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -40718750 | NC      | $-117971.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                              | Air Canada Class A Pass Through Trust                                                            | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     616002 | PA      | $629879.18    | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                        | SNF Group S.A.                                                                                   | CUSIP: N/A<br>LEI: 969500F7036FEDYPRV54       | Long             | DBT              | CORP              | FR        |   12500000 | PA      | $15053796.68  | 0.17%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                        | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |    -707000 | NC      | $-858.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Obsidian Issuer LLC                                 | Obsidian Issuer LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   21900000 | PA      | $21900000.00  | 0.25%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| JP Morgan Chase Commercial Mor                      | JP Morgan Chase Commercial Mortgage Securities Trust                                             | CUSIP: 46654EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $12348552.00  | 0.14%             | 2038-06-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CERVANTES BIDCO SLU                                 | Cervantes Bidco S.L.U.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    2800000 | PA      | $3303907.94   | 0.04%             | 2031-12-03      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                     | Hamlin Park CLO Ltd.                                                                             | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    5550000 | PA      | $4516201.50   | 0.05%             | 2037-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                    | TriNet Group, Inc.                                                                               | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4612019.06   | 0.05%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                       | Citrin Cooperman Advisors LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -1069697 | PA      | $-5680.09     | -0.00%            | 2032-04-01      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| WW International Inc                                | WW International, Inc.                                                                           | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      29885 | NS      | $817653.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| API HEAT TRANSFER THERMASYS CORP                    | API Heat Transfer Thermasys Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     481080 | PA      | $481079.61    | 0.01%             | 2027-11-12      | Variable      | 12.30%                | No            |                  3 | On Loan: No      |
| LBM ACQUISITION LLC                                 | LBM Acquisition LLC                                                                              | CUSIP: N/A<br>LEI: 549300FAEB3VWZL4NI86       | Long             | LON              | CORP              | US        |     494987 | PA      | $482216.79    | 0.01%             | 2031-06-06      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 38 Ltd.                                                       | CUSIP: 64133TAN2<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-O            | CORP              | KY        |    3500000 | PA      | $3492151.25   | 0.04%             | 2036-10-20      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                       | Master Asset-Backed Securities Trust                                                             | CUSIP: 55291KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9564644 | PA      | $3245011.93   | 0.04%             | 2036-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                     | Moran Foods LLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     199202 | PA      | $16221.12     | 0.00%             | 2026-06-30      | Variable      | 11.35%                | No            |                  3 | On Loan: No      |
| Woodward Capital Management                         | RCKT Mortgage Trust                                                                              | CUSIP: 74943AAC6<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    3156000 | PA      | $3195842.92   | 0.04%             | 2055-07-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series Trust                                                 | CUSIP: 93363XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2458167 | PA      | $1413760.20   | 0.02%             | 2047-07-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| KUEHNE HOLDING AG                                   | Aenova Holding Gmbh                                                                              | CUSIP: N/A<br>LEI: 529900MPQ4WWJFDTB881       | Long             | LON              | CORP              | DE        |    4000000 | PA      | $4707092.53   | 0.05%             | 2031-08-22      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                           | Acrec LLC                                                                                        | CUSIP: 00112HAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2675000 | PA      | $2642893.58   | 0.03%             | 2042-08-18      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                            | Rockies Express Pipeline LLC                                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1981217.70   | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC                   | Capstone Acquisition Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   17683580 | PA      | $17602912.39  | 0.20%             | 2029-11-12      | Variable      | 8.76%                 | No            |                  3 | On Loan: No      |
| AMSPEC PARENT LLC                                   | AmSpec Parent LLC                                                                                | CUSIP: N/A<br>LEI: 254900LUGRP5Z7OOV477       | Long             | LON              | CORP              | US        |     154667 | PA      | $155150.78    | 0.00%             | 2031-12-22      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| POWERGRID VEGETATION SERVICES LLC                   | Powergrid Services LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -1855998 | PA      | $-0.02        | -0.00%            | 2032-07-01      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL LNG INC                              | Venture Global LNG, Inc.                                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |   18150000 | NS      | $17988094.74  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                    | UWM Holdings LLC                                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16385000 | PA      | $16306964.31  | 0.19%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                         | Ares Direct Lending CLO 2 LLC                                                                    | CUSIP: 04021CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   13050000 | PA      | $13077008.28  | 0.15%             | 2036-10-20      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                      | Whirlpool Corp.                                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $3016039.38   | 0.03%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pershing Square Tontine Holdings, Ltd.              | Pershing Square Tontine Holdings, Ltd.                                                           | CUSIP: N/A<br>LEI: 549300ZDVEYEVCF35B08       | N/A              | DE               |  | US        |     762770 | NS      | $76.28        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CARE BIDCO SAS                                      | Care BidCo                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | FR        |   -9200000 | PA      | $-372752.33   | -0.00%            | 2028-05-04      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| DOMINION ENERGY INC                                 | Dominion Energy, Inc.                                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3978259.17   | 0.05%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   81423000 | NC      | $204.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                  | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   30600000 | NS      | $30317314.14  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                      | Long Beach Mortgage Loan Trust                                                                   | CUSIP: 54251RAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13066247 | PA      | $5138228.34   | 0.06%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| DRIVE BIDCO BV                                      | Drive Bidco B.V.                                                                                 | CUSIP: N/A<br>LEI: 254900SO04XJ573VEQ93       | Long             | LON              | CORP              | NL        |    8800000 | PA      | $10327083.14  | 0.12%             | 2031-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| NEXUS PARENT LLC                                    | Nexus Buyer LLC                                                                                  | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |   10575731 | PA      | $10545484.03  | 0.12%             | 2031-07-31      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank                                                                            | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $6658663.73   | 0.08%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                            | Prime Security Services Borrower LLC / Prime Finance, Inc.                                       | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6861000 | PA      | $6669388.74   | 0.08%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                           | CIM TRUST                                                                                        | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5697753 | PA      | $5666512.13   | 0.06%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC              | Integrated Power Services Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -1564832 | PA      | $-3515.82     | -0.00%            | 2028-11-22      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| STANDARD BUILDING SOLUTI                            | Standard Building Solutions, Inc.                                                                | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $12363299.07  | 0.14%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                      | ACRE Commercial Mortgage Ltd.                                                                    | CUSIP: 00489TAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7350000 | PA      | $7207593.75   | 0.08%             | 2037-12-18      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                      | LSTAR Securities Investment Ltd.                                                                 | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12425904 | PA      | $12519109.46  | 0.14%             | 2029-01-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -40718750 | NC      | $-55125.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services, Inc.                                                                | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3900266.48   | 0.04%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                          | Fertitta Entertainment LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   18586402 | PA      | $18553690.35  | 0.21%             | 2029-01-27      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                       | Fortress Credit Opportunities IX CLO Ltd.                                                        | CUSIP: 34961JBC7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-O            | CORP              | KY        |    2950000 | PA      | $2957306.27   | 0.03%             | 2033-10-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Trust                                                                                      | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2235502 | PA      | $2199618.77   | 0.03%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CLAUDIUS LUXCO SARL                                 | Cegid Group                                                                                      | CUSIP: N/A<br>LEI: 2221001BVBGKKRMMGO11       | Long             | LON              | CORP              | LU        |    9725000 | PA      | $11443433.54  | 0.13%             | 2028-07-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15-37A                | Dryden Senior Loan Fund                                                                          | CUSIP: N/A<br>LEI: 254900I0IPNA482LDS44       | Long             | ABS-O            | CORP              | KY        |    1897598 | PA      | $8620.60      | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                      | Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust                          | CUSIP: 939346AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3251976 | PA      | $2759770.58   | 0.03%             | 2046-11-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT Issuer LLC                                                                                 | CUSIP: 05613RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7825000 | PA      | $7776754.18   | 0.09%             | 2039-07-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| PAI EUROPE VII MASTERTOPCO SARL SICAV-RAIF          | Apleona Holding GmbH                                                                             | CUSIP: N/A<br>LEI: 254900SF1BAAOJQ1X773       | Long             | LON              | CORP              | DE        |    3200000 | PA      | $3781117.90   | 0.04%             | 2028-04-28      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                         | Red SPV LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   10224375 | PA      | $10200961.18  | 0.12%             | 2032-03-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                              | Savage Enterprises LLC                                                                           | CUSIP: N/A<br>LEI: 549300OONATO5UYKLU88       | Long             | LON              | CORP              | US        |    3650000 | PA      | $3650657.00   | 0.04%             | 2032-08-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| TINTORETTO LUXEMBOURG SARL                          | Tipico                                                                                           | CUSIP: N/A<br>LEI: 222100DLH8KKOD63ZQ23       | Long             | LON              | CORP              | LU        |    6850000 | PA      | $8065319.99   | 0.09%             | 2028-05-22      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                     | HGI CRE CLO Ltd.                                                                                 | CUSIP: 40390JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1600000 | PA      | $1601553.28   | 0.02%             | 2036-09-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| HOWDEN GROUP HOLDINGS LTD                           | Howden Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: 213800OOZO37Y7YL2O58       | Long             | LON              | CORP              | GB        |    2000000 | PA      | $2356787.22   | 0.03%             | 2031-02-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                      | CUSIP: 3133KQKJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22246788 | PA      | $22241807.26  | 0.25%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POWERGRID VEGETATION SERVICES LLC                   | Powergrid Services LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -4315692 | PA      | $-302098.46   | -0.00%            | 2030-03-31      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| HANESBRANDS INC                                     | Hanesbrands, Inc.                                                                                | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6456197.30   | 0.07%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| API HEAT TRANSFER THERMASYS CORP                    | API Heat Transfer Thermasys Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     278441 | PA      | $278441.33    | 0.00%             | 2027-11-12      | Variable      | 9.30%                 | No            |                  3 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2757466.22   | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                            | Lloyds Banking Group plc                                                                         | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   12100000 | PA      | $12551040.57  | 0.14%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Regatta 33 Funding Ltd.                             | Regatta 33 Funding Ltd.                                                                          | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9420000 | PA      | $9408696.00   | 0.11%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                            | CQP Holdco Limited Partnership / BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6550000 | PA      | $7108060.00   | 0.08%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                            | American Airlines Class AA Pass Through Trust                                                    | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     993831 | PA      | $958239.61    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust                                                                     | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6085269 | PA      | $6106187.00   | 0.07%             | 2039-08-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding LXV Ltd.                                                                    | CUSIP: 55823FAC9<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-O            | CORP              | KY        |    2150000 | PA      | $2153986.53   | 0.02%             | 2038-07-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC            | Asurion LLC                                                                                      | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    3057177 | PA      | $3065889.99   | 0.03%             | 2028-08-19      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                           | Towd Point Mortgage Trust                                                                        | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     959986 | PA      | $960234.78    | 0.01%             | 2065-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCTS INVESTMENT CO             | Indicor LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6467419 | PA      | $7645087.17   | 0.09%             | 2029-11-22      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRECISE BIDCO BV                                    | Precise Midco B.V.                                                                               | CUSIP: N/A<br>LEI: 254900JUNTY42P1KL224       | Long             | LON              | CORP              | NL        |   11400000 | PA      | $13413607.33  | 0.15%             | 2030-11-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |  -41538000 | NC      | $-5514.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                            | PetSmart LLC / PetSmart Finance Corp.                                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9750000 | PA      | $9764491.23   | 0.11%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                          | MILE Trust                                                                                       | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $500156.25    | 0.01%             | 2042-07-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Wave USA                                            | WAVE LLC                                                                                         | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4268754 | PA      | $4125153.17   | 0.05%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                       | Master Asset-Backed Securities Trust                                                             | CUSIP: 57645JAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8801301 | PA      | $2503879.38   | 0.03%             | 2036-08-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                      | HB Fuller Co.                                                                                    | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1701662.73   | 0.02%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                             | American National Group, Inc.                                                                    | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   16275000 | PA      | $16614373.46  | 0.19%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                      | Long Beach Mortgage Loan Trust                                                                   | CUSIP: 54251UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4192157 | PA      | $1064367.34   | 0.01%             | 2036-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                               | Tiger Acquisition                                                                                | CUSIP: N/A<br>LEI: 25490011XE2GWJKY5N51       | Long             | LON              | CORP              | US        |    4190000 | PA      | $4172402.00   | 0.05%             | 2032-08-16      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                         | HOMES Trust                                                                                      | CUSIP: 43761YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1759397 | PA      | $1769807.29   | 0.02%             | 2060-06-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                             | Global Partners Limited Partnership / GLP Finance Corp.                                          | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2172963.96   | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                      | iShares Core S&P 500 ETF                                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DE               |  | US        |     -16000 | NC      | $-133600.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY GLOBAL LTD                                  | Telenet Finance Luxembourg Notes SARL                                                            | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    7000000 | PA      | $6943861.61   | 0.08%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Li                      | Sapphire Aviation Finance II Ltd.                                                                | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     369137 | PA      | $352621.55    | 0.00%             | 2040-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                | Falcon Aerospace Ltd.                                                                            | CUSIP: 30605YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     887930 | PA      | $881270.39    | 0.01%             | 2042-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC          | Convergint                                                                                       | CUSIP: N/A<br>LEI: 549300AE79DEGS4AGL59       | Long             | LON              | CORP              | US        |    7196372 | PA      | $7205367.09   | 0.08%             | 2032-07-12      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                      | CVR Energy, Inc.                                                                                 | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3022803.36   | 0.03%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                            | Stewart Information Services Corp.                                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    7788000 | PA      | $6976479.96   | 0.08%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Trust                                                                                         | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20650000 | PA      | $20669359.38  | 0.24%             | 2041-06-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| First NLC Trust                                     | First NLC Trust                                                                                  | CUSIP: 32115BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4445547 | PA      | $2226626.24   | 0.03%             | 2037-08-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                     | Venture XIII CLO Ltd.                                                                            | CUSIP: 92329PAC9<br>LEI: 549300ZVVNSDW7WU0O73 | Long             | ABS-O            | CORP              | KY        |   13790000 | PA      | $1379.00      | 0.00%             | 2029-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto                                                                                        | CUSIP: 30319YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8850000 | PA      | $8853317.87   | 0.10%             | 2038-05-16      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| VERISURE CAYMAN 2                                   | Verisure Holding AB                                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | LON              | CORP              | SE        |     370000 | PA      | $434854.27    | 0.00%             | 2028-03-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                          | J.P. Morgan Securities LLC                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   86191179 | PA      | $86191179.00  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHAEL BAKER INTERNATIONAL LLC                     | Michael Baker International LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   17944699 | PA      | $17972692.40  | 0.20%             | 2028-12-01      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                 | FS KKR Capital Corp.                                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20293607.88  | 0.23%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                        | CUSIP: 67118XAD7<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    6901000 | PA      | $7010912.92   | 0.08%             | 2064-02-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                              | Arsenal AIC Parent LLC                                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3800000 | PA      | $4023428.60   | 0.05%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TARA TOPCO LTD                                      | Ardonagh Midco 3 plc                                                                             | CUSIP: N/A<br>LEI: 549300C8F38DVT8CAO43       | Long             | LON              | CORP              | NL        |   13600000 | PA      | $16017848.76  | 0.18%             | 2031-02-17      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     698000 | PA      | $704308.52    | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT Issuer Ltd.                                                                                | CUSIP: 05601HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   18425000 | PA      | $18079002.45  | 0.21%             | 2036-03-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                      | RALI Series Trust                                                                                | CUSIP: 75114NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5035370 | PA      | $1084745.61   | 0.01%             | 2046-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                             | Global Partners Limited Partnership / GLP Finance Corp.                                          | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7817626.50   | 0.09%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DYAL CAPITAL PARTNERS IV LP                         | Dyal Capital Partners IV                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    7117500 | PA      | $6451436.73   | 0.07%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| PRO MACH GROUP INC                                  | Pro Mach Group, Inc.                                                                             | CUSIP: N/A<br>LEI: 5493008SZGSVUCSNB151       | Long             | LON              | CORP              | US        |     598500 | PA      | $599278.05    | 0.01%             | 2028-08-31      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC                                      | Cliffwater LLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   14583450 | PA      | $14537556.47  | 0.17%             | 2032-04-22      | Variable      | 9.31%                 | No            |                  3 | On Loan: No      |
| Dreyfus Treasury Obligations C                      | Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares                         | CUSIP: N/A<br>LEI: 549300MKKM9KT7BF6329       | Long             | STIV             | RF                | US        |  327643955 | NS      | $327643955.06 | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAMSYSTEM SPA                                      | TeamSystem SpA                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |   17700000 | PA      | $20807397.53  | 0.24%             | 2032-07-01      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -40718750 | NC      | $-119841.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALBOT INTERNATIONAL SAS                            | Talbot Participation SAS                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    7750000 | PA      | $9156484.85   | 0.10%             | 2032-06-27      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                            | Secretariat Advisors LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3347801 | PA      | $3345724.90   | 0.04%             | 2032-02-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.                 | Capstone Acquisition Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -483022 | PA      | $-2203.41     | -0.00%            | 2029-11-12      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                            | Cheplapharm Arzneimittel GmbH                                                                    | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    3566000 | PA      | $3474191.90   | 0.04%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1376653.40   | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                           | Clarios Global, LP                                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |    7400000 | PA      | $8724109.91   | 0.10%             | 2032-01-28      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                       | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6980007 | PA      | $6950655.45   | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                         | Uniform MBS 30 Year                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   81850000 | PA      | $83600362.25  | 0.95%             | 2025-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                              | Cushman & Wakefield US Borrower LLC                                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    5303000 | PA      | $5351262.60   | 0.06%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                                    | Merlin Buyer, Inc.                                                                               | CUSIP: N/A<br>LEI: 2549008CJ699WXZAWW31       | Long             | LON              | CORP              | US        |    8182161 | PA      | $8161705.40   | 0.09%             | 2028-12-14      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| FINASTRA SUBCO LTD                                  | Finastra                                                                                         | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    2116135 | PA      | $2120536.42   | 0.02%             | 2029-09-13      | Variable      | 11.29%                | No            |                  2 | On Loan: No      |
| POWERGRID VEGETATION SERVICES LLC                   | Powergrid Services LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      73251 | PA      | $73251.09     | 0.00%             | 2032-07-01      | Variable      | 4.75%                 | No            |                  3 | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO Ltd.                                                                                     | CUSIP: 67120JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8250000 | PA      | $6047332.50   | 0.07%             | 2038-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HINDALCO INDUSTRIES LTD                             | Novelis Sheet Ingot GmbH                                                                         | CUSIP: N/A<br>LEI: 9845005E95899E77AY49       | Long             | DBT              | CORP              | DE        |    4500000 | PA      | $5144607.09   | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Company, Inc.                                                                  | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     600000 | PA      | $622913.40    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                          | DaVita, Inc.                                                                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    8678000 | PA      | $8316898.79   | 0.09%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GULFSIDE SUPPLY INC                                 | Gulfside Supply, Inc.                                                                            | CUSIP: N/A<br>LEI: 5493009BEGVKVXE2HW08       | Long             | LON              | CORP              | US        |     361111 | PA      | $361176.11    | 0.00%             | 2031-06-17      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                | GCAT Trust                                                                                       | CUSIP: 36171MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20340610 | PA      | $20509663.00  | 0.23%             | 2070-05-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                              | Ameriquest Mortgage Securities Trust                                                             | CUSIP: 03076MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17423176 | PA      | $9571541.97   | 0.11%             | 2036-10-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                               | QXO Building Products, Inc.                                                                      | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $5047556.43   | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                            | Allwyn Entertainment Financing UK plc                                                            | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    3052000 | PA      | $3166746.75   | 0.04%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                       | GS Mortgage-Backed Securities Trust                                                              | CUSIP: 36272NAB0<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2606290.96   | 0.03%             | 2055-10-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                       | Citrin Cooperman Advisors LLC                                                                    | CUSIP: N/A<br>LEI: 254900DPG9ZEAP5MK895       | Long             | LON              | CORP              | US        |   16580303 | PA      | $16492261.62  | 0.19%             | 2032-04-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                                       | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21650000 | PA      | $20217717.84  | 0.23%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                    | HF Sinclair Corp.                                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8741762.83   | 0.10%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                     | Moran Foods LLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     425337 | PA      | $231172.94    | 0.00%             | 2026-06-30      | Variable      | 11.35%                | No            |                  3 | On Loan: No      |
| Carrington Mortgage Loan Trust                      | Carrington Mortgage Loan Trust Series                                                            | CUSIP: 144531DC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $10355561.70  | 0.12%             | 2035-06-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                        | GAIA Aviation Ltd.                                                                               | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4716821 | PA      | $4292377.91   | 0.05%             | 2044-12-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                      | Castlelake Aircraft Structured Trust                                                             | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14157486 | PA      | $14255092.91  | 0.16%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                          | Morgan Stanley ABS Capital I Incorporated Trust                                                  | CUSIP: 61753VAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3564392 | PA      | $1119397.30   | 0.01%             | 2037-02-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| FERDINAND FFP ULTIMATE HOLDINGS LP                  | Focus Financial Partners LLC                                                                     | CUSIP: N/A<br>LEI: 5493007L0E0VKRC2CP39       | Long             | LON              | CORP              | US        |    5657250 | PA      | $5657815.73   | 0.06%             | 2031-09-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE BENELUX PARTICIPATIONS SA                 | Socotec Holding                                                                                  | CUSIP: N/A<br>LEI: 969500TSHWNDZONA3M83       | Long             | LON              | CORP              | FR        |    8863500 | PA      | $8904094.83   | 0.10%             | 2031-06-02      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                       | Ballyrock CLO 1 Ltd.                                                                             | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-O            | CORP              | KY        |    3150000 | PA      | $3155576.76   | 0.04%             | 2032-07-15      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                         | Southern Co.                                                                                     | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1122824.09   | 0.01%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                     | Ascot Group Ltd.                                                                                 | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    7450000 | PA      | $7765568.66   | 0.09%             | 2035-06-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                      | Castlelake Aircraft Securitization Trust                                                         | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    2863739 | PA      | $2792169.44   | 0.03%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Trust                                                                                      | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10010165 | PA      | $10334032.17  | 0.12%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                            | GrafTech Global Enterprises, Inc.                                                                | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6520000 | PA      | $5558300.00   | 0.06%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                          | CDX.NA.HY.44.V1                                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              |  | US        |  -88100000 | OU      | $-7042581.85  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                             | Darling Ingredients, Inc.                                                                        | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199503.68    | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2244000 | PA      | $1519843.97   | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                      | Whirlpool Corp.                                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     990000 | PA      | $740027.38    | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                          | JCP Direct Lending CLO 2023-1 LLC                                                                | CUSIP: 46656TAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    2550000 | PA      | $2556330.89   | 0.03%             | 2037-07-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| IMC FINANCING LLC                                   | IMC Global Holdings                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3451350 | PA      | $3472920.94   | 0.04%             | 2032-06-21      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| ELVIS UK HOLDCO LTD                                 | Restaurant Brands                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   10600000 | PA      | $12492341.47  | 0.14%             | 2031-10-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                     | Lehman XS Trust Series                                                                           | CUSIP: 525229AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1841635 | PA      | $1792927.00   | 0.02%             | 2046-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Vault DI Issuer LLC                                 | Vault DI Issuer LLC                                                                              | CUSIP: 92243JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7150000 | PA      | $7000770.92   | 0.08%             | 2046-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KANE FEEDERCO LTD                                   | Kane Bidco Ltd.                                                                                  | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |    5700000 | PA      | $6735458.62   | 0.08%             | 2032-07-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| SHILTON MIDCO 2 LTD                                 | Shilton BidCo Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300JUUQPK8NFDUB17       | Long             | LON              | CORP              | GB        |    3500000 | PA      | $4114390.56   | 0.05%             | 2030-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PERRIGO COMPANY PLC                                 | Perrigo Finance Unlimited Co.                                                                    | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |    3550000 | PA      | $4309133.69   | 0.05%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC      | Student Transportation Of America Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 549300O4G48RRYGSD439       | Long             | LON              | CORP              | US        |    1773333 | PA      | $1777216.93   | 0.02%             | 2032-06-24      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT 2025-FL12 Issuer LLC                                                                       | CUSIP: 05619BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6850000 | PA      | $6829778.80   | 0.08%             | 2043-01-17      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| HEALTHCHANNELS INTERMEDIATE HOLDCO LLC              | ScribeAmerica Intermediate Holdco LLC (Healthchannels)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4706980 | PA      | $3294886.06   | 0.04%             | 2025-04-03      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                            | Clarios Global Limited Partnership / Clarios US Finance Co.                                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1084660.50   | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                       | Master Asset-Backed Securities Trust                                                             | CUSIP: 57645JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7399792 | PA      | $2105237.12   | 0.02%             | 2036-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PROJECT AURORA US FINCO INC                         | Project Aurora                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2300000 | PA      | $2302875.00   | 0.03%             | 2032-09-26      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOANS                                  | Dogwood State Bank                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   40098982 | PA      | $40328756.54  | 0.46%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                              | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     803675 | NS      | $80.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contra Mallinckro                                   | Contra Mallinckro                                                                                | CUSIP: 292CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37667 | NS      | $3914241.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                            | iShares Core S&P 500 ETF                                                                         | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      16000 | NS      | $10708800.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPEEDSTER MIV SCSP                                  | Speedster Bidco GmbH                                                                             | CUSIP: N/A<br>LEI: 254900LE837QB2YYV824       | Long             | LON              | CORP              | DE        |    5700000 | PA      | $6726749.65   | 0.08%             | 2031-12-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Treman Park CLO Ltd                                 | Treman Park CLO Ltd.                                                                             | CUSIP: 89473MAB8<br>LEI: 549300E4DX3Q8L455K94 | Long             | ABS-O            | CORP              | KY        |   12400000 | PA      | $34844.00     | 0.00%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TACALA INVESTMENT CORP                              | Tacala Investment Corp.                                                                          | CUSIP: N/A<br>LEI: 549300XTM341KBSTDI88       | Long             | LON              | CORP              | US        |    3547661 | PA      | $3559581.42   | 0.04%             | 2031-01-31      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $952548.52    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THL Credit Lake Shore MM CLO I                      | THL Credit Lake Shore MM CLO I Ltd.                                                              | CUSIP: 510800AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9900000 | PA      | $9958341.69   | 0.11%             | 2033-04-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                            | BXMT Ltd.                                                                                        | CUSIP: 05608XAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7350000 | PA      | $7094179.58   | 0.08%             | 2037-11-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                              | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | EC               | CORP              | US        |       1150 | NS      | $903398.05    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Acquisition                      | JP Morgan Mortgage Acquisition Trust                                                             | CUSIP: 46629KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7452472 | PA      | $5580240.36   | 0.06%             | 2036-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications, Inc.                                                                      | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   19450000 | PA      | $20276644.45  | 0.23%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| QSR PLATFORM HOLDING SCA                            | QSRP Finco B.V.                                                                                  | CUSIP: N/A<br>LEI: 894500AXJRZ3TICBD793       | Long             | LON              | CORP              | BE        |    8600000 | PA      | $10163572.10  | 0.12%             | 2031-06-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                            | Par Petroleum LLC                                                                                | CUSIP: N/A<br>LEI: 984500CCF05C2FB39F45       | Long             | LON              | CORP              | US        |    8883524 | PA      | $8861314.84   | 0.10%             | 2030-02-28      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                           | One Hotels GmbH                                                                                  | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | LON              | CORP              | DE        |    3000000 | PA      | $3547545.80   | 0.04%             | 2032-06-04      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                            | Jefferies Finance LLC / JFIN Company-Issuer Corp.                                                | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22222248.10  | 0.25%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                            | Boxer Parent Co., Inc.                                                                           | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |    8626650 | PA      | $8607757.64   | 0.10%             | 2031-07-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BNPP IP CLO LTD                                     | BNPP IP CLO Ltd.                                                                                 | CUSIP: 05580HAE9<br>LEI: 54930038CI4SMKCMEM78 | Long             | ABS-O            | CORP              | KY        |    4958908 | PA      | $712595.03    | 0.01%             | 2025-10-30      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                             | American National Group, Inc.                                                                    | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7780863.90   | 0.09%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -40718750 | NC      | $-101585.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRETACEOUS MIDCO LTD                                | ContourGlobal Power Holdings S.A.                                                                | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |     800000 | PA      | $961611.44    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                      | Arcis Golf LLC                                                                                   | CUSIP: N/A<br>LEI: 254900ZMGXNNIX4SXQ48       | Long             | LON              | CORP              | US        |    5315042 | PA      | $5318390.42   | 0.06%             | 2028-11-24      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                            | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   11360000 | PA      | $11504101.60  | 0.13%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ANCHOR PACKAGING LLC                                | Anchor Packaging LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4631375 | PA      | $4647770.07   | 0.05%             | 2029-07-18      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   20955000 | NC      | $269814.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -40718750 | NC      | $-69685.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                      | LoanCore Issuer Ltd.                                                                             | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8250000 | PA      | $8186229.15   | 0.09%             | 2036-07-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                    | Paramount Global                                                                                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    6271000 | PA      | $5153222.41   | 0.06%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC              | Integrated Power Services Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |    3278448 | PA      | $3271082.46   | 0.04%             | 2028-11-22      | Variable      | 9.03%                 | No            |                  3 | On Loan: No      |
| Five Guys Funding, LLC                              | Five Guys Holdings, Inc.                                                                         | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    9279875 | PA      | $9652242.05   | 0.11%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                             | Starwood Property Trust, Inc.                                                                    | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   17600000 | PA      | $17448868.80  | 0.20%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HAMPTON ROADS PPV LLC                               | Hampton Roads PPV LLC                                                                            | CUSIP: 409322AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16345000 | PA      | $13144891.89  | 0.15%             | 2053-06-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| INTRALOT INTEGRATED LOTTERY SYSTEMS AND SERVICES SA | Intralot Capital Luxembourg S.A.                                                                 | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |   10050000 | PA      | $11826070.91  | 0.13%             | 2031-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corporation Trust                                                         | CUSIP: 36258BAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2535891 | PA      | $2478531.90   | 0.03%             | 2036-12-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| NEXUS PARENT LLC                                    | Nexus Buyer LLC                                                                                  | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |    3150000 | PA      | $3148047.00   | 0.04%             | 2031-07-31      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                            | Minerals Technologies, Inc.                                                                      | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    8060000 | PA      | $7898844.49   | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                              | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     350000 | PA      | $349213.67    | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                    | Enstar Group Ltd.                                                                                | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    9650000 | PA      | $10064120.10  | 0.11%             | 2045-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                               | Quikrete Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |    7621700 | PA      | $7616517.24   | 0.09%             | 2032-02-10      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BILLIKEN BUYER INC                                  | Eyecare Partners LLC                                                                             | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |    2100649 | PA      | $2112202.24   | 0.02%             | 2028-08-31      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                | Falcon Aerospace Ltd.                                                                            | CUSIP: 30605YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     708286 | PA      | $706160.92    | 0.01%             | 2042-02-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                              | Sherwood Financing plc                                                                           | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |   12190000 | PA      | $13786647.95  | 0.16%             | 2029-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                         | GrafTech Finance, Inc.                                                                           | CUSIP: N/A<br>LEI: 1Z010BU876CF2HDBIN43       | Long             | LON              | CORP              | US        |    5221215 | PA      | $5302144.25   | 0.06%             | 2029-12-21      | Variable      | 10.16%                | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services, Inc.                                                                | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9657705.05   | 0.11%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                     | Tripadvisor, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300XVG45PT5BART17       | Long             | LON              | CORP              | US        |    5472431 | PA      | $5340162.42   | 0.06%             | 2031-07-08      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| VISTA GLOBAL HOLDING LTD                            | Vista Management Holding, Inc.                                                                   | CUSIP: N/A<br>LEI: 5299005VABKD28UWHI65       | Long             | LON              | CORP              | US        |    5618250 | PA      | $5648700.92   | 0.06%             | 2031-03-26      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING US LLC               | Allwyn Entertainment Financing US LLC                                                            | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | LON              | CORP              | GB        |   11900000 | PA      | $13986133.16  | 0.16%             | 2032-03-19      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   66079000 | NC      | $111059.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QSR PLATFORM HOLDING SCA                            | QSRP Finco B.V.                                                                                  | CUSIP: N/A<br>LEI: 894500AXJRZ3TICBD793       | Long             | LON              | CORP              | BE        |    6600000 | PA      | $7799950.68   | 0.09%             | 2031-06-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| QUIMPER HOLDINGS SARL                               | Quimper AB                                                                                       | CUSIP: N/A<br>LEI: 549300EI2YNCQDXVO313       | Long             | LON              | CORP              | SE        |    2020000 | PA      | $2387162.75   | 0.03%             | 2030-03-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                              | Navigator Aviation Ltd.                                                                          | CUSIP: 63943DAB5<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   13839285 | PA      | $13827726.43  | 0.16%             | 2049-08-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| KERRIDGE COMMERCIAL SYSTEMS MID CO LTD              | Kerridge Commercial Systems Bidco Ltd.                                                           | CUSIP: N/A<br>LEI: 549300J33RX52OWCKR29       | Short            | LON              | CORP              | GB        |   -3920982 | PA      | $-70430.12    | -0.00%            | 2030-09-07      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Barclays Bank plc                                   | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |    -357000 | NC      | $-2798.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   20000000 | NS      | $20702680.00  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                         | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |   -2738182 | PA      | $-4277.67     | -0.00%            | 2031-02-13      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                               | Sotheby's/Bidfair Holdings, Inc.                                                                 | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8565103.28   | 0.10%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO Ltd.                                                                                     | CUSIP: 671025AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1750000 | PA      | $1752535.05   | 0.02%             | 2037-01-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| ENDO LP                                             | Endo Luxembourg Finance Co I SARL / Endo US, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    1825000 | NS      | $182.50       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NAA Risk Managed Real Estate F                      | NAA Risk Managed Real Estate Fund                                                                | CUSIP: 64157H687<br>LEI: 529900JOIA0Y5B3KRG74 | Long             | EC               | RF                | US        |    1133235 | NS      | $37453408.85  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Argent Securities Inc.                              | Ameriquest Mortgage Securities Trust                                                             | CUSIP: 03076MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12527302 | PA      | $3676236.95   | 0.04%             | 2036-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                              | Global Atlantic Finance Co.                                                                      | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    4139000 | PA      | $4796304.08   | 0.05%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PS HOLDINGS INDEPENDENT VOTING COMPANY LTD          | Pershing Square Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |   11580000 | PA      | $10659193.02  | 0.12%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHM GROUP TOPCO OY                                  | PHM Group Holding OY                                                                             | CUSIP: N/A<br>LEI: 7437002P82P6OBDFWT48       | Long             | LON              | CORP              | FI        |   10000000 | PA      | $11759159.23  | 0.13%             | 2032-04-22      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                         | HOMES 2025-AFC3 Trust                                                                            | CUSIP: 43762AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12500000 | PA      | $12447825.38  | 0.14%             | 2060-08-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                    | TKO Group Holdings, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300JEOTH7UMZ3C491       | Long             | LON              | CORP              | US        |    4328250 | PA      | $4332967.79   | 0.05%             | 2031-11-21      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GC TWO HOLDINGS INC                                 | Aretec Group, Inc.                                                                               | CUSIP: N/A<br>LEI: 549300NV2T8A33L0PQ58       | Long             | LON              | CORP              | US        |   16466970 | PA      | $16464334.83  | 0.19%             | 2030-08-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                 | TransDigm, Inc.                                                                                  | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |    4400000 | PA      | $4394368.00   | 0.05%             | 2032-08-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                    | Eldridge CLO 2025-1 Ltd.                                                                         | CUSIP: 284913AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6200000 | PA      | $6200000.00   | 0.07%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHECKERS HOLDINGS INC                               | Checkers Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     158620 | NS      | $631307.60    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AMN HEALTHCARE INC                                  | AMN Healthcare, Inc.                                                                             | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     620000 | PA      | $619752.00    | 0.01%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   73840000 | NC      | $129678.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PMH NEWCO LP                                        | Project Onyx I                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   13161708 | PA      | $13113311.96  | 0.15%             | 2027-01-26      | Variable      | 6.89%                 | No            |                  3 | On Loan: No      |
| KUVARE US HOLDINGS INC                              | Kuvare US Holdings, Inc.                                                                         | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | EP               | CORP              | US        |    5755000 | NS      | $5727836.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Trust                                                                                      | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1624885 | PA      | $1565899.19   | 0.02%             | 2040-01-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                        | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |     500000 | NC      | $744.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR SANDY AGGREGATOR LP                             | Sandy Bidco B.V.                                                                                 | CUSIP: N/A<br>LEI: 2549003HW5A2AVSVPG96       | Long             | LON              | CORP              | NL        |    9175000 | PA      | $10712965.30  | 0.12%             | 2029-08-17      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                               | Playtika Holding Corp.                                                                           | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    1609000 | PA      | $1477174.63   | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                          | CPI CG, Inc.                                                                                     | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    4357000 | PA      | $4568363.12   | 0.05%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                   | Amsted Industries, Inc.                                                                          | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     254000 | PA      | $260700.52    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                 | NCL Corporation Ltd.                                                                             | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2500000 | PA      | $2499906.33   | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMRT                                                | SMRT                                                                                             | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9950000.00   | 0.11%             | 2039-01-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                         | Uniform MBS 30 Year                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |  198300000 | PA      | $199874700.30 | 2.28%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING SPV 2025 LP                   | FTAI Aircraft Leasing Offshore SPV (2025), LP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   25143443 | NS      | $25143443.00  | 0.29%             |  |  |  | No            |                  3 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | Level 3 Financing, Inc.                                                                          | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | LON              | CORP              | US        |    2090000 | PA      | $2090000.00   | 0.02%             | 2032-03-29      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | 1-Year/2-Year Interest Rate Swap                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -40718750 | NC      | $-85817.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding 52 LLC                                                                     | CUSIP: 15675MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22700000 | PA      | $22790548.03  | 0.26%             | 2037-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                      | BRAVO Residential Funding Trust                                                                  | CUSIP: 10570TAD7<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |    4242842 | PA      | $4266283.40   | 0.05%             | 2065-07-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                               | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        |    8350000 | NC      | $-858.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITECORE HOLDING II A/S                             | Sitecore Holding III A/S                                                                         | CUSIP: N/A<br>LEI: 213800M9GGJ3GNKQOC39       | Long             | LON              | CORP              | DK        |   13681522 | PA      | $13593218.54  | 0.15%             | 2029-03-12      | Variable      | 5.73%                 | No            |                  3 | On Loan: No      |
| SYNAFERD AS                                         | Visma AS                                                                                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXB1YO53       | Long             | LON              | CORP              | NO        |   13796596 | PA      | $16241296.27  | 0.18%             | 2028-12-05      | Variable      | 5.80%                 | No            |                  3 | On Loan: No      |
| FT 1 INC                                            | Targus, Inc.                                                                                     | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |      12773 | NS      | $225.99       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHESTERFIELD FINANCIAL HOLDING CHEST_23-1           | CHEST                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    5400000 | PA      | $5661312.21   | 0.06%             | 2043-03-23      | Variable      | 7.12%                 | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investo                      | Merrill Lynch Mortgage Investors Trust Series                                                    | CUSIP: 59024LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4708160 | PA      | $1313713.19   | 0.01%             | 2037-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC                     | Ceamer Finance LLC                                                                               | CUSIP: N/A<br>LEI: 549300KGM6NOF0Q0GA88       | Long             | ABS-O            | CORP              | US        |    2499286 | PA      | $2414009.22   | 0.03%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| FR REFUEL LLC                                       | FR Refuel LLC                                                                                    | CUSIP: N/A<br>LEI: 549300Y6GW0LGV84NW77       | Long             | LON              | CORP              | US        |   20911008 | PA      | $20701897.82  | 0.24%             | 2028-11-08      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                 | SCIL IV LLC / SCIL USA Holdings LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    3500000 | PA      | $4313145.93   | 0.05%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARMOR PARENT CORP                                   | Accuride Corp.                                                                                   | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | LON              | CORP              | US        |    2482936 | PA      | $4659526.16   | 0.05%             | 2030-03-07      | Variable      | 4.36%                 | No            |                  3 | On Loan: No      |
| AMERICO LIFE INC                                    | Americo Life, Inc.                                                                               | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |    7470000 | PA      | $6736406.48   | 0.08%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                       | Fortress Credit Opportunities IX CLO Ltd.                                                        | CUSIP: 34961JBJ2<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-O            | CORP              | KY        |    7750000 | PA      | $7792957.48   | 0.09%             | 2033-10-15      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                              | SPDR S&P 500 ETF Trust                                                                           | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      61000 | NS      | $40636980.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                      | Morgan Stanley Mortgage Loan Trust                                                               | CUSIP: 61748JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7408926 | PA      | $1584117.25   | 0.02%             | 2036-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                                    | CFC USA 2025 LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6590000 | PA      | $6276975.00   | 0.07%             | 2032-05-29      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                       | First Franklin Mortgage Loan Trust                                                               | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6701684 | PA      | $2708376.45   | 0.03%             | 2036-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC (USA)                               | Blue Ribbon LLC                                                                                  | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |    5460279 | PA      | $5378374.91   | 0.06%             | 2028-05-08      | Variable      | 6.14%                 | No            |                  3 | On Loan: No      |
| STATION CASINOS LLC                                 | Station Casinos LLC                                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3584596.62   | 0.04%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Companies, Inc.                                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   15650000 | PA      | $14006750.00  | 0.16%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                            | Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.                    | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3253995.71   | 0.04%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                          | AccorInvest Group S.A.                                                                           | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    1400000 | PA      | $1658065.04   | 0.02%             | 2032-05-15      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| ALBION JVCO LTD                                     | Albion Financing 1 SARL/Aggreko Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     400000 | PA      | $487256.04    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SAVERS VALUE VILLAGE INC                            | Savers, Inc.                                                                                     | CUSIP: N/A<br>LEI: 549300F6POVHG3ME8T95       | Long             | LON              | CORP              | US        |    2350000 | PA      | $2350000.00   | 0.03%             | 2032-09-13      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC              | LaserAway Intermediate Holdings II LLC                                                           | CUSIP: N/A<br>LEI: 254900KPMJ49M2JTOZ92       | Long             | LON              | CORP              | US        |   12064489 | PA      | $11823199.20  | 0.13%             | 2027-10-14      | Variable      | 10.33%                | No            |                  2 | On Loan: No      |
| AT&T MOBILITY II LLC                                | AT&T Mobility II LLC                                                                             | CUSIP: 04651L305<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      27000 | NS      | $27721474.16  | 0.32%             |  |  |  | No            |                  3 | On Loan: No      |
| Navigator Aircraft ABS LLC                          | Navigator Aircraft ABS Ltd.                                                                      | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6094505 | PA      | $5814449.38   | 0.07%             | 2046-11-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                              | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13960000 | PA      | $13914408.45  | 0.16%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUX NEWCO                                           | Froneri US, Inc.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3184000 | PA      | $3158145.92   | 0.04%             | 2031-09-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                    | Amwins Group, Inc.                                                                               | CUSIP: N/A<br>LEI: 549300SJE7MUB8NMRG61       | Long             | LON              | CORP              | US        |    4267750 | PA      | $4264933.29   | 0.05%             | 2032-01-30      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERSON JVCO LP                                   | ATG Entertainment                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    2500000 | PA      | $2507825.00   | 0.03%             | 2032-04-19      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                   | State Street Corp.                                                                               | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    9590000 | NS      | $10013187.52  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                           | Clarios Global, LP                                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |    1164150 | PA      | $1163055.70   | 0.01%             | 2030-05-06      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                            | Host Hotels & Resorts, LP                                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $22532554.32  | 0.26%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                  | Orion US FinCo                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4640000 | PA      | $4663200.00   | 0.05%             | 2032-05-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | Level 3 Financing, Inc.                                                                          | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | LON              | CORP              | US        |    4445000 | PA      | $4445000.00   | 0.05%             | 2032-03-29      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                       | Boeing Co.                                                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3592765.02   | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                             | BDS LLC                                                                                          | CUSIP: 05556EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7450000 | PA      | $7456351.87   | 0.08%             | 2043-03-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLIV LLC                                                                   | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-O            | CORP              | US        |   22800000 | PA      | $23064270.24  | 0.26%             | 2036-01-15      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                    | Owl Rock CLO XVI LLC                                                                             | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-O            | CORP              | US        |   10150000 | PA      | $10308092.34  | 0.12%             | 2036-04-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | BNP Paribas                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | US        |  120667651 | PA      | $120667651.00 | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                               | Time Warner Cable LLC                                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $871772.76    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                 | Dominion Energy, Inc.                                                                            | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5762462.74   | 0.07%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        | -131940000 | NC      | $-464957.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                  | Wendy's Funding LLC                                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     129116 | PA      | $127215.83    | 0.00%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (US) LLC             | Allwyn Entertainment Financing US LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1945498 | PA      | $1940634.08   | 0.02%             | 2031-06-11      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                         | GSAMP Trust                                                                                      | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16375390 | PA      | $8647158.97   | 0.10%             | 2046-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                             | BDS Ltd.                                                                                         | CUSIP: 05493NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2700000 | PA      | $2621687.04   | 0.03%             | 2038-11-16      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    6684000 | NC      | $196965.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                                 | Planview Parent, Inc.                                                                            | CUSIP: N/A<br>LEI: 549300SEALM1D9FKMA32       | Long             | LON              | CORP              | US        |   14177435 | PA      | $13941097.22  | 0.16%             | 2027-12-17      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                                  | SSI Issuer LLC                                                                                   | CUSIP: 78475CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4089906 | PA      | $4137663.48   | 0.05%             | 2065-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Lightning B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6703385.99   | 0.08%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| KASEYA INC                                          | Kaseya, Inc.                                                                                     | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |   10596750 | PA      | $10606393.04  | 0.12%             | 2032-03-22      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series Trust                                                 | CUSIP: 933631AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6602028 | PA      | $2989842.03   | 0.03%             | 2037-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                | CCRR Parent, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   12157269 | PA      | $3768753.30   | 0.04%             | 2028-03-06      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust                          | OSAT Trust                                                                                       | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5780656 | PA      | $5782912.41   | 0.07%             | 2065-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -40718750 | NC      | $-101876.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                         | FIGRE Trust                                                                                      | CUSIP: 31684UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2551740 | PA      | $2553955.48   | 0.03%             | 2054-09-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC                                 | Cognita Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3151247 | PA      | $3159125.10   | 0.04%             | 2031-10-27      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB4, LP                                                                                     | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27799000 | PA      | $25293659.60  | 0.29%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limi                      | Labrador Aviation Finance Ltd.                                                                   | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5594974 | PA      | $5454875.91   | 0.06%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LORCA AGGREGATOR LTD                                | MasOrange Finco plc                                                                              | CUSIP: N/A<br>LEI: 549300PONZMYNJTH6970       | Long             | LON              | CORP              | GB        |    6100000 | PA      | $7155322.92   | 0.08%             | 2031-03-20      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                   | Hyatt Hotels Corp.                                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    6530000 | PA      | $6792038.84   | 0.08%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines, Inc.                                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1673970.88   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                          | Xplore, Inc.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | CA        |      15561 | NS      | $1.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                             | Alcoa Nederland Holding B.V.                                                                     | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    7450000 | PA      | $7468625.00   | 0.09%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                              | RR Ltd.                                                                                          | CUSIP: 749754AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    9700000 | PA      | $8730000.00   | 0.10%             | 2040-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC            | Asurion LLC                                                                                      | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    1800000 | PA      | $1787256.00   | 0.02%             | 2030-09-19      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| INSPIRED EDUCATION HOLDINGS LTD                     | Inspired Finco Holdings, Ltd.                                                                    | CUSIP: N/A<br>LEI: 21380079CKTODVMD9183       | Long             | LON              | CORP              | GB        |    7700000 | PA      | $9070104.51   | 0.10%             | 2031-02-28      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                            | Selective Insurance Group, Inc.                                                                  | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     246000 | NS      | $4563300.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PARTNERS II LLC                      | Venture Global Calcasieu Pass LLC                                                                | CUSIP: N/A<br>LEI: 549300GKHS6RS20NLH85       | Long             | LON              | CORP              | US        |    2029146 | PA      | $2027887.52   | 0.02%             | 2026-08-19      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                        | Hunt Companies, Inc.                                                                             | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $13356747.87  | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                            | Focus Financial Partners LLC                                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   14685000 | PA      | $15039172.83  | 0.17%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                  | AASET Trust                                                                                      | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10433188 | PA      | $9885101.15   | 0.11%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST STRUCTURED SOLUTIONS IV LP              | HarbourVest Partners LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   42240000 | PA      | $42240000.00  | 0.48%             | 2030-09-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corporation Trust                                                         | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6768524 | PA      | $6545916.92   | 0.07%             | 2036-12-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLVII LLC                                                                  | CUSIP: 156945AE7<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-O            | CORP              | US        |   20150000 | PA      | $20244406.78  | 0.23%             | 2036-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                       | Nomura Resecuritization Trust                                                                    | CUSIP: 65540WCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     519157 | PA      | $508127.85    | 0.01%             | 2036-03-26      | Floating      | 1.42%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                       | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5651203 | PA      | $4255535.02   | 0.05%             | 2047-07-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                   | PRPM LLC                                                                                         | CUSIP: 69392PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $200172.84    | 0.00%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRTU FINANCIAL INC                                 | Virtu Financial                                                                                  | CUSIP: N/A<br>LEI: 549300FRO9M476YHHY64       | Long             | LON              | CORP              | US        |    1250000 | PA      | $1250000.00   | 0.01%             | 2031-06-21      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -40718750 | NC      | $-135643.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                      | STWD Ltd.                                                                                        | CUSIP: 78486BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3750000 | PA      | $3709459.13   | 0.04%             | 2038-04-18      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                                      | Sazerac Co Inc.                                                                                  | CUSIP: N/A<br>LEI: 9QU0CG1O4LSOB6IFK895       | Long             | LON              | CORP              | US        |    3450000 | PA      | $3469182.00   | 0.04%             | 2032-07-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                    | AMC Networks, Inc.                                                                               | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2239218.75   | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                    | BSPDF Issuer Ltd.                                                                                | CUSIP: 055731AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   19975000 | PA      | $19702503.05  | 0.22%             | 2036-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   11550000 | NS      | $12017647.95  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                                | GCAT Trust                                                                                       | CUSIP: 367923AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12818160 | PA      | $12918022.42  | 0.15%             | 2070-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TSG SOLUTIONS HOLDING SA                            | TSG Solutions Holding SACA                                                                       | CUSIP: N/A<br>LEI: 969500LKBUJJXR2GYZ38       | Long             | LON              | CORP              | FR        |    3000000 | PA      | $3537470.64   | 0.04%             | 2032-05-04      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                      | Vista Point Securitization Trust                                                                 | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5607861 | PA      | $5644224.99   | 0.06%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A                                   | Akso Health Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $100.00       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                  | Subway Funding LLC                                                                               | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17616875 | PA      | $18388980.35  | 0.21%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                            | Virgin Media Finance plc                                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $10588407.78  | 0.12%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING I BV                                   | Peer Holding III BV                                                                              | CUSIP: N/A<br>LEI: 7245002S0K5Q59JCVQ03       | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1176045.09   | 0.01%             | 2031-07-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Guggenheim Funds Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** CFO