# EDGAR Filing Document

**Accession Number:** 0001020425
**File Stem:** 0001410368-26-018906
**Filing Date:** 2026-2
**Character Count:** 480435
**Document Hash:** 0b515ba518164f1a444ef950853ae5a5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018906.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018906

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07763
- **FILM NUMBER:** 26685060

**BUSINESS ADDRESS:**
- **STREET 1:** 2301 ROSECRANS AVENUE
- **STREET 2:** SUITE 2150
- **CITY:** EL SEGUNDO
- **STATE:** CA
- **ZIP:** 90245
- **BUSINESS PHONE:** (925) 254-8999

**MAIL ADDRESS:**
- **STREET 1:** 2301 ROSECRANS AVENUE
- **STREET 2:** SUITE 2150
- **CITY:** EL SEGUNDO
- **STATE:** CA
- **ZIP:** 90245

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

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

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

## Series and Classes Contracts Data

### iMGP Low Duration Income Fund (Series ID: S000057610)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** El Segundo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90245

  - **Telephone number:** 310-991-2982

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

- **a. Name of Series:** iMGP Low Duration Income Fund

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $341714883.66

**Total Liabilities:** $20790165.86

**Net Assets:** $320924717.80

**Delayed Delivery Securities:** $10309958.38

**Cash Not Reported:** $4520537.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -320.77000000 | **1-Year:** -5185.73000000 | **5-Year:** -13267.31000000 | **10-Year:** -7963.47000000 | **30-Year:** -2311.73000000

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

- **3-Month:** -625.83000000 | **1-Year:** -15397.41000000 | **5-Year:** -35245.96000000 | **10-Year:** -11474.70000000 | **30-Year:** -3634.63000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183970 | 0.42%                | 0.86%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $232418.45               | $-964494.63                                |
| Month 2  | $-452972.52              | $551719.70                                 |
| Month 3  | $997879.39               | $-1690516.39                               |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                  | Title                                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAG US GSI Bidco Inc                                  | AAG US GSI Bidco Inc Term Loan B                                                                                                 | CUSIP: 00033RAB7<br>LEI: 25490004WTN5CN5TXD48 | Long             | LON              | CORP              | US        |   2163650 | PA      | $2175831.35   | 0.68%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| AAP Buyer Inc                                         | AAP Buyer Inc Term Loan B                                                                                                        | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |     89100 | PA      | $89573.57     | 0.03%             | 2031-09-09      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                    | Aaset 2021-1 Trust                                                                                                               | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170179 | PA      | $164028.14    | 0.05%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust           | AASET 2024-2 Ltd                                                                                                                 | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227925 | PA      | $231744.43    | 0.07%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                    | Aaset 2019-2 Trust                                                                                                               | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42796 | PA      | $42250.10     | 0.01%             | 2039-10-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                       | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    135781 | PA      | $136155.35    | 0.04%             | 2028-12-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO Ltd                     | ABPCI DIRECT LENDING FUND CLO XV LTD                                                                                             | CUSIP: 000842AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $251087.25    | 0.08%             | 2035-10-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund ABS Ltd                     | ABPCI Direct Lending Fund ABS I Ltd                                                                                              | CUSIP: 00090TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67567 | PA      | $67031.31     | 0.02%             | 2030-12-29      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund ABS Ltd                     | ABPCI Direct Lending Fund ABS IV LP                                                                                              | CUSIP: 00092FAN5<br>LEI: 254900SYCJCYTK7KQI41 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248891.03    | 0.08%             | 2036-02-01      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                             | Acrec 2025 Fl 3 LLC                                                                                                              | CUSIP: 00112HAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $149568.80    | 0.05%             | 2042-08-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                      | AMC Networks Inc                                                                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3557.52      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                      | AMC Networks Inc                                                                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52470.25     | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                      | AMC Networks Inc                                                                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $552827.81    | 0.17%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| AMSR Trust                                            | AMSR 2021-SFR1 Trust                                                                                                             | CUSIP: 00179DAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2396801.00   | 0.75%             | 2038-06-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| API Holdings III LLC                                  | API Holdings III LLC 2023 Term Loan B1                                                                                           | CUSIP: 00189CAD8<br>LEI: 549300FAGEOQASEWDY74 | Long             | LON              | CORP              | US        |      8161 | PA      | $8323.88      | 0.00%             | 2027-03-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| API Holdings III LLC                                  | API Holdings III LLC 2023 Term Loan B2                                                                                           | CUSIP: 00189CAE6<br>LEI: 549300FAGEOQASEWDY74 | Long             | LON              | CORP              | US        |    111739 | PA      | $101123.53    | 0.03%             | 2027-05-10      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust           | AASET 2024-1                                                                                                                     | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229232 | PA      | $236050.41    | 0.07%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust           | AASET 2020-1 Trust                                                                                                               | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53062 | PA      | $52157.14     | 0.02%             | 2040-01-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                    | Aaset 2021-2 Trust                                                                                                               | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325707 | PA      | $311064.77    | 0.10%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust           | AASET 2025-1                                                                                                                     | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234448 | PA      | $239427.08    | 0.07%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                    | CONTRA ABIOMED INC                                                                                                               | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |     22138 | NS      | $35420.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                              | Acadia Healthcare Co Inc                                                                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202248.80    | 0.06%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACCURIDE INTERMEDIATE CO INC                          | Accuride Intermediate Co Inc Term Loan                                                                                           | CUSIP: 00440LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16031 | PA      | $30049.79     | 0.01%             | 2030-03-07      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                        | ACRE Commercial Mortgage 2021-FL4 Ltd                                                                                            | CUSIP: 00489TAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239417.30    | 0.07%             | 2037-12-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                             | Adams Outdoor Advertising LP                                                                                                     | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $285047.62    | 0.09%             | 2053-07-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                            | Azuria Water Solutions Inc 2025 Term Loan B                                                                                      | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    231869 | PA      | $233359.44    | 0.07%             | 2028-05-17      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                            | Azuria Water Solutions Inc 2025 Delayed Draw Term Loan                                                                           | CUSIP: 00771PAN1<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     20130 | PA      | $20259.31     | 0.01%             | 2028-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                             | Aegon Ltd                                                                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    685000 | PA      | $694223.53    | 0.22%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                            | Air Canada                                                                                                                       | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $72961.10     | 0.02%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                               | Albion Financing 3 SARL 2025 USD Term Loan                                                                                       | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     98507 | PA      | $99323.12     | 0.03%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| CONTRA ALBIREO PHARMA                                 | CONTRA ALBIREO PHARMA                                                                                                            | CUSIP: 013CVR022<br>LEI: 549300835H8LC7O8VC29 | N/A              | DE               |  | US        |     47716 | NS      | $134320.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                               | Alexander Funding Trust II                                                                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1131073.98   | 0.35%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                       | Aligned Data Centers Issuer LLC                                                                                                  | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147350.06    | 0.05%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                       | Allen Media LLC 2021 Term Loan B                                                                                                 | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    499438 | PA      | $353405.05    | 0.11%             | 2027-02-10      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                 | Bread Financial Holdings Inc                                                                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1031418.00   | 0.32%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                            | Allianz SE                                                                                                                       | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $208330.80    | 0.06%             | 2033-10-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103816.54    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                              | Allison Transmission Inc                                                                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $964922.25    | 0.30%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ALLO Issuer, LLC                                      | ALLO Issuer LLC                                                                                                                  | CUSIP: 01983KAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102727.62    | 0.03%             | 2054-07-20      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2830000 | PA      | $2506984.51   | 0.78%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    713000 | PA      | $711220.26    | 0.22%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    610000 | PA      | $618385.32    | 0.19%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                             | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    490000 | PA      | $503024.64    | 0.16%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                      | Alpha Holding SA de CV                                                                                                           | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    565639 | PA      | $4242.29      | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                      | Altice France SA                                                                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    154020 | PA      | $147797.50    | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2006-31CB                                                                                                 | CUSIP: 02148HAG6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    279065 | PA      | $151544.67    | 0.05%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-OA4                                                                                                  | CUSIP: 02150DAA3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     87923 | PA      | $80639.16     | 0.03%             | 2047-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-19                                                                                                   | CUSIP: 02151ABK5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    312539 | PA      | $142469.83    | 0.04%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-20                                                                                                   | CUSIP: 02151LAM8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    870417 | PA      | $461967.10    | 0.14%             | 2047-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-16CB                                                                                                 | CUSIP: 02152AAL3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    164673 | PA      | $50649.34     | 0.02%             | 2037-08-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-16CB                                                                                                 | CUSIP: 02152AAM1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     47685 | PA      | $65203.43     | 0.02%             | 2037-08-25      | Floating      | 22.53%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-16CB                                                                                                 | CUSIP: 02152AAT6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    329698 | PA      | $422190.93    | 0.13%             | 2037-08-25      | Floating      | 16.52%                | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                      | Altria Group Inc                                                                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8071.23      | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                               | American Airlines Inc 2025 Term Loan                                                                                             | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   1455057 | PA      | $1460331.16   | 0.46%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Auto Auction Group, LLC                      | American Auto Auction Group LLC 2025 Term Loan                                                                                   | CUSIP: 02403MAR1<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |    545875 | PA      | $537591.35    | 0.17%             | 2032-05-28      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                               | American Electric Power Co Inc                                                                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153946.84    | 0.05%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                               | American Electric Power Co Inc                                                                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152367.32    | 0.05%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                               | American National Group Inc                                                                                                      | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |      3000 | NS      | $75030.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GROUP                               | American National Group Inc                                                                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251329.25    | 0.08%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust               | American Home Mortgage Investment Trust 2006-1                                                                                   | CUSIP: 02660THY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143871 | PA      | $131001.60    | 0.04%             | 2046-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| AMERICO LIFE INC                                      | Americo Life Inc                                                                                                                 | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1179155.12   | 0.37%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                    | AmFam Holdings Inc                                                                                                               | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $140922.10    | 0.04%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                     | Amsted Industries Inc                                                                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61001.52     | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                          | ams-OSRAM AG                                                                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    770000 | PA      | $821701.65    | 0.26%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                     | Amspec Parent LLC 2025 Term Loan                                                                                                 | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    301817 | PA      | $303325.91    | 0.09%             | 2031-12-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                     | Amspec Parent LLC 2025 Delayed Draw Term Loan                                                                                    | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     45745 | PA      | $45973.71     | 0.01%             | 2031-12-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                      | AmWINS Group Inc 2025 Term Loan B                                                                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    148500 | PA      | $149094.74    | 0.05%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                         | Anchorage Credit Funding 4 Ltd                                                                                                   | CUSIP: 03329TAL8<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $225875.75    | 0.07%             | 2039-04-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                            | Apidos CLO XXIV                                                                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005244.00   | 0.31%             | 2030-10-20      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Apttus Corporation                                    | Apttus Corporation 2024 Term Loan B                                                                                              | CUSIP: 03835XAD4<br>LEI: 254900VOVRKNFQ3GHG43 | Long             | LON              | CORP              | US        |    127119 | PA      | $127118.64    | 0.04%             | 2028-05-08      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc.                          | Ascensus Group Holdings Inc 2024 Term Loan B                                                                                     | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50010.00     | 0.02%             | 2032-11-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd       | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                           | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $420634.52    | 0.13%             | 2037-01-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                   | Arbor Realty SR Inc                                                                                                              | CUSIP: 03881NAC1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    685000 | PA      | $686580.23    | 0.21%             | 2027-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                   | Arbor Realty SR Inc                                                                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    835000 | PA      | $795330.19    | 0.25%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                        | Arcis Golf LLC 2025 Term Loan B                                                                                                  | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    546144 | PA      | $549046.89    | 0.17%             | 2028-11-24      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                          | Ares LXXVII CLO Ltd                                                                                                              | CUSIP: 03990LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $487783.00    | 0.15%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                      | Aretec Group Inc 2025 Repriced Term Loan                                                                                         | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    422884 | PA      | $425036.23    | 0.13%             | 2030-08-09      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ARES PBN FINANCE CO LLC                               | ARES PBN FINANCE CO LLC                                                                                                          | CUSIP: 04019VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $806825.00    | 0.25%             | 2036-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                           | Ares Direct Lending CLO 2 LLC                                                                                                    | CUSIP: 04021CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100655.20    | 0.03%             | 2036-10-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                | Arsenal AIC Parent LLC 2025 Term Loan B                                                                                          | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    261081 | PA      | $262141.91    | 0.08%             | 2030-08-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                | Arsenal AIC Parent LLC                                                                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106241.08    | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                       | Ascot Group Ltd                                                                                                                  | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   1465000 | PA      | $1519024.37   | 0.47%             | 2035-06-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                           | Asurion LLC 2023 Term Loan B11                                                                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     97494 | PA      | $97784.72     | 0.03%             | 2028-08-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                           | Asurion LLC 2024 Term Loan B12                                                                                                   | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     74374 | PA      | $74478.88     | 0.02%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                           | Asurion LLC 2025 Term Loan B13                                                                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    398000 | PA      | $398342.28    | 0.12%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                | Athenahealth Group Inc 2022 Term Loan B                                                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2305964 | PA      | $2313170.04   | 0.72%             | 2029-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                               | Atlantica Sustainable Infrastructure Ltd                                                                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   1770000 | PA      | $1724589.41   | 0.54%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                          | Atrium Hotel Portfolio Trust 2025-ATRM                                                                                           | CUSIP: 049917AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $861689.04    | 0.27%             | 2042-08-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                               | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $990821.94    | 0.31%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                | AXIS Specialty Finance LLC                                                                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2760192.31   | 0.86%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                        | BAHA Trust 2024-MAR                                                                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $913867.49    | 0.28%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                        | BCAP LLC Trust 2006-AA2                                                                                                          | CUSIP: 05530MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249164 | PA      | $235515.33    | 0.07%             | 2037-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                        | BCAP LLC 2010-RR6 Trust                                                                                                          | CUSIP: 05533CDC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114715 | PA      | $50662.54     | 0.02%             | 2037-07-26      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                        | BCAP LLC 2011-RR11 Trust                                                                                                         | CUSIP: 05533FAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1574184 | PA      | $903791.79    | 0.28%             | 2035-12-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                            | BINOM Securitization Trust 2022-RPL1                                                                                             | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $440763.53    | 0.14%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BCRED BSL CLO 2021-1, LTD                             | BCRED CLO 2025-1 LLC                                                                                                             | CUSIP: 05556FAE3<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249597.00    | 0.08%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $209083.21    | 0.07%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51592.30     | 0.02%             | 2035-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                           | BXHPP Trust 2021-FILM                                                                                                            | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $187698.46    | 0.06%             | 2036-08-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                              | BX Trust 2024-VLT4                                                                                                               | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149961.27    | 0.05%             | 2041-06-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                    | BSPRT 2024-FL11 Issuer LLC                                                                                                       | CUSIP: 05613RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99884.97     | 0.03%             | 2039-07-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                         | Ballyrock CLO 14 Ltd                                                                                                             | CUSIP: 05874YAC1<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $163926.25    | 0.05%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                         | Ballyrock CLO 2019-1 Ltd                                                                                                         | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251185.00    | 0.08%             | 2032-07-15      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                   | Banc of America Funding 2006-B Trust                                                                                             | CUSIP: 058928AN2<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |    161741 | PA      | $142044.32    | 0.04%             | 2036-03-20      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                   | Banc of America Funding 2005-7 Trust                                                                                             | CUSIP: 05946XS61<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |     14524 | PA      | $14831.72     | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                | Banc of America Alternative Loan Trust 2003-8                                                                                    | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19083 | PA      | $19314.95     | 0.01%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                   | Banc of America Mortgage 2005-A Trust                                                                                            | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5028 | PA      | $4905.12      | 0.00%             | 2035-02-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                   | Banc of America Funding 2007-4 Trust                                                                                             | CUSIP: 05953YBT7<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |     12594 | PA      | $11111.41     | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                              | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     99250 | PA      | $99108.57     | 0.03%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2375344.08   | 0.74%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253916.25    | 0.08%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417105.60    | 0.13%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                              | Great Outdoors Group LLC 2025 Term Loan B                                                                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   2105181 | PA      | $2120180.75   | 0.66%             | 2032-01-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                 | Bausch Health Cos Inc                                                                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    885000 | PA      | $792738.75    | 0.25%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Bayard Park CLO, Ltd                                  | Bayard Park CLO Ltd                                                                                                              | CUSIP: 072716AC7<br>LEI: 254900IPTPVQFEN03U12 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $174853.50    | 0.05%             | 2038-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                               | BDS 2025-FL14 LLC                                                                                                                | CUSIP: 072921AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150147.75    | 0.05%             | 2042-10-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                           | Beach Acquisition Bidco LLC USD Term Loan B                                                                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    100000 | PA      | $100938.00    | 0.03%             | 2032-09-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust            | Bear Stearns Asset Backed Securities I Trust 2006-AC1                                                                            | CUSIP: 07387UCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267662 | PA      | $120059.34    | 0.04%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                        | Becle SAB de CV                                                                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $174966.26    | 0.05%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                           | Bell Telephone Co of Canada or Bell Canada                                                                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207161.60    | 0.06%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                              | Belrose Funding Trust II                                                                                                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $575730.48    | 0.18%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BIB MERCHANT VOUCHER REC                              | BIB MERCHANT VOUCHER REC                                                                                                         | CUSIP: 08866TAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83378 | PA      | $83515.34     | 0.03%             | 2028-04-07      | Variable      | 4.18%                 | No            |                  3 | On Loan: No      |
| Blackhawk Network Holdings, Inc                       | Blackhawk Network Holdings Inc 2025 Term Loan B                                                                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    158251 | PA      | $159203.36    | 0.05%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                  | Blue Owl Finance LLC                                                                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568312.24    | 0.18%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                               | Blue Stream Issuer LLC                                                                                                           | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101589.82    | 0.03%             | 2053-05-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                               | Blue Stream Issuer LLC                                                                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1021981.70   | 0.32%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                               | Blue Stream Issuer LLC                                                                                                           | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50960.18     | 0.02%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301771.67    | 0.09%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                             | Boeing Co/The                                                                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9857.04      | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                         | Boeing Co/The                                                                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $152383.08    | 0.05%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                         | Boeing Co/The                                                                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $91536.75     | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOWHEAD SPECIALTY HOLD                                | Bowhead Specialty Holdings Inc                                                                                                   | CUSIP: 10240LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $797993.44    | 0.25%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                   | Brant Point CLO 2025-7 Ltd                                                                                                       | CUSIP: 10548TAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $372442.00    | 0.12%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                              | British Telecommunications PLC                                                                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193617.40    | 0.06%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                              | Builders FirstSource Inc                                                                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $575720.42    | 0.18%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bulldog Purchaser Inc                                 | Bulldog Purchaser Inc 2025 Term Loan                                                                                             | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |    546114 | PA      | $550267.22    | 0.17%             | 2031-06-27      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                          | Business Jet Securities 2022-1 LLC                                                                                               | CUSIP: 12327AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168235 | PA      | $168149.12    | 0.05%             | 2037-06-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                          | Business Jet Securities 2024-1 LLC                                                                                               | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347738 | PA      | $360238.36    | 0.11%             | 2039-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                               | Buttermilk Park CLO Ltd                                                                                                          | CUSIP: 12416PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $740472.75    | 0.23%             | 2031-10-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                              | BX Commercial Mortgage Trust 2024-AIRC                                                                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93620 | PA      | $94493.85     | 0.03%             | 2041-08-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                              | BXMT 2020-FL2 LTD                                                                                                                | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246546.48    | 0.08%             | 2038-02-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10473.28     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     28000 | PA      | $20178.05     | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1281502.53   | 0.40%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                               | CARS-DB4 LP                                                                                                                      | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $183901.28    | 0.06%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                               | CARS-DB7 LP                                                                                                                      | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            |  | US        |     97750 | PA      | $98619.35     | 0.03%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                               | CARS-DB7 LP                                                                                                                      | CUSIP: 12510HAU4<br>LEI: N/A                  | Long             | ABS-O            |  | US        |    320000 | PA      | $322534.14    | 0.10%             | 2053-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                       | CCRR Parent Inc Term Loan B                                                                                                      | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297142 | PA      | $87285.51     | 0.03%             | 2028-03-06      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                          | CD 2017-CD4 Mortgage Trust                                                                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    763520 | PA      | $7540.76      | 0.00%             | 2050-05-10      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust                     | CG-CCRE Commercial Mortgage Trust 2014-FL2                                                                                       | CUSIP: 12528PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96080 | PA      | $26861.28     | 0.01%             | 2031-11-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust                     | CG-CCRE Commercial Mortgage Trust 2014-FL2                                                                                       | CUSIP: 12528PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187584 | PA      | $6799.92      | 0.00%             | 2031-11-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                        | CFMT 2022-HB9 LLC                                                                                                                | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97180.42     | 0.03%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                    | CFC Bidco 2022 Ltd Term Loan B                                                                                                   | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550000 | PA      | $536937.50    | 0.17%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                | CHL Mortgage Pass-Through Trust 2007-10                                                                                          | CUSIP: 12545CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114907 | PA      | $50652.15     | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                             | CIM TRUST 2025-R1                                                                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92359 | PA      | $92146.98     | 0.03%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS Energy Corp                                                                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61735.44     | 0.02%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                            | CPI CG Inc                                                                                                                       | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    349000 | PA      | $371415.80    | 0.12%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                               | CNO Financial Group Inc                                                                                                          | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |      2000 | NS      | $38000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                               | CNO Financial Group Inc                                                                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53012.43     | 0.02%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2012-CCRE3 Mortgage Trust                                                                                                   | CUSIP: 12624PAL9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    435016 | PA      | $419133.71    | 0.13%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CSAB Mortgage Backed Trust                            | CSAB Mortgage-Backed Trust 2006-2                                                                                                | CUSIP: 12627HAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1857684 | PA      | $103775.07    | 0.03%             | 2036-09-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                      | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74382.64     | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC Mortgage-Backed Trust 2007-1                                                                                                | CUSIP: 126378AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587821 | PA      | $39214.28     | 0.01%             | 2022-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC Mortgage-Backed Trust 2007-2                                                                                                | CUSIP: 126384CF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21865 | PA      | $16571.72     | 0.01%             | 2037-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC 2021-RPL4 Trust                                                                                                             | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     85409 | PA      | $85142.76     | 0.03%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                        | CVR Energy Inc                                                                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102857.24    | 0.03%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                       | CVS Health Corp                                                                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52484.90     | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2004-13CB                                                                                                 | CUSIP: 12667FKK0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    170961 | PA      | $128862.90    | 0.04%             | 2034-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2004-16CB                                                                                                 | CUSIP: 12667FLT0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     26416 | PA      | $26255.13     | 0.01%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2004-16CB                                                                                                 | CUSIP: 12667FLZ6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     22681 | PA      | $22546.04     | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2004-J10                                                                                                  | CUSIP: 12667FVB8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     19440 | PA      | $19791.96     | 0.01%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2007-OA7                                                                                                  | CUSIP: 126680AA5<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-MBS          | CORP              | US        |     91754 | PA      | $85443.75     | 0.03%             | 2047-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                    | Alternative Loan Trust 2003-22CB                                                                                                 | CUSIP: 12669FEE9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     44079 | PA      | $44956.05     | 0.01%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                | CHL Mortgage Pass-Through Trust 2004-HYB4                                                                                        | CUSIP: 12669FV75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2710 | PA      | $2628.59      | 0.00%             | 2034-09-20      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                      | COLT 2025-3 Mortgage Loan Trust                                                                                                  | CUSIP: 12674LAC7<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    120427 | PA      | $121013.32    | 0.04%             | 2070-03-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                             | Caesars Entertainment Inc Term Loan B                                                                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     97605 | PA      | $97092.36     | 0.03%             | 2030-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                             | Caesars Entertainment Inc 2024 Term Loan B1                                                                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     98747 | PA      | $98006.87     | 0.03%             | 2031-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                | Canyon Capital CLO 2016-1 Ltd                                                                                                    | CUSIP: 13876EAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $966364.00    | 0.30%             | 2031-07-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Capmark Military Housing Trust                        | Capmark Military Housing Trust                                                                                                   | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88526 | PA      | $86267.74     | 0.03%             | 2052-10-10      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Cvent, Inc.                                           | Cvent Inc 2025 Term Loan B                                                                                                       | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |     99250 | PA      | $99316.50     | 0.03%             | 2030-06-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                 | Capstone Borrower Inc                                                                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154631.07    | 0.05%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                      | Carlyle Global Market Strategies CLO 2014-2R Ltd                                                                                 | CUSIP: 14314NAA9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503200.00    | 0.16%             | 2031-05-15      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                 | Carriage Services Inc                                                                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96727.35     | 0.03%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                        | Carrington Mortgage Loan Trust Series 2005-NC3                                                                                   | CUSIP: 144531DC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $286339.35    | 0.09%             | 2035-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                        | Carval Clo X-C Ltd                                                                                                               | CUSIP: 146918AC1<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $285674.88    | 0.09%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                  | Castlelake Aircraft Securitization Trust 2018-1                                                                                  | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25695 | PA      | $25440.19     | 0.01%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust              | Castlelake Aircraft Structured Trust 2025-1                                                                                      | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    233660 | PA      | $237785.02    | 0.07%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                  | Cengage Learning Inc 2024 1st Lien Term Loan B                                                                                   | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    109969 | PA      | $110550.74    | 0.03%             | 2031-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                    | Central Parent Inc 2024 Term Loan B                                                                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    609196 | PA      | $517993.67    | 0.16%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding 50 LLC                                                                                                     | CUSIP: 15673UAE7<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505493.00    | 0.16%             | 2037-07-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding XLIV LLC                                                                                                   | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251495.00    | 0.08%             | 2036-01-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding XLVI LP                                                                                                    | CUSIP: 15675BAC1<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251419.50    | 0.08%             | 2036-07-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding XLV LLC                                                                                                    | CUSIP: 15675FAE8<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250965.25    | 0.08%             | 2036-04-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding 52 LLC                                                                                                     | CUSIP: 15675MAE3<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $248534.25    | 0.08%             | 2037-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cerberus                                              | Cerberus Loan Funding XLVII LLC                                                                                                  | CUSIP: 156945AG2<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250802.25    | 0.08%             | 2036-07-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67578.28     | 0.02%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11318.62     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $38065.09     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $243235.91    | 0.08%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                              | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $31808.01     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                    | Chase Mortgage Finance Trust Series 2007-S3                                                                                      | CUSIP: 16163HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1244448 | PA      | $509332.48    | 0.16%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chef's Warehouse Leasing Co LLC (The)                 | Chef's Warehouse Leasing Co LLC (The) 2022 Term Loan B                                                                           | CUSIP: 16308TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82083 | PA      | $82733.40     | 0.03%             | 2029-08-23      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                               | Chenango Park CLO Ltd                                                                                                            | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495626.50    | 0.15%             | 2030-04-15      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                | Choice Hotels International Inc                                                                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    545000 | PA      | $556756.57    | 0.17%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| CION INVESTMENT CORP                                  | CION Investment Corp                                                                                                             | CUSIP: 17259U303<br>LEI: 549300XN70JLF94XKX80 | Long             | EP               | CORP              | US        |     20000 | NS      | $503400.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| CION INVESTMENT CORP                                  | CION Investment Corp                                                                                                             | CUSIP: 17259UAA3<br>LEI: 549300XN70JLF94XKX80 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229560.97    | 0.07%             | 2026-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                            | Citadel LP                                                                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26591.47     | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                            | Citadel LP                                                                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31385.77     | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                              | Citadel Securities Global Holdings LLC                                                                                           | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263789.62    | 0.08%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150047.96    | 0.05%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509484.50    | 0.16%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274159.72    | 0.09%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103163.30    | 0.03%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                         | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                                   | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    140909 | PA      | $141495.98    | 0.04%             | 2032-04-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                         | Citrin Cooperman Advisors LLC 2025 Delayed Draw Term Loan                                                                        | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |      9091 | PA      | $9128.77      | 0.00%             | 2032-04-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                   | CitiMortgage Alternative Loan Trust Series 2006-A5                                                                               | CUSIP: 18974BAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113155 | PA      | $88461.70     | 0.03%             | 2036-10-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                   | CitiMortgage Alternative Loan Trust Series 2007-A6                                                                               | CUSIP: 18976GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1011960 | PA      | $934119.54    | 0.29%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                       | Cogent Ipv4 LLC                                                                                                                  | CUSIP: 19240JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $596054.86    | 0.19%             | 2055-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                         | Comerica Bank                                                                                                                    | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2268597.40   | 0.71%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                              | Compass Minerals International Inc                                                                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162332.74    | 0.05%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                                 | Compeer Financial ACA                                                                                                            | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1429967.95   | 0.45%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CONTRA CONCERT PHARMAC                                | CONTRA CONCERT PHARMAC                                                                                                           | CUSIP: 206CVR011<br>LEI: 529900PYI5BSGQNATP82 | N/A              | DE               |  | US        |    213778 | NS      | $103489.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                    | Congruex Group LLC Term Loan                                                                                                     | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |     47031 | PA      | $38683.16     | 0.01%             | 2029-05-03      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                              | Connect Finco SARL / Connect US Finco LLC                                                                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    290000 | PA      | $307976.87    | 0.10%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                         | CoreLogic Inc Term Loan                                                                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    545725 | PA      | $546964.19    | 0.17%             | 2028-06-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                              | Corebridge Financial Inc                                                                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2146668.78   | 0.67%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                              | Corebridge Financial Inc                                                                                                         | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    169000 | PA      | $173986.62    | 0.05%             | 2030-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                           | Corevest American Finance 2020-4 Trust                                                                                           | CUSIP: 21873AAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $285876.10    | 0.09%             | 2052-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                         | CoreWeave Inc                                                                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1284514.49   | 0.40%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                         | CoreWeave Inc                                                                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $926947.70    | 0.29%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                | Cox Communications Inc                                                                                                           | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $47578.56     | 0.01%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                | Cox Communications Inc                                                                                                           | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42972.64     | 0.01%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities        | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                                                                    | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23495 | PA      | $24242.23     | 0.01%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities        | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                                                                    | CUSIP: 225470FM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2259346 | PA      | $483431.26    | 0.15%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities        | Credit Suisse First Boston Mortgage Securities Corp                                                                              | CUSIP: 2254W0PC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855514 | PA      | $415403.46    | 0.13%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT CAPITAL BDC INC                              | Crescent Capital BDC Inc                                                                                                         | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |      8900 | NS      | $222945.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                             | Crocs Inc                                                                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125384.36    | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                          | CSMC Mortgage-Backed Trust 2006-6                                                                                                | CUSIP: 22942JAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593197 | PA      | $259124.02    | 0.08%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cube Industrials Buyer Inc                            | Cube Industrials Buyer Inc 2024 Term Loan                                                                                        | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    149250 | PA      | $149311.94    | 0.05%             | 2031-10-17      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                | Cushman & Wakefield US Borrower LLC                                                                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71418.19     | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                              | DSLA Mortgage Loan Trust 2005-AR5                                                                                                | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82807 | PA      | $43620.42     | 0.01%             | 2045-09-19      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Drake Software LLC                                    | Drake Software LLC 2024 Term Loan B                                                                                              | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |    526376 | PA      | $518480.39    | 0.16%             | 2031-06-26      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                               | Dai-ichi Life Insurance Co Ltd/The                                                                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209760.80    | 0.07%             | 2035-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDINGS LTD                                | DaVinciRe Holdings Ltd                                                                                                           | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    800000 | PA      | $826086.98    | 0.26%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                            | DaVita Inc                                                                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    410000 | PA      | $379692.60    | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                          | DAYFORCE INC 2025 TERM LOAN                                                                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    200000 | PA      | $199644.00    | 0.06%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc             | Dermatology Intermediate Holdings III Inc 2022 Term Loan B                                                                       | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |     97475 | PA      | $94327.65     | 0.03%             | 2029-03-30      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc.                    | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1                                                             | CUSIP: 25157GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55717 | PA      | $51579.14     | 0.02%             | 2036-04-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage and Asset Receiving Corp.           | Deutsche Mortgage & Asset Receiving Corp                                                                                         | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |   1333528 | PA      | $1095800.68   | 0.34%             | 2037-07-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Digital Brige Issuer LLC                              | DigitalBridge Issuer LLC                                                                                                         | CUSIP: 25402JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $348353.66    | 0.11%             | 2051-09-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                       | Discovery Purchaser Corporation Term Loan                                                                                        | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    238204 | PA      | $229485.02    | 0.07%             | 2029-10-04      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO INTERINSURANC                              | Doctors Co An Interinsurance Exchange/The                                                                                        | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315404.83    | 0.10%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-179.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $22802.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                     | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-110.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                           | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-460.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                   | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $409.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                   | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-209.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-2156.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                   | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-26.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-1009.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                   | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $302.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                   | Dow Chemical Co/The                                                                                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102980.84    | 0.03%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| DRAWBRIDGE SPEC OPPOR FU                              | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin                                                  | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1074843.89   | 0.33%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                               | Dryden 40 Senior Loan Fund                                                                                                       | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $886574.00    | 0.28%             | 2031-08-15      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                               | Dryden 55 CLO Ltd                                                                                                                | CUSIP: 26245QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $395533.50    | 0.12%             | 2031-04-15      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                               | Dryden 87 CLO Ltd                                                                                                                | CUSIP: 26246HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $102863.10    | 0.03%             | 2038-08-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                     | Engineered Machinery Holdings Inc 2025 USD Term Loan                                                                             | CUSIP: 26658NAT6<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    173553 | PA      | $174876.27    | 0.05%             | 2032-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                     | Engineered Machinery Holdings Inc 2025 USD Delayed Draw Term Loan                                                                | CUSIP: 26658NAV1<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     25413 | PA      | $25607.26     | 0.01%             | 2032-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                                  | Dye & Durham Ltd                                                                                                                 | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     40000 | PA      | $37756.45     | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Eagle Broadband Investments LLC                       | Eagle Broadband Investments LLC Term Loan                                                                                        | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   2421749 | PA      | $2306715.92   | 0.72%             | 2027-11-12      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT CREDIT CO                                 | Eagle Point Credit Co Inc                                                                                                        | CUSIP: 269809885<br>LEI: 549300H82HTZTPXB6822 | Long             | EP               | CORP              | US        |     32000 | NS      | $764800.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Easy Street Mortgage Loan Trust                       | Easy Street Mortgage Loan Trust 2025-RTL2                                                                                        | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503401.95    | 0.16%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1291936.65   | 0.40%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                             | Eisner Advisory Group LLC 2024 Term Loan B                                                                                       | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |     98014 | PA      | $98826.39     | 0.03%             | 2031-02-28      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Elm Trust                                             | Elm 2020-4 Trust                                                                                                                 | CUSIP: 28924AAC5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-O            | CORP              | US        |      6735 | PA      | $6724.42      | 0.00%             | 2029-10-20      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                              | Encore Capital Group Inc                                                                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214914.60    | 0.07%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                      | Enstar Group Ltd                                                                                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    214000 | PA      | $192789.25    | 0.06%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                      | Enstar Group Ltd                                                                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    540000 | PA      | $569179.98    | 0.18%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                    | Enstar Finance LLC                                                                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $938362.98    | 0.29%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                | EQT AB                                                                                                                           | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    550000 | PA      | $566459.77    | 0.18%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | Equitable Holdings Inc                                                                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523339.50    | 0.16%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2025-HE1                                                                                                             | CUSIP: 30191LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120750 | PA      | $122357.93    | 0.04%             | 2055-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                  | EyeCare Partners LLC 2024 Second Out Term Loan B                                                                                 | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |       361 | PA      | $165.98       | 0.00%             | 2028-11-30      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                   | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    510000 | PA      | $470954.31    | 0.15%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                   | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96610.02     | 0.03%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                   | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124375.46    | 0.04%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                  | FS Rialto 2021-FL3                                                                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $274596.07    | 0.09%             | 2036-11-16      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| FR Refuel LLC                                         | FR Refuel LLC Term Loan                                                                                                          | CUSIP: 30323KAC6<br>LEI: 549300Y6GW0LGV84NW77 | Long             | LON              | CORP              | US        |     86496 | PA      | $86171.38     | 0.03%             | 2028-11-08      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                  | FS Rialto 2025-FL10 Issuer LLC                                                                                                   | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98582.86     | 0.03%             | 2042-08-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX INDIA HOLDINGS                                | Fairfax India Holdings Corp                                                                                                      | CUSIP: 303897AA0<br>LEI: 549300K2JHXU7AX7CV78 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $307687.49    | 0.10%             | 2028-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                  | Falcon Aerospace Ltd 2017-1                                                                                                      | CUSIP: 30605YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20574 | PA      | $20574.65     | 0.01%             | 2042-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                      | Farmers Insurance Exchange                                                                                                       | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61973.40     | 0.02%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                        | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136BJZA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1696177 | PA      | $10993.09     | 0.00%             | 2028-03-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                                  | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478194 | PA      | $491929.01    | 0.15%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                                                                                  | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39111 | PA      | $40234.27     | 0.01%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                            | FedEx Corp                                                                                                                       | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43464.69     | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                                                                                 | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124907 | PA      | $128397.30    | 0.04%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                 | Fidelis Insurance Holdings Ltd                                                                                                   | CUSIP: 31575FAB2<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   1155000 | PA      | $1151319.34   | 0.36%             | 2041-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                 | Fidelis Insurance Holdings Ltd                                                                                                   | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $596364.45    | 0.19%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2024-HE6                                                                                                             | CUSIP: 31684DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119240 | PA      | $120465.05    | 0.04%             | 2054-12-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2024-HE3                                                                                                             | CUSIP: 31684GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104038 | PA      | $105991.07    | 0.03%             | 2054-07-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2024-HE1                                                                                                             | CUSIP: 31684HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64427 | PA      | $66124.93     | 0.02%             | 2054-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                           | FIGRE Trust 2024-HE2                                                                                                             | CUSIP: 316927AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99878 | PA      | $102700.99    | 0.03%             | 2054-05-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                     | GIP Pilot Acquisition Partners LP 2025 Term Loan B                                                                               | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     48300 | PA      | $48472.50     | 0.02%             | 2030-10-04      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates     | First Franklin Mortgage Loan Trust 2006-FF16                                                                                     | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389055 | PA      | $158516.81    | 0.05%             | 2036-12-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities         | First Horizon Alternative Mortgage Securities Trust 2007-FA4                                                                     | CUSIP: 32052WAG4<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    202406 | PA      | $65328.17     | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Investment Solutions Inc                       | Fiserv Investment Solutions Inc 2020 Term Loan B                                                                                 | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97927 | PA      | $97046.09     | 0.03%             | 2027-02-18      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                | Five Guys Holdings Inc                                                                                                           | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    198000 | PA      | $203910.89    | 0.06%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                          | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     49500 | PA      | $49639.41     | 0.02%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                              | Focus Financial Partners LLC                                                                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515117.42    | 0.16%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                              | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1764556.53   | 0.55%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities CLO LP                  | Fortress Credit Opportunities IX CLO Ltd                                                                                         | CUSIP: 34961JBC7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250461.75    | 0.08%             | 2033-10-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                           | Fortress Credit BSL XV Ltd                                                                                                       | CUSIP: 34964WAS1<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250390.50    | 0.08%             | 2033-10-18      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                              | Fortitude Group Holdings LLC                                                                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52149.22     | 0.02%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                 | Foundry JV Holdco LLC                                                                                                            | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205933.45    | 0.06%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Bonds Resec Trust        | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1                                                   | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   2608159 | PA      | $157619.64    | 0.05%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Bonds Resec Trust        | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1                                                   | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   1347100 | PA      | $77419.66     | 0.02%             | 2052-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Bonds Resec Trust        | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1                                                   | CUSIP: 35563CAT5<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   3977692 | PA      | $193676.60    | 0.06%             | 2052-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                  | FREMF 2025-K170 Mortgage Trust                                                                                                   | CUSIP: 356920AN8<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |  61049619 | PA      | $365473.54    | 0.11%             | 2063-02-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                  | FREMF 2025-K170 Mortgage Trust                                                                                                   | CUSIP: 356920AQ1<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |  13864625 | PA      | $85474.72     | 0.03%             | 2063-02-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                  | FREMF 2025-K170 Mortgage Trust                                                                                                   | CUSIP: 356920AS7<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   3747222 | PA      | $1659587.85   | 0.52%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2019-RPL1 Trust                                                                                                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20351 | PA      | $19914.28     | 0.01%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2022-NQM5 Trust                                                                                                             | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73000 | PA      | $72818.27     | 0.02%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2023-NQM2 Trust                                                                                                             | CUSIP: 36169DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102877 | PA      | $102589.85    | 0.03%             | 2067-11-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2025-NQM1 Trust                                                                                                             | CUSIP: 36171GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248423 | PA      | $251099.06    | 0.08%             | 2069-11-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                               | GSR Mortgage Loan Trust 2005-9F                                                                                                  | CUSIP: 362341S26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491784 | PA      | $211029.34    | 0.07%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                               | GSR Mortgage Loan Trust 2005-AR6                                                                                                 | CUSIP: 362341SF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33362 | PA      | $30186.01     | 0.01%             | 2035-09-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                | GSAA Home Equity Trust 2006-10                                                                                                   | CUSIP: 362375AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507631 | PA      | $111246.21    | 0.03%             | 2036-06-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                               | GSR Mortgage Loan Trust 2005-4F                                                                                                  | CUSIP: 36242DY31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24863 | PA      | $24452.93     | 0.01%             | 2035-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Corp Trust 2020-DUNE                                                                                      | CUSIP: 36258BAS7<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    207355 | PA      | $198946.11    | 0.06%             | 2036-12-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| GCAT                                                  | GCAT 2024-NQM2 Trust                                                                                                             | CUSIP: 36831CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55481 | PA      | $56182.14     | 0.02%             | 2059-06-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| GEON Performance Solutions LLC                        | GEON Performance Solutions LLC 2021 Term Loan                                                                                    | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3306828 | PA      | $2633062.02   | 0.82%             | 2028-08-18      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Gibson Brands Inc                                     | Gibson Brands Inc 2021 Term Loan                                                                                                 | CUSIP: 37476YAB8<br>LEI: 549300KU4ACNZQGB7J14 | Long             | LON              | CORP              | US        |     96000 | PA      | $87640.32     | 0.03%             | 2028-08-11      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                               | Global Partners LP / GLP Finance Corp                                                                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25417.38     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                               | Global Partners LP / GLP Finance Corp                                                                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $563517.35    | 0.18%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122359.60    | 0.04%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1515696.08   | 0.47%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    465000 | PA      | $467962.62    | 0.15%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                      | Gloves Buyer Inc 2025 Term Loan                                                                                                  | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    345000 | PA      | $343921.88    | 0.11%             | 2032-05-21      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD               | Goldentree Loan Management US Clo 9 Ltd                                                                                          | CUSIP: 38138JAU7<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251464.50    | 0.08%             | 2037-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD               | Goldentree Loan Management US Clo 9 Ltd                                                                                          | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251217.75    | 0.08%             | 2037-04-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $953280.90    | 0.30%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104393.94    | 0.03%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98909.24     | 0.03%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                     | Golub Capital BDC Inc                                                                                                            | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163796.83    | 0.05%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                        | Golub Capital Partners ABS Funding 2020-1 Ltd                                                                                    | CUSIP: 38177UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     50497 | PA      | $50371.47     | 0.02%             | 2029-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                        | Golub Capital Partners Clo 46M Ltd                                                                                               | CUSIP: 38178UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251034.50    | 0.08%             | 2037-04-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                 | Golub Capital Private Credit Fund                                                                                                | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1033761.71   | 0.32%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                        | Golub Capital Partners CLO 16M-R3                                                                                                | CUSIP: 38181EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1101360.70   | 0.34%             | 2039-08-09      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                        | Golub Capital Partners CLO 69M                                                                                                   | CUSIP: 38182GAG9<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $751810.50    | 0.23%             | 2038-11-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                       | Golub Capital Partners CLO 74 B Ltd                                                                                              | CUSIP: 38190BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250705.75    | 0.08%             | 2037-07-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                  | GrafTech Finance Inc                                                                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $78487.50     | 0.02%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                              | GrafTech Global Enterprises Inc                                                                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26250.00     | 0.01%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                              | Graphic Packaging International LLC                                                                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101988.20    | 0.03%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| GREAT LAKES DREDGE&DOCK                               | Great Lakes Dredge & Dock Corp                                                                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196128.44    | 0.06%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POWERGRID SERVICES LLC                                | PowerGrid Services LLC Term Loan                                                                                                 | CUSIP: 39814QAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175443 | PA      | $175442.64    | 0.05%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| POWERGRID SERVICES LLC                                | PowerGrid Services LLC Delayed Draw Term Loan                                                                                    | CUSIP: 39814QAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54118 | PA      | $54117.65     | 0.02%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| POWERGRID SERVICES LLC                                | PowerGrid Services LLC Revolver                                                                                                  | CUSIP: 39814QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $111600.00    | 0.03%             | 2030-07-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                      | HF Sinclair Corp                                                                                                                 | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62739.38     | 0.02%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                | HA Sustainable Infrastructure Capital Inc                                                                                        | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    935000 | PA      | $980940.87    | 0.31%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                                | HPS Private Credit CLO 2025-3 LLC                                                                                                | CUSIP: 40445YAE4<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500647.50    | 0.16%             | 2037-07-20      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                                | HPS Private Credit CLO 2025-3 LLC                                                                                                | CUSIP: 40445YAG9<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500806.50    | 0.16%             | 2037-07-20      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Help At Home Inc                                      | Help At Home Inc 2024 Term Loan B                                                                                                | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |     24144 | PA      | $21273.34     | 0.01%             | 2031-09-24      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                | HA Sustainable Infrastructure Capital Inc                                                                                        | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1357637.16   | 0.42%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                        | HarborView Mortgage Loan Trust 2004-11                                                                                           | CUSIP: 41161PKA0<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    141076 | PA      | $112906.00    | 0.04%             | 2035-01-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                        | HarborView Mortgage Loan Trust 2006-12                                                                                           | CUSIP: 41162DAF6<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    152631 | PA      | $136731.74    | 0.04%             | 2038-01-19      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                | HAT Holdings I LLC / HAT Holdings II LLC                                                                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $924280.80    | 0.29%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                 | Helmerich & Payne Inc                                                                                                            | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271382.11    | 0.08%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                     | Herc Holdings Inc                                                                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244511.97    | 0.08%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                        | Hertz Corp/The                                                                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18165.64     | 0.01%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                              | Hess Midstream Operations LP                                                                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2093632.20   | 0.65%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                   | Hilcorp Energy I LP Term Loan B                                                                                                  | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   2039588 | PA      | $2045971.41   | 0.64%             | 2030-02-11      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                       | Hillenbrand Inc                                                                                                                  | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1305594.90   | 0.41%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HOLOGIC INC                                           | Hologic Inc                                                                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    620000 | PA      | $611556.23    | 0.19%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited       | HOMES 2024-AFC2 Trust                                                                                                            | CUSIP: 437920AE1<br>LEI: 254900GDF2MBHUV58Z95 | Long             | ABS-MBS          | CORP              | US        |    116066 | PA      | $116975.99    | 0.04%             | 2059-10-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                   | Hotwire Funding LLC                                                                                                              | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $738894.15    | 0.23%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HPS Investment Partners                               | Highbridge Loan Management 2013-2 Ltd                                                                                            | CUSIP: 44330FAA3<br>LEI: 549300BGJH0LJLGIUQ46 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502232.50    | 0.16%             | 2029-10-20      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| HUNT COS INC                                          | Hunt Cos Inc                                                                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98079.94     | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IMC Financing LLC                                     | IMC Financing LLC Term Loan B                                                                                                    | CUSIP: 44967NAB4<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |    547250 | PA      | $552383.21    | 0.17%             | 2032-06-18      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Inception Holdco Sarl                                 | Inception Holdco Sarl 2025 USD Repriced Term Loan                                                                                | CUSIP: 45073SAD7<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    547628 | PA      | $552934.01    | 0.17%             | 2031-04-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                      | ITT Holdings LLC                                                                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120064.93    | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                              | iHeartCommunications Inc                                                                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    104000 | PA      | $91093.08     | 0.03%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ilpea Parent Inc                                      | Ilpea Parent Inc 2021 Term Loan                                                                                                  | CUSIP: 45236FAF4<br>LEI: 5493002IJGO6IOH86T22 | Long             | LON              | CORP              | US        |    462200 | PA      | $462202.19    | 0.14%             | 2028-06-22      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Imagefirst Holdings LLC                               | Imagefirst Holdings LLC 2025 Term Loan B                                                                                         | CUSIP: 45249TAR3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149625 | PA      | $149999.81    | 0.05%             | 2032-03-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                     | Imperial Fund Mortgage Trust 2021-NQM3                                                                                           | CUSIP: 452762AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1524493.00   | 0.48%             | 2056-11-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                               | Crescent Energy Finance LLC                                                                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2202347.37   | 0.69%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                      | IndyMac INDX Mortgage Loan Trust 2005-AR11                                                                                       | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157456 | PA      | $116207.44    | 0.04%             | 2035-08-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                      | IndyMac INDX Mortgage Loan Trust 2004-AR7                                                                                        | CUSIP: 45660NU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91582 | PA      | $74500.19     | 0.02%             | 2034-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                      | IndyMac INDX Mortgage Loan Trust 2007-AR5                                                                                        | CUSIP: 45669EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736567 | PA      | $593430.91    | 0.18%             | 2037-05-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Power Services Holding Company                        | Power Services Holding Company 2024 6th Amendment Incremental DDTL                                                               | CUSIP: 45830EAE0<br>LEI: 5493009CNIDZ8CGYWM80 | Long             | LON              | CORP              | US        |     32132 | PA      | $32052.34     | 0.01%             | 2028-11-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Power Services Holding Company                        | Power Services Holding Company 2024 6th Amendment Incremental Term Loan                                                          | CUSIP: 45830EAF7<br>LEI: 5493009CNIDZ8CGYWM80 | Long             | LON              | CORP              | US        |     67149 | PA      | $67010.09     | 0.02%             | 2028-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                 | Iridium Satellite LLC 2024 Term Loan B                                                                                           | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   1968435 | PA      | $1922786.71   | 0.60%             | 2030-09-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                     | Iron Mountain Inc                                                                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    378000 | PA      | $360689.97    | 0.11%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                                                    | CUSIP: 46590MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1216367 | PA      | $536.05       | 0.00%             | 2049-08-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust            | JPMDB Commercial Mortgage Securities Trust 2017-C5                                                                               | CUSIP: 46590TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169765 | PA      | $903.05       | 0.00%             | 2050-03-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                              | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                       | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $77795.15     | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                | JB Poindexter & Co Inc                                                                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31461.78     | 0.01%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2004-S1                                                                                                 | CUSIP: 466247EV1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    138869 | PA      | $143749.17    | 0.04%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2007-A1                                                                                                 | CUSIP: 46630GAN5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      4312 | PA      | $4325.95      | 0.00%             | 2035-07-25      | Variable      | 6.19%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2007-S3                                                                                                 | CUSIP: 46631NEA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    521154 | PA      | $215739.09    | 0.07%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                    | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103662 | PA      | $100987.44    | 0.03%             | 2047-12-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219000 | PA      | $217014.96    | 0.07%             | 2032-05-05      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $221500.23    | 0.07%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $257091.63    | 0.08%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $269652.69    | 0.08%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299000 | PA      | $289651.14    | 0.09%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                                                                  | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683000 | PA      | $4768.26      | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                     | Jamestown CLO XVIII Ltd                                                                                                          | CUSIP: 47047RAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500962.50    | 0.16%             | 2035-07-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                               | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $283864.85    | 0.09%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                               | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $600562.40    | 0.19%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                               | Jefferies Financial Group Inc                                                                                                    | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    280000 | PA      | $297521.78    | 0.09%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                              | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $578033.94    | 0.18%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                               | Jefferies Financial Group Inc                                                                                                    | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $280339.64    | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                               | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2655000 | PA      | $2677132.64   | 0.83%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    385000 | PA      | $400168.23    | 0.12%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KBR INC                                               | KBR Inc                                                                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221698.13    | 0.07%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                   | KKR Apple Bidco LLC 2025 Term Loan                                                                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    148500 | PA      | $149433.32    | 0.05%             | 2031-09-23      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| KKR CORE HLDG CO LLC                                  | KKR CORE HLDG CO LLC                                                                                                             | CUSIP: 48255KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     83668 | PA      | $77263.43     | 0.02%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                     | KREF 2021-FL2 Ltd                                                                                                                | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99031.74     | 0.03%             | 2039-02-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                            | Kaseya Inc 2025 1st Lien Term Loan B                                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     99250 | PA      | $99454.46     | 0.03%             | 2032-03-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                    | Kennedy-Wilson Inc                                                                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52857.84     | 0.02%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                    | Kennedy-Wilson Inc                                                                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94507.00     | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                      | Kestrel Aircraft Funding Ltd                                                                                                     | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     78396 | PA      | $78442.82     | 0.02%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                   | Kinetik Holdings LP                                                                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100944.20    | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                   | Kinetik Holdings LP                                                                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96852.71     | 0.03%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Knife River HoldCo                                    | Knife River HoldCo Term Loan                                                                                                     | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198500 | PA      | $199740.63    | 0.06%             | 2032-03-08      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| County of Knox IN                                     | KNOX CNTY IN ECON DEV REVENUE                                                                                                    | CUSIP: 499396AV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5018.44      | 0.00%             | 2034-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KUVARE US HOLDINGS INC                                | Kuvare US Holdings Inc                                                                                                           | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41200.08     | 0.01%             | 2051-02-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                   | LCM XVII LP                                                                                                                      | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $581655.00    | 0.18%             | 2031-10-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                   | LCM 26 Ltd                                                                                                                       | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $297447.00    | 0.09%             | 2031-01-20      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                   | LCM Loan Income Fund I Income Note Issuer Ltd                                                                                    | CUSIP: 50200LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $312454.00    | 0.10%             | 2031-07-16      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                   | LCM 35 Ltd                                                                                                                       | CUSIP: 50203NAC3<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $54104.96     | 0.02%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                   | LCM 37 Ltd                                                                                                                       | CUSIP: 50204FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $27981.30     | 0.01%             | 2034-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                           | Legacy Mortgage Asset Trust 2021-GS3                                                                                             | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161648 | PA      | $161778.22    | 0.05%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                           | Legacy Mortgage Asset Trust 2021-GS2                                                                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538963 | PA      | $539551.77    | 0.17%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                 | Lehman Mortgage Trust 2006-2                                                                                                     | CUSIP: 52520MGL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450068 | PA      | $454445.44    | 0.14%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                 | Lehman Mortgage Trust 2007-1                                                                                                     | CUSIP: 52521FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649315 | PA      | $660560.05    | 0.21%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                       | Lehman XS Trust Series 2006-2N                                                                                                   | CUSIP: 525221HA8<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |     60257 | PA      | $54964.21     | 0.02%             | 2046-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                         | Darktrace PLC 1st Lien Term Loan                                                                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    278897 | PA      | $280268.27    | 0.09%             | 2031-10-09      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| LendingTree Inc                                       | LendingTree Inc 2025 Term Loan                                                                                                   | CUSIP: 52602KAE8<br>LEI: 549300ISY5YHUJZTON08 | Long             | LON              | CORP              | US        |   2621630 | PA      | $2621629.50   | 0.82%             | 2030-08-21      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                 | Level 3 Financing Inc 2025 Repriced Term Loan B4                                                                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     20000 | PA      | $20082.50     | 0.01%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                              | Liberty Mutual Group Inc                                                                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    220000 | PA      | $147218.26    | 0.05%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                        | LoanCore 2022-CRE7 Issuer Ltd                                                                                                    | CUSIP: 53946PAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $199611.58    | 0.06%             | 2037-01-17      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                       | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                               | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99218.62     | 0.03%             | 2042-08-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                        | LoanCore 2021-CRE5 Issuer Ltd                                                                                                    | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250171.98    | 0.08%             | 2036-07-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                        | LoanCore 2021-CRE5 Issuer Ltd                                                                                                    | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100103.83    | 0.03%             | 2036-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd.                       | LoanCore 2021-CRE6 Issuer Ltd                                                                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100150.82    | 0.03%             | 2038-11-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                        | Long Beach Mortgage Loan Trust 2006-9                                                                                            | CUSIP: 54251WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3031931 | PA      | $943242.41    | 0.29%             | 2036-10-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Ltd                       | LSTAR Securities Investment Ltd 2024-1                                                                                           | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98751 | PA      | $100164.40    | 0.03%             | 2029-01-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                              | MAPS 2021-1 Trust                                                                                                                | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171311 | PA      | $164315.51    | 0.05%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                          | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                                                                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     78561 | PA      | $78875.58     | 0.02%             | 2030-12-31      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                          | MPH Acquisition Holdings LLC 2025 Second Out Term Loan                                                                           | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    651224 | PA      | $613778.54    | 0.19%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                       | MV Holding GmbH 2025 USD Term Loan B                                                                                             | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    179101 | PA      | $180071.85    | 0.06%             | 2032-03-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Mach I                                                | MACH 1 Cayman 2019-1 Ltd                                                                                                         | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     39187 | PA      | $38861.34     | 0.01%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                               | Macy's Retail Holdings LLC                                                                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    741000 | PA      | $748602.66    | 0.23%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                               | Macy's Retail Holdings LLC                                                                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $477551.70    | 0.15%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                              | Madison Park Funding LVIII Ltd                                                                                                   | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251453.00    | 0.08%             | 2037-04-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                              | Madison Park Funding LIX Ltd                                                                                                     | CUSIP: 55822EAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $305814.66    | 0.10%             | 2037-04-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                              | Main Street Capital Corp                                                                                                         | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1029363.82   | 0.32%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                       | Masterbrand Inc                                                                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1706386.47   | 0.53%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                         | MASTR Alternative Loan Trust 2003-9                                                                                              | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9974 | PA      | $10063.21     | 0.00%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                         | MASTR Alternative Loan Trust 2004-5                                                                                              | CUSIP: 576434RF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6992 | PA      | $7075.52      | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                         | MASTR Alternative Loan Trust 2004-5                                                                                              | CUSIP: 576434RG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7958 | PA      | $8184.87      | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                         | MASTR Alternative Loan Trust 2004-8                                                                                              | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42983 | PA      | $43384.30     | 0.01%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                | Mauser Packaging Solutions Holding Co                                                                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99793.50     | 0.03%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                 | McGraw-Hill Education Inc                                                                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40457.76     | 0.01%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT INTL LTD                                    | MCDERMOTT INTL LTD                                                                                                               | CUSIP: 58004K406<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       440 | NS      | $6597.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                              | MEIJI YASUDA LIFE INSURA                                                                                                         | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207621.00    | 0.06%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bettcher Industries Inc                               | Bettcher Industries Inc 2021 Term Loan                                                                                           | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |    147700 | PA      | $149293.42    | 0.05%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                           | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                                                                        | CUSIP: 590219AE1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |       621 | PA      | $611.32       | 0.00%             | 2036-05-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                | Methanex US Operations Inc                                                                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2096651.61   | 0.65%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METIS ISSUER 2025 1 LLC                               | METIS ISSUER 2025 1 LLC                                                                                                          | CUSIP: 59155MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $253678.91    | 0.08%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Michael Baker International, LLC                      | Michael Baker International LLC 2025 Term Loan B                                                                                 | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396128 | PA      | $397530.09    | 0.12%             | 2028-12-01      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                           | Midcontinent Communications 2024 Term Loan B                                                                                     | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |    849250 | PA      | $848723.47    | 0.26%             | 2031-08-16      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                              | Mill City Securities 2024-RS2 Ltd                                                                                                | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69306 | PA      | $66836.02     | 0.02%             | 2069-08-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                              | Mill City Mortgage Loan Trust 2021-NMR1                                                                                          | CUSIP: 59982HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $258664.58    | 0.08%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                              | Mill City Securities 2024-RS1 Ltd                                                                                                | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129147 | PA      | $124577.66    | 0.04%             | 2069-11-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                              | Mill City Securities 2024-RS1 Ltd                                                                                                | CUSIP: 599920AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $143998.88    | 0.04%             | 2069-11-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                        | Milos CLO Ltd                                                                                                                    | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495926.50    | 0.15%             | 2030-10-20      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                              | Minerals Technologies Inc                                                                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163965.45    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                               | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102581.55    | 0.03%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                      | Modena Buyer LLC Term Loan                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    173623 | PA      | $173066.66    | 0.05%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Monroe Capital ABS Funding LTD                        | Monroe Capital ABS Funding 2021-1 Ltd                                                                                            | CUSIP: 610331AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     69467 | PA      | $69146.98     | 0.02%             | 2031-04-22      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Monroe Capital Income Plus ABS Funding LLC            | Monroe Capital Income Plus ABS Funding LLC                                                                                       | CUSIP: 61033MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107378 | PA      | $105143.33    | 0.03%             | 2032-04-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                       | Moran Foods LLC 2022 Extended Term Loan                                                                                          | CUSIP: 61647DAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12145 | PA      | $6601.09      | 0.00%             | 2026-06-30      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                       | Moran Foods LLC 2022 FLSO Term Loan                                                                                              | CUSIP: 61647DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5688 | PA      | $302.62       | 0.00%             | 2026-06-30      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                       | Moran Foods LLC 2023 FLSO PIK Term Loan 1                                                                                        | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13184 | PA      | $7.25         | 0.00%             | 2026-06-30      | Floating      | 15.02%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                    | Morgan Stanley Mortgage Loan Trust 2006-7                                                                                        | CUSIP: 61749JAE6<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |    194736 | PA      | $99328.87     | 0.03%             | 2036-06-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                            | Morgan Stanley ABS Capital I Inc Trust 2006-HE8                                                                                  | CUSIP: 61750SAF9<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |    244870 | PA      | $107976.09    | 0.03%             | 2036-10-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                            | Morgan Stanley ABS Capital I Inc Trust 2007-HE4                                                                                  | CUSIP: 61753VAD4<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |    328046 | PA      | $104664.49    | 0.03%             | 2037-02-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                    | Morgan Stanley Mortgage Loan Trust 2007-13                                                                                       | CUSIP: 61756HBN9<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |    222030 | PA      | $117634.89    | 0.04%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                             | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                        | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1046848.65   | 0.33%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                   | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $138312.54    | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| NFM & J LP                                            | NFM & J LP Term Loan                                                                                                             | CUSIP: 62910XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47724 | PA      | $47118.57     | 0.01%             | 2027-11-30      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| NFM & J LP                                            | NFM & J LP Delayed Draw Term Loan                                                                                                | CUSIP: 62910XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48514 | PA      | $47898.55     | 0.01%             | 2027-11-30      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                            | NLT 2025-NQM1 Trust                                                                                                              | CUSIP: 629154AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440097 | PA      | $464823.56    | 0.14%             | 2070-10-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                                | Nassau Cos of New York/The                                                                                                       | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $242718.69    | 0.08%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nassau 2019 CFO LLC                                   | Nassau 2019 CFO LLC                                                                                                              | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59561 | PA      | $54799.26     | 0.02%             | 2034-08-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                            | Navigator Aircraft ABS Ltd                                                                                                       | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    337011 | PA      | $323863.38    | 0.10%             | 2046-11-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman Loan Advisers CLO 60 Ltd                                                                                        | CUSIP: 640974AC5<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $201757.75    | 0.06%             | 2039-04-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman Loan Advisers CLO 26 Ltd                                                                                        | CUSIP: 64131NAA5<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $352646.00    | 0.11%             | 2038-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                              | Neuberger Berman Loan Advisers Clo 44 Ltd                                                                                        | CUSIP: 64134EAC8<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $139979.75    | 0.04%             | 2035-10-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                    | New Flyer Holdings Inc                                                                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107978.60    | 0.03%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                   | New Residential Mortgage Loan Trust 2025-NQM3                                                                                    | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    256459 | PA      | $260567.23    | 0.08%             | 2065-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                     | Newell Brands Inc                                                                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1244053.29   | 0.39%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                              | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     20100 | NS      | $508932.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1121521.29   | 0.35%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59907.91     | 0.02%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                | XPLR Infrastructure LP                                                                                                           | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600118.00    | 0.19%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| NIPPON LIFE INSURANCE                                 | Nippon Life Insurance Co                                                                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $431001.60    | 0.13%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                         | Nordstrom Inc                                                                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2379143.70   | 0.74%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                               | OI S.A.                                                                                                                          | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |     12251 | NS      | $6125.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                              | OHA Credit Partners VII Ltd                                                                                                      | CUSIP: 67102UAK5<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249099.00    | 0.08%             | 2038-02-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| OFS CAPITAL CORP                                      | OFS Capital Corp                                                                                                                 | CUSIP: 67103BAA8<br>LEI: 549300XTK3HSWPDBJD13 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79784.38     | 0.02%             | 2026-02-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                 | OnDeck Asset Securitization Trust IV LLC                                                                                         | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $342385.24    | 0.11%             | 2030-08-19      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                               | OHA Credit Partners XI Ltd                                                                                                       | CUSIP: 67109FBC8<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251092.25    | 0.08%             | 2037-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| System One Holdings LLC                               | System One Holdings LLC 2024 Term Loan B                                                                                         | CUSIP: 67114AAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1120745 | PA      | $1124247.11   | 0.35%             | 2028-03-02      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2024-NQM3 Trust                                                                                                              | CUSIP: 67118KAD5<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505991.35    | 0.16%             | 2063-12-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2024-NQM4 Trust                                                                                                              | CUSIP: 67118TAD6<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $151360.80    | 0.05%             | 2064-01-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2024-NQM6 Trust                                                                                                              | CUSIP: 67118XAD7<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $152288.01    | 0.05%             | 2064-02-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2024-NQM7 Trust                                                                                                              | CUSIP: 67119FAC7<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |     88250 | PA      | $89235.42     | 0.03%             | 2064-03-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                | Oaktree Specialty Lending Corp                                                                                                   | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83564.86     | 0.03%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| OAKTREE STRATEGIC CREDIT                              | Oaktree Strategic Credit Fund                                                                                                    | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    635000 | PA      | $654995.81    | 0.20%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Onslow Bay Financial LLC                              | OBX 2024-NQM5 Trust                                                                                                              | CUSIP: 67448NAD0<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100934.53    | 0.03%             | 2064-01-25      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Obsidian Issuer LLC                                   | Obsidian Issuer 2025-1 LLC                                                                                                       | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503852.98    | 0.16%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                   | Octagon Investment Partners XVI Ltd                                                                                              | CUSIP: 67590DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $225.00       | 0.00%             | 2030-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                   | Octagon Investment Partners XVI Ltd                                                                                              | CUSIP: 67590DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $883150.00    | 0.28%             | 2030-07-17      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.                  | Octagon Investment Partners 40 Ltd                                                                                               | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $453845.00    | 0.14%             | 2035-01-20      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| Octagon 74 Ltd                                        | Octagon 74 Ltd                                                                                                                   | CUSIP: 675960AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $169550.00    | 0.05%             | 2038-04-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon 78 Ltd                                        | Octagon 78 Ltd                                                                                                                   | CUSIP: 675963AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $268660.00    | 0.08%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                             | Olin Corp                                                                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2782412.61   | 0.87%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                   | Omnis Funding Trust                                                                                                              | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $261029.29    | 0.08%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                 | OnDeck Asset Securitization IV LLC                                                                                               | CUSIP: 68237DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $543946.10    | 0.17%             | 2032-04-19      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                             | ONEOK Inc                                                                                                                        | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110688.95    | 0.03%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                  | OneMain Finance Corp                                                                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49768.99     | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                  | OneMain Finance Corp                                                                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406204.35    | 0.13%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                                     | Operadora de Servicios Mega SA de CV Sofom ER                                                                                    | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $22000.00     | 0.01%             | 2025-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24262.42     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144104.51    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45300.48     | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                           | Oracle Corp                                                                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44520.46     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Orion US Finco Inc.                                   | Orion US Finco Inc 1st Lien Term Loan                                                                                            | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550000 | PA      | $553223.00    | 0.17%             | 2032-10-08      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                                   | Owl Rock CLO IX LLC                                                                                                              | CUSIP: 69120BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $247162.00    | 0.08%             | 2037-11-22      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                                   | Owl Rock CLO III Ltd                                                                                                             | CUSIP: 69120DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250532.00    | 0.08%             | 2036-04-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                                   | OWL Rock Clo XXI LLC                                                                                                             | CUSIP: 69120UAC7<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $350637.70    | 0.11%             | 2034-07-24      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                                   | Owl Rock CLO XVI LLC                                                                                                             | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250658.00    | 0.08%             | 2036-04-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO VIII, LLC                                | Owl Rock CLO VIII LLC                                                                                                            | CUSIP: 69121CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250795.00    | 0.08%             | 2037-04-24      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                              | Blue Owl Technology Finance Corp II                                                                                              | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2190386.77   | 0.68%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Owl Rock CLO I, Ltd                                   | Owl Rock CLO I LLC                                                                                                               | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251315.75    | 0.08%             | 2036-02-20      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust                          | Oxford Finance Funding Trust 2023-1                                                                                              | CUSIP: 69145CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157773 | PA      | $160266.51    | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Credit Fund III LP                     | Oxford Finance Credit Fund III 2024-A LP                                                                                         | CUSIP: 69145DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403606.32    | 0.13%             | 2032-01-14      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                              | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                                                             | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1063831.73   | 0.33%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Credit Fund III LP                     | Oxford Finance Credit Fund III 2025-A LP                                                                                         | CUSIP: 69145VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | PA      | $1825677.50   | 0.57%             | 2034-08-14      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| OXFORD LANE CAPITAL CORP                              | Oxford Lane Capital Corp                                                                                                         | CUSIP: 691543888<br>LEI: 549300G3KO4JNQQD7Z72 | Long             | EP               | CORP              | US        |     23400 | NS      | $570726.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP III                                               | PFP 2024-11 Ltd                                                                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     99553 | PA      | $99570.59     | 0.03%             | 2039-09-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2408609.34   | 0.75%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2024-RPL2 LLC                                                                                                               | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $481061.40    | 0.15%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PABST Financing Newco LLC                             | PABST Financing Newco LLC Term Loan                                                                                              | CUSIP: 69382EAB8<br>LEI: 254900GGC0KE7OXLMU64 | Long             | LON              | CORP              | US        |     78931 | PA      | $78141.61     | 0.02%             | 2028-05-08      | Floating      | 11.87%                | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                 | PRPM 2025-2 LLC                                                                                                                  | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541219 | PA      | $542635.95    | 0.17%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Pacific Bells LLC                                     | Pacific Bells LLC 2024 Repriced Term Loan B                                                                                      | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |    257278 | PA      | $258618.07    | 0.08%             | 2028-11-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                           | Pacific Dental Services LLC 2024 Term Loan B                                                                                     | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    197997 | PA      | $198993.42    | 0.06%             | 2031-03-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                            | PacifiCorp                                                                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152989.65    | 0.05%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Palmer Square Loan Funding Ltd                        | Palmer Square Loan Funding 2024-3 Ltd                                                                                            | CUSIP: 69690RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $383330.08    | 0.12%             | 2032-08-08      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                             | Palmer Square BDC CLO 1 Ltd                                                                                                      | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $311474.05    | 0.10%             | 2037-07-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                        | Palmer Square Loan Funding 2021-3 Ltd                                                                                            | CUSIP: 69702CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $28155.60     | 0.01%             | 2029-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                        | Palmer Square Loan Funding 2021-2 Ltd                                                                                            | CUSIP: 69702FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $11902.00     | 0.00%             | 2029-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                     | Par Petroleum LLC 2024 Term Loan B                                                                                               | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    183403 | PA      | $184358.49    | 0.06%             | 2030-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                               | Park River Holdings Inc 2025 Term Loan                                                                                           | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    280000 | PA      | $281997.80    | 0.09%             | 2031-03-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                               | PartnerRe Finance B LLC                                                                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274168.93    | 0.09%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                  | PCI Gaming Authority Term Loan                                                                                                   | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    147873 | PA      | $148325.20    | 0.05%             | 2031-07-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                  | Pelican Products Inc 2021 Term Loan                                                                                              | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |     97462 | PA      | $88487.12     | 0.03%             | 2028-12-29      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Vision Solutions Inc                                  | Vision Solutions Inc 2021 Incremental Term Loan                                                                                  | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                | Penn Entertainment Inc                                                                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $167583.47    | 0.05%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                                 | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155165.70    | 0.05%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS                        | PERSHING SQUARE SPARC HOLDINGS                                                                                                   | CUSIP: 714920113<br>LEI: U7LC4KOKCTZ0YWGI2G56 | N/A              | DE               |  | US        |      1566 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC PERSHING SQUARE TO                                | ESC PERSHING SQUARE TO                                                                                                           | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |      6266 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetSmart Inc                                          | PetSmart Inc 2025 USD Term Loan B                                                                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     25000 | PA      | $24929.75     | 0.01%             | 2032-08-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                        | Phillips 66 Co                                                                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36622.44     | 0.01%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                        | Phillips 66 Co                                                                                                                   | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36868.30     | 0.01%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                            | Phinia Inc                                                                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89372.05     | 0.03%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                              | Plains All American Pipeline LP / PAA Finance Corp                                                                               | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42714.34     | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                   | Planview Parent Inc 2024 1st Lien Term Loan                                                                                      | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    148425 | PA      | $142836.39    | 0.04%             | 2027-12-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                   | Recess Holdings Inc 2025 Repriced Term Loan                                                                                      | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98257 | PA      | $99009.64     | 0.03%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                     | Post Holdings Inc                                                                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    957000 | PA      | $906860.76    | 0.28%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                  | Prime Mortgage Trust 2006-DR1                                                                                                    | CUSIP: 74159UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502758 | PA      | $468215.82    | 0.15%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                              | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194815.82    | 0.06%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                 | Priority Holdings LLC 2025 Term Loan B                                                                                           | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1238014 | PA      | $1219752.86   | 0.38%             | 2032-07-30      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                 | Prospect Capital Corp                                                                                                            | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    154000 | PA      | $136537.94    | 0.04%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: —       |
| PushPay USA Inc                                       | PushPay USA Inc 2025 Repriced Term Loan                                                                                          | CUSIP: 74646HAE7<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |     99001 | PA      | $99063.13     | 0.03%             | 2031-08-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                 | QXO Building Products Inc                                                                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209043.74    | 0.07%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                 | Quikrete Holdings Inc 2025 Term Loan B                                                                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     69475 | PA      | $69767.84     | 0.02%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                 | Quikrete Holdings Inc 2025 Term Loan B1                                                                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     96400 | PA      | $96786.57     | 0.03%             | 2031-04-14      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                 | Quikrete Holdings Inc                                                                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94048.31     | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                      | RALI Series 2007-QS1 Trust                                                                                                       | CUSIP: 74922KAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268427 | PA      | $206287.40    | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                      | RALI Series 2006-QS17 Trust                                                                                                      | CUSIP: 74922SAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191873 | PA      | $161700.28    | 0.05%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                | RR 39 LTD                                                                                                                        | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $206632.50    | 0.06%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                     | Rakuten Group Inc                                                                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    477000 | PA      | $533654.82    | 0.17%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                      | RALI Series 2006-QO6 Trust                                                                                                       | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371361 | PA      | $76180.81     | 0.02%             | 2046-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| ReadyCap lending                                      | ReadyCap Lending Small Business Loan Trust 2019-2                                                                                | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10822 | PA      | $10814.99     | 0.00%             | 2044-12-27      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                                  | Newly Weds Foods Inc Term Loan B                                                                                                 | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |     99500 | PA      | $99790.04     | 0.03%             | 2032-03-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Regatta 33 Funding Ltd.                               | Regatta 33 Funding Ltd                                                                                                           | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238490.50    | 0.07%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                               | Regatta 34 Funding Ltd                                                                                                           | CUSIP: 75904CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $226452.50    | 0.07%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                    | Regional Management Issuance Trust 2025-1                                                                                        | CUSIP: 75908AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151777.76    | 0.05%             | 2034-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                               | Reinsurance Group of America Inc                                                                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233409.60    | 0.07%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                 | Scentre Group Trust 2                                                                                                            | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |    910000 | PA      | $923753.39    | 0.29%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                | Residential Asset Securitization Trust 2007-A1                                                                                   | CUSIP: 761136AH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227960 | PA      | $69937.38     | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONTRA RESOLUTE FOREST                                | CONTRA RESOLUTE FOREST                                                                                                           | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |    124401 | NS      | $182309.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                         | RFMSI Series 2006-S4 Trust                                                                                                       | CUSIP: 762010AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234001 | PA      | $188300.32    | 0.06%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                              | Rockies Express Pipeline LLC                                                                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51719.40     | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                              | Rogers Communications Inc                                                                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $157035.90    | 0.05%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC      | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B                                                   | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    535940 | PA      | $539790.59    | 0.17%             | 2029-11-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RR 2 LTD                                              | RR 2 Ltd                                                                                                                         | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490932.50    | 0.15%             | 2036-04-15      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                              | SGH2 LLC 2025 USD Term Loan B                                                                                                    | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149625 | PA      | $150373.13    | 0.05%             | 2032-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                       | Slam 2021-1 Ltd                                                                                                                  | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182758 | PA      | $175195.92    | 0.05%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                              | SLAM 2025-1 Ltd                                                                                                                  | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1061515 | PA      | $1091362.28   | 0.34%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                                    | SSI ABS-2025-1 Issuer LLC                                                                                                        | CUSIP: 78475CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194114 | PA      | $197189.45    | 0.06%             | 2065-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                    | STWD 2022-FL3 Ltd                                                                                                                | CUSIP: 78485KAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $98637.10     | 0.03%             | 2038-11-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                    | STWD 2021-FL2 Ltd                                                                                                                | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $199731.94    | 0.06%             | 2038-04-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust               | Saluda Grade Alternative Mortgage Trust 2023-FIG4                                                                                | CUSIP: 79581UAB0<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     64693 | PA      | $66945.13     | 0.02%             | 2053-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust               | Saluds Grade Alternative Mortgage Trust 2025-RRTL1                                                                               | CUSIP: 79582NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200152.16    | 0.06%             | 2040-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93444.52     | 0.03%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                              | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88947.06     | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ScribeAmerica Intermediate Holdco LLC                 | ScribeAmerica Intermediate Holdco LLC 2018 Term Loan                                                                             | CUSIP: 81104BAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46861 | PA      | $35145.77     | 0.01%             | 2026-01-12      | Floating      | 12.25%                | No            |                  2 | On Loan: No      |
| SCULTOR ALTERN SOLUTIONS                              | Sculptor Alternative Solutions LLC                                                                                               | CUSIP: 811243AE4<br>LEI: 549300MT2IHVJVYVLW85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455550.00    | 0.14%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                              | Secretariat Advisors LLC 2025 Term Loan B                                                                                        | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88578 | PA      | $88938.02     | 0.03%             | 2032-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                              | Secretariat Advisors LLC 2025 Delayed Draw Term Loan                                                                             | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10753 | PA      | $10796.40     | 0.00%             | 2032-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                              | Selective Insurance Group Inc                                                                                                    | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |      2000 | NS      | $33440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Servpro Master Issuer, LLC                            | SERVPRO Master Issuer LLC                                                                                                        | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499832.45    | 0.16%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                     | 720 East CLO V Ltd                                                                                                               | CUSIP: 81789MAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250771.00    | 0.08%             | 2037-07-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                       | SiriusPoint Ltd                                                                                                                  | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $74171.23     | 0.02%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENT/SIX FLAG                                | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co                                                  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126125.49    | 0.04%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| SOLRR Aircraft 2021-1 Limited                         | Lunar 2021-1 Structured Aircraft Portfolio Notes                                                                                 | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    166777 | PA      | $159616.93    | 0.05%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                     | Sonic Capital LLC                                                                                                                | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    189333 | PA      | $187486.11    | 0.06%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                     | Sonic Capital LLC                                                                                                                | CUSIP: 83546DAJ7<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     47333 | PA      | $45863.28     | 0.01%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                 | Sotheby's/Bidfair Holdings Inc                                                                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187078.69    | 0.06%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                            | Sotera Health Holdings LLC 2025 Term Loan B                                                                                      | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |   2100618 | PA      | $2115070.24   | 0.66%             | 2031-05-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                   | Sound Point CLO XXXII Ltd                                                                                                        | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $443292.00    | 0.14%             | 2034-10-25      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                                                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2074000 | PA      | $2051669.03   | 0.64%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                             | Spire Inc                                                                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199900.17    | 0.06%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                        | Sprite 2021-1 Ltd                                                                                                                | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76501 | PA      | $74915.66     | 0.02%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                              | Standard Building Solutions Inc                                                                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124652.75    | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                               | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1035000 | PA      | $1029213.83   | 0.32%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                               | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     50000 | PA      | $52340.50     | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Starwood Retail Property Trust                        | Starwood Retail Property Trust 2014-STAR                                                                                         | CUSIP: 85571XAN7<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $251.45       | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| Starwood Retail Property Trust                        | Starwood Retail Property Trust 2014-STAR                                                                                         | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $754.60       | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| Starwood Retail Property Trust                        | Starwood Retail Property Trust 2014-STAR                                                                                         | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $660.06       | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| Start Ltd.                                            | Start Ltd/Bermuda                                                                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |     56143 | PA      | $56238.81     | 0.02%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                     | State Street Corp                                                                                                                | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51839.20     | 0.02%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                            | FIXED INC CLEARING CORP.REPO                                                                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   8146864 | PA      | $8146863.70   | 2.54%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Money Market Fund | State Street Institutional Treasury Money Market Fund                                                                            | CUSIP: 857492888<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | EC               | RF                | US        |   2283460 | NS      | $2283459.61   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERV                              | Stewart Information Services Corp                                                                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    420000 | PA      | $372596.35    | 0.12%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKAN                            | STICHTING ADMINISTRATIEKAN                                                                                                       | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       294 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR                        | STICHTING ADMINISTRATIEKANTOOR                                                                                                   | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       800 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEBRIAR ABF LLC                                    | Stonebriar ABF Issuer LLC                                                                                                        | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1285037.50   | 0.40%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                       | Stream Innovations 2024-1 Issuer Trust                                                                                           | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63832 | PA      | $66443.64     | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust        | Structured Adjustable Rate Mortgage Loan Trust                                                                                   | CUSIP: 863579TM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400399 | PA      | $233687.39    | 0.07%             | 2035-07-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust        | Structured Adjustable Rate Mortgage Loan Trust Series 2008-1                                                                     | CUSIP: 86358DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345805 | PA      | $277939.77    | 0.09%             | 2037-10-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation               | Structured Asset Securities Corp                                                                                                 | CUSIP: 86363TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3945033 | PA      | $246963.22    | 0.08%             | 2045-03-28      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc       | Student Transportation of America Holdings Inc Term Loan B                                                                       | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    548625 | PA      | $550912.77    | 0.17%             | 2032-06-24      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                    | Subway Funding LLC                                                                                                               | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148500 | PA      | $153917.35    | 0.05%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                    | Subway Funding LLC                                                                                                               | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49500 | PA      | $49341.15     | 0.02%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                              | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $39465.10     | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Project Sunbird                                       | Sunbird Engine Finance LLC                                                                                                       | CUSIP: 86709LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     78042 | PA      | $77548.22     | 0.02%             | 2045-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                             | Sunoco LP                                                                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1048613.99   | 0.33%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                             | Sunoco LP                                                                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52899.81     | 0.02%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                             | Sunoco LP                                                                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97179.50     | 0.03%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                               | Superior Plus LP / Superior General Partner Inc                                                                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97683.98     | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                               | Surgery Center Holdings Inc                                                                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152089.20    | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                | Switch ABS Issuer LLC                                                                                                            | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101055.06    | 0.03%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                | Switch ABS Issuer LLC                                                                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50180.92     | 0.02%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                | Switch ABS Issuer LLC                                                                                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98543.53     | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                      | Symphony CLO XXXI Ltd                                                                                                            | CUSIP: 87169CAC1<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    650000 | PA      | $281752.25    | 0.09%             | 2050-04-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                      | Symphony CLO 48 Ltd                                                                                                              | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $195126.25    | 0.06%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                      | Symphony CLO 41 Ltd                                                                                                              | CUSIP: 871974AC5<br>LEI: 254900CYVR9C4WFQB631 | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $237966.84    | 0.07%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                    | THL Credit Wind River 2014-2 CLO Ltd                                                                                             | CUSIP: 87245LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $300.00       | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                          | TICP CLO VII Ltd                                                                                                                 | CUSIP: 87248TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $280516.04    | 0.09%             | 2033-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Eastern Power LLC                                     | Eastern Power LLC Term Loan B                                                                                                    | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |   3387753 | PA      | $3416329.01   | 1.06%             | 2028-04-03      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                               | TRTX 2025-FL7 Issuer Ltd                                                                                                         | CUSIP: 87277LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150140.33    | 0.05%             | 2043-06-18      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| TACALA LLC                                            | Tacala LLC 2025 Repriced Term Loan B                                                                                             | CUSIP: 87339PAE3<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |     49129 | PA      | $49528.55     | 0.02%             | 2031-01-31      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                          | GAIA Aviation Ltd                                                                                                                | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    144138 | PA      | $142870.05    | 0.04%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                          | GAIA Aviation Ltd                                                                                                                | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    144422 | PA      | $142464.73    | 0.04%             | 2044-12-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                             | TEGNA Inc                                                                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    615000 | PA      | $609166.73    | 0.19%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                            | TELUS Corp                                                                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204219.00    | 0.06%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| TELUS CORP                                            | TELUS Corp                                                                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208277.20    | 0.06%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                            | TELUS Corp                                                                                                                       | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100254.36    | 0.03%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                            | TELUS Corp                                                                                                                       | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99992.08     | 0.03%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                              | Terraform Global Operating LP                                                                                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102633.28    | 0.03%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                   | Textainer Marine Containers VII Ltd                                                                                              | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    137742 | PA      | $129451.40    | 0.04%             | 2046-02-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TEXTRON FINANCIAL CORP                                | Textron Financial Corp                                                                                                           | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $167230.52    | 0.05%             | 2042-02-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                 | Thrust Engine Leasing 2021 DAC                                                                                                   | CUSIP: 88603UAB5<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |    366806 | PA      | $366948.07    | 0.11%             | 2040-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                | Cloud Software Group Inc                                                                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101374.79    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC                  | Tidal Waste & Recycling Holdings LLC Term Loan B                                                                                 | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    516101 | PA      | $520680.95    | 0.16%             | 2031-10-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                 | Time Warner Cable LLC                                                                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20455.51     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp                          | Topgolf Callaway Brands Corp Term Loan B                                                                                         | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |     24801 | PA      | $24902.09     | 0.01%             | 2030-03-18      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                 | Toronto-Dominion Bank/The                                                                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52751.65     | 0.02%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                               | TransMontaigne Partners LLC                                                                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25252.78     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                      | TriNet Group Inc                                                                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51741.30     | 0.02%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRINITY CAPITAL INC/MD                                | Trinity Capital Inc                                                                                                              | CUSIP: 896442605<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |     25000 | NS      | $630000.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY CAPITAL INC/MD                                | Trinity Capital Inc                                                                                                              | CUSIP: 896442AG5<br>LEI: 549300YGT4SBRQYDVU48 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315765.63    | 0.10%             | 2026-08-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                       | TripAdvisor Inc Term Loan                                                                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     98997 | PA      | $95841.94     | 0.03%             | 2031-07-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                               | TRTX 2025-FL6 Issuer Ltd                                                                                                         | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150108.30    | 0.05%             | 2042-09-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                            | TKO Worldwide Holdings LLC 2025 Term Loan                                                                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    148504 | PA      | $149349.47    | 0.05%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                            | US Bancorp                                                                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    925000 | PA      | $904152.23    | 0.28%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOLOGY                                   | RIVERBED TECHNOLOGY                                                                                                              | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | EC               | CORP              | US        |      6102 | NS      | $793.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTL AZ BATTERY PROPERTY                               | CTL AZ BATTERY PROPERTY                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98803.67     | 0.03%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| DYAL CAPITAL PART III ISSUER A                        | DYAL CAPITAL PART III ISSUER A                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $174186.39    | 0.05%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DYAL CAPITAL PARTNERS III ISSU                        | DYAL CAPITAL PARTNERS III ISSU                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $136848.91    | 0.04%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LVNV FUNDING LLC                                      | LVNV FUNDING LLC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104962.87    | 0.03%             | 2028-11-05      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                    | Sunrise FinCo I BV                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $428985.00    | 0.13%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                  | Unigel Luxembourg SA                                                                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     58147 | PA      | $4070.29      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                               | United Airlines 2019-2 Class B Pass Through Trust                                                                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116816 | PA      | $114155.71    | 0.04%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN COASTAL INSURAN                              | American Coastal Insurance Corp                                                                                                  | CUSIP: 910710AA0<br>LEI: 5299002P9105LJQA8G51 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256257.92    | 0.08%             | 2027-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bills                                                                                                              | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    350000 | PA      | $346654.51    | 0.11%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $948910.16    | 0.30%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1903657.79   | 0.59%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1905496.11   | 0.59%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1914010.01   | 0.60%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1915110.07   | 0.60%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1916476.57   | 0.60%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1930763.68   | 0.60%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1647325.20   | 0.51%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                              | United Wholesale Mortgage LLC                                                                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596492.94    | 0.19%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL INSURANCE HLDS                              | Universal Insurance Holdings Inc                                                                                                 | CUSIP: 91359VAC1<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340552.54    | 0.11%             | 2026-11-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                 | REVERSE REPO BANK OF AMERICA REVERSE REPO                                                                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -553312 | PA      | $-553312.50   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                      | VB-S1 Issuer LLC - VBTEL                                                                                                         | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $244801.88    | 0.08%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                      | VB-S1 Issuer LLC - VBTEL                                                                                                         | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103610.92    | 0.03%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                 | VFH Parent LLC / Valor Co-Issuer Inc                                                                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $577442.80    | 0.18%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                         | Valvoline Inc                                                                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    556000 | PA      | $511363.15    | 0.16%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vault DI Issuer LLC                                   | Vault DI Issuer LLC                                                                                                              | CUSIP: 92243JAA0<br>LEI: 254900OCNWBALNF55H80 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246539.20    | 0.08%             | 2046-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VCP RRL ABS I, Ltd                                    | VCP RRL ABS I Ltd                                                                                                                | CUSIP: 92243RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31070 | PA      | $28914.80     | 0.01%             | 2031-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                | Velocity Vehicle Group LLC                                                                                                       | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95098.01     | 0.03%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                 | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $540528.00    | 0.17%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                              | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93805.72     | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                              | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68212.69     | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                              | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102967.42    | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                       | VENTURE XIII CLO Ltd                                                                                                             | CUSIP: 92329PAC9<br>LEI: 549300ZVVNSDW7WU0O73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $37.50        | 0.00%             | 2029-09-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51858.40     | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51684.87     | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39523.04     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Sound Holdings FP                                     | SOUND HOLDINGS FP                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17500 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2021-7                                                                                                | CUSIP: 92538QAF7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1559883.00   | 0.49%             | 2066-10-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                            | Verus Securitization Trust 2025-2                                                                                                | CUSIP: 92540VAE5<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |    128646 | PA      | $129466.10    | 0.04%             | 2070-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256758.84    | 0.08%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $240835.18    | 0.08%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74375.69     | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                      | Paramount Global                                                                                                                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     27000 | PA      | $20525.36     | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                              | Virgin Media Finance PLC                                                                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $88222.46     | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                      | Vista Point Securitization Trust 2024-CES1                                                                                       | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289734 | PA      | $293498.01    | 0.09%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                      | Vista Point Securitization Trust 2025-CES1                                                                                       | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83143 | PA      | $83815.65     | 0.03%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc                          | Vista Management Holding Inc 2025 Term Loan B                                                                                    | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    173250 | PA      | $175162.68    | 0.05%             | 2031-04-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                    | Vodafone Group PLC                                                                                                               | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $78538.55     | 0.02%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $397169.16    | 0.12%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                 | VOLT XCIV LLC                                                                                                                    | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239154 | PA      | $239396.64    | 0.07%             | 2051-02-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Liquid Tech Solutions LLC                             | Liquid Tech Solutions LLC 2025 Delayed Draw Term Loan                                                                            | CUSIP: 92917SAH0<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |     18576 | PA      | $18664.83     | 0.01%             | 2032-10-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liquid Tech Solutions LLC                             | Liquid Tech Solutions LLC 2025 Term Loan                                                                                         | CUSIP: 92917SAJ6<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |    181424 | PA      | $182293.17    | 0.06%             | 2032-10-12      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                          | Voya CLO 2018-2 Ltd                                                                                                              | CUSIP: 92917TAA3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479842.50    | 0.15%             | 2031-07-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                  | WW International Inc 2025 Takeback Term Loan                                                                                     | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |     28739 | PA      | $25454.59     | 0.01%             | 2030-06-24      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                  | Wabash National Corp                                                                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93644.71     | 0.03%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                         | LUXCO3 SHARES                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       905 | NS      | $15914.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                   | Walker & Dunlop Inc                                                                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103044.80    | 0.03%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HORNBECK OFFSHORE SRVC INC                            | HORNBECK OFFSHORE SRVC INC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $48.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTNING 2022 1 A FUNDED                             | LIGHTNING 2022 1 A FUNDED                                                                                                        | CUSIP: 000000000<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189522.24    | 0.06%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIGHTNING 2022 1 B FUNDED                             | LIGHTNING 2022 1 B FUNDED                                                                                                        | CUSIP: 000000000<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95806.97     | 0.03%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022 1 A FUNDED                           | THUNDERBIRD 2022 1 A FUNDED                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189522.24    | 0.06%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022 1 B FUNDED                           | THUNDERBIRD 2022 1 B FUNDED                                                                                                      | CUSIP: 000000000<br>LEI: 549300UXXHTSX6VCMJ56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95806.97     | 0.03%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OBRA LONGEVITY RFF CL A NTS FU                        | OBRA LONGEVITY RFF CL A NTS FU                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $265356.53    | 0.08%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE II LLC                                 | CEAMER FINANCE II LLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300IFAMQDJGOE7906 | Long             | DBT              | CORP              | US        |    191986 | PA      | $199591.89    | 0.06%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                     | Venture Global Calcasieu Pass LLC Term Loan                                                                                      | CUSIP: 000000000<br>LEI: 549300GKHS6RS20NLH85 | Long             | LON              | CORP              | US        |     14718 | PA      | $14722.77     | 0.00%             | 2026-08-19      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS          | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust                                                   | CUSIP: 93935EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347104 | PA      | $113669.65    | 0.04%             | 2036-10-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                     | Waste Pro USA Inc                                                                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154835.23    | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Firstdigital Communications LLC                       | Firstdigital Communications LLC Term Loan                                                                                        | CUSIP: 000000000<br>LEI: 549300FTXU0H08IR2D04 | Long             | LON              | CORP              | US        |     48906 | PA      | $48133.44     | 0.01%             | 2026-12-17      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| STRATEGIC CREDIT OPPORTUNITIES                        | STRATEGIC CREDIT OPPORTUNITIES                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $344082.87    | 0.11%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Blue Ribbon LLC                                       | Blue Ribbon LLC 2021 Term Loan B                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203077 | PA      | $133015.36    | 0.04%             | 2028-05-08      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| Lealand Finance Company BV                            | Lealand Finance Company BV 2020 Senior Letter Of Credit                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    953779 | PA      | $715334.09    | 0.22%             | 2027-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VC 3 LS 2021 LP                                       | VC 3 LS 2021 LP                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        31 | PA      | $30.84        | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laseraway Intermediate Holdings II LLC                | Laseraway Intermediate Holdings II LLC Term Loan                                                                                 | CUSIP: 51807KAC7<br>LEI: 254900KPMJ49M2JTOZ92 | Long             | LON              | CORP              | US        |     89800 | PA      | $89463.19     | 0.03%             | 2027-10-14      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| HV Eight LLC                                          | HV Eight LLC EUR Delayed Draw Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 54930017K50RHBRFUJ56 | Long             | LON              | CORP              | US        |    354882 | PA      | $415254.24    | 0.13%             | 2027-11-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PMH SPV C LLC                                         | PMH SPV C LLC Term Loan                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60167 | PA      | $60160.03     | 0.02%             | 2030-10-02      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| PMH Newco LP                                          | PMH Newco LP Term Loan                                                                                                           | CUSIP: 000000000<br>LEI: 5493009MQ2FBVG9L7J13 | Long             | LON              | CORP              | US        |    228899 | PA      | $228750.87    | 0.07%             | 2030-10-02      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Cliffwater LLC                                        | Cliffwater LLC Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138950 | PA      | $138950.00    | 0.04%             | 2032-04-22      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Cliffwater LLC                                        | Cliffwater LLC Revolver                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9200.00      | 0.00%             | 2032-04-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                    | AP GRANGE HOLDINGS                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394551 | PA      | $417237.77    | 0.13%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                     | Wellfleet CLO 2024-1 Ltd                                                                                                         | CUSIP: 94951AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251609.25    | 0.08%             | 2037-07-18      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust          | Wells Fargo Mortgage Backed Securities 2006-AR19 Trust                                                                           | CUSIP: 949789AA9<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     31725 | PA      | $29629.91     | 0.01%             | 2036-12-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                    | Wells Fargo Alternative Loan 2007-PA2 Trust                                                                                      | CUSIP: 94985FAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57436 | PA      | $41967.11     | 0.01%             | 2037-06-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                                  | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    814253 | PA      | $2532.65      | 0.00%             | 2049-08-15      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                 | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                                   | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $128991.47    | 0.04%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106737.30    | 0.03%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104906.60    | 0.03%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC                                     | YAK BLOCKER 2 LLC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $521.20       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YAK BLOCKER 2 LLC                                     | YAK BLOCKER 2 LLC                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       563 | NS      | $481.72       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CML FONTAINEBLEAU VEGAS                               | CML FONTAINEBLEAU VEGAS                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $262500.00    | 0.08%             | 2026-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                      | Finastra USA Inc 2023 Term Loan                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     24882 | PA      | $25069.08     | 0.01%             | 2029-09-13      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| AQUILA FDG 2024 1 A                                   | AQUILA FDG 2024 1 A                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $259313.98    | 0.08%             | 2041-12-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| XPLORNET COMMUNICATIONS INC                           | XPLORNET COMMUNICATIONS INC                                                                                                      | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | EC               | CORP              | CA        |       801 | NS      | $2068.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCURIDE CORPORATION                                  | ACCURIDE CORPORATION                                                                                                             | CUSIP: 000000000<br>LEI: 549300MC6XO5P96H8E79 | Long             | EC               | CORP              | US        |     21482 | NS      | $2.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCURIDE CORP                                         | ACCURIDE CORP                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MC6XO5P96H8E79 | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                             | MIDCAP FUNDING XLVI TRUST                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $450000.00    | 0.14%             | 2028-04-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT PFD                                      | MALLINCKRODT PFD                                                                                                                 | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EP               | CORP              | US        |  12211152 | NS      | $12.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEIV 2025 A 1                                        | STEIV 2025 A 1                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250000.00    | 0.08%             | 2046-12-31      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| HV STRUCTURED SOLUTION IV                             | HV STRUCTURED SOLUTION IV                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378299 | PA      | $375672.57    | 0.12%             | 2030-09-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR                              | QTS GOOD NEWS FCLTY REVR                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248784 | PA      | $248783.50    | 0.08%             | 2028-10-09      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FACILITY TL                             | QTS GOOD NEWS FACILITY TL                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499798.99    | 0.16%             | 2028-10-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                        | Whirlpool Corp                                                                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75198.95     | 0.02%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                        | Whirlpool Corp                                                                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36810.73     | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                   | White Cap Buyer LLC 2024 Term Loan B                                                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    247748 | PA      | $249037.64    | 0.08%             | 2029-10-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS                                           | MORAN FOODS                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30089 | NS      | $857.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HORNBECK OFFSHORE SRVC INC                            | HORNBECK OFFSHORE SRVC INC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        11 | NS      | $550.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HORNBECK OFFSHORE SRVC INC                            | HORNBECK OFFSHORE SRVC INC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       389 | NS      | $7002.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEAMER FINANCE III LLC                                | CEAMER FINANCE III LLC                                                                                                           | CUSIP: 000000000<br>LEI: 25490002LG8Z1W2AKA12 | Long             | DBT              | CORP              | US        |     81186 | PA      | $83701.32     | 0.03%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                        | William Carter Co/The                                                                                                            | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    815000 | PA      | $843663.55    | 0.26%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                    | Willis Engine Structured Trust V                                                                                                 | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174017 | PA      | $168474.44    | 0.05%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                    | Willis Engine Structured Trust VII                                                                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137681 | PA      | $141613.95    | 0.04%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WILTON RE LTD                                         | Wilton RE Ltd                                                                                                                    | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |    166000 | PA      | $164451.42    | 0.05%             | 2030-10-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                    | Wind River 2021-2 CLO Ltd                                                                                                        | CUSIP: 97315YAA9<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $483673.50    | 0.15%             | 2034-07-20      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| ELEMENT COMM AVIATION                                 | ELEMENT COMM AVIATION                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |       170 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wise CLO 2024-2 Ltd                                   | Wise CLO 2024-2 Ltd                                                                                                              | CUSIP: 97718GAG8<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251172.75    | 0.08%             | 2037-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                  | Wolverine World Wide Inc                                                                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68516.40     | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Women's Care Enterprises LLC                          | Women's Care Enterprises LLC Term Loan                                                                                           | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187901 | PA      | $176392.47    | 0.05%             | 2028-01-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.                            | Wonder Lake Park CLO Ltd                                                                                                         | CUSIP: 97816XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $380000.00    | 0.12%             | 2038-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                  | WW International Inc                                                                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       283 | NS      | $8267.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRAST OPERATING                                | XPLR Infrastructure Operating Partners LP                                                                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $2003143.70   | 0.62%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                     | Xerox Corp                                                                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192349.72    | 0.06%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| Zayo Issuer LLC                                       | Zayo Issuer LLC                                                                                                                  | CUSIP: 98919WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3030000 | PA      | $3216093.81   | 1.00%             | 2055-06-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Zuora Inc                                             | Zuora Inc Term Loan B                                                                                                            | CUSIP: 98980XAC9<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |    149625 | PA      | $149316.77    | 0.05%             | 2032-02-14      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HO                        | TERMINAL INVESTMENT LIMITED HO                                                                                                   | CUSIP: 000000000<br>LEI: 213800O2JB9EIR724H22 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405266.95    | 0.13%             | 2032-07-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MG AZALEA LP                                          | MG AZALEA LP                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1111868 | PA      | $1119515.04   | 0.35%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT PLC.                                     | MALLINCKRODT PLC.                                                                                                                | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | US        |       268 | NS      | $27319.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |    256164 | NS      | $3455.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROJECT ONYX II ABS/ABS                               | PROJECT ONYX II ABS/ABS                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    688982 | PA      | $688678.71    | 0.21%             | 2030-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Long: 0BGH9HK59 CDS USD R V 03MEVENT 0BGH9HK590_PRO CDXTRANCHE / Short: 0BGH9HK59 CDS USD P F  5.00000 0BGH9HK590_FEE CDXTRANCHE | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |    230000 | OU      | $-35258.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Long: 0BGH9HK5F CDS USD R V 03MEVENT 0BGH9HK5F6_PRO CDXTRANCHE / Short: 0BGH9HK5F CDS USD P F  5.00000 0BGH9HK5F6_FEE CDXTRANCHE | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |    230000 | OU      | $-21798.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: BGH9TR7M1 IRS USD R V 00MSOFR BGH9TR7M1_FLO CCPOIS / Short: BGH9TR7M1 IRS USD P F  3.84850 BGH9TR7M1_FIX CCPOIS            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |   3300000 | OU      | $-23101.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: BGH9UUP26 IRS USD R V 00MSOFR BGH9UUP26_FLO CCPOIS / Short: BGH9UUP26 IRS USD P F  3.91400 BGH9UUP26_FIX CCPOIS            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |   2850000 | OU      | $36734.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Long: B978T5JT4 CDS USD R V 03MEVENT Z978T5JT4_PRO CCPCDX / Short: B978T5JT4 CDS USD P F  1.00000 Z978T5JT4_FEE CCPCDX           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | AU        |   4000000 | OU      | $-90660.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Long: B9796YTF3 CDS USD R V 03MEVENT Z9796YTF3_PRO CCPCDX / Short: B9796YTF3 CDS USD P F  5.00000 Z9796YTF3_FEE CCPCDX           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | AU        |   2000000 | OU      | $-152810.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: BGHAEB913 IRS USD R V 00MSOFR BGHAEB913_FLO CCPOIS / Short: BGHAEB913 IRS USD P F  4.02050 BGHAEB913_FIX CCPOIS            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |   1500000 | OU      | $30869.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: SGHAH8BB2 IRS USD R F  3.46500 BGHAH8BB2_FIX CCPOIS / Short: SGHAH8BB2 IRS USD P V 00MSOFR BGHAH8BB2_FLO CCPOIS            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |   6195000 | OU      | $-14075.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S FARMING REALTY TRUST                              | U.S FARMING REALTY TRUST LIMITED PARTNERSHIP                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1300000 | NS      | $51924.60     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| BCP MODULAR SERVICES                                  | BCP V Modular Services Finance II PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $111207.28    | 0.03%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                              | SCIL IV LLC / SCIL USA Holdings LLC                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $123697.60    | 0.04%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                    | Ardonagh Finco Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    350000 | PA      | $424987.25    | 0.13%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                               | Motel One GmbH/Muenchen                                                                                                          | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |     90000 | PA      | $112960.59    | 0.04%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TVL FINANCE PLC                                       | TVL Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $117202.51    | 0.04%             | 2030-06-30      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                        | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118495.48    | 0.04%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                              | Perrigo Finance Unlimited Co                                                                                                     | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $119701.02    | 0.04%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                                | Sherwood Financing PLC                                                                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $148114.25    | 0.05%             | 2029-12-15      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                      | Galaxy Bidco Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $212552.39    | 0.07%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                              | ContourGlobal Power Holdings SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $120562.01    | 0.04%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUICKTOP HOLDCO AB                                    | Quicktop Holdco AB                                                                                                               | CUSIP: 000000000<br>LEI: 984500A1D5DC9ECC7050 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $120757.23    | 0.04%             | 2030-03-21      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| ESSENDI SA                                            | Essendi SA                                                                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $241839.92    | 0.08%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                            | Essendi SA                                                                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $241341.78    | 0.08%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                              | Clarios Global LP / Clarios US Finance Co                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $357859.87    | 0.11%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                               | Beach Acquisition Bidco LLC                                                                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119744.64    | 0.04%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                        | Kane Bidco Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $343929.44    | 0.11%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                  | Boots Group Finco LP                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $242907.43    | 0.08%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                              | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    951317 | PA      | $31393.47     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                              | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      9400 | PA      | $333.70       | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    226603 | PA      | $6514.83      | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    267269 | PA      | $27014.45     | 0.01%             | 2027-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    526675 | PA      | $13166.88     | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    394586 | PA      | $9864.64      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    738805 | PA      | $10971.26     | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                          | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    232737 | PA      | $1396.42      | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    172726 | PA      | $3627.24      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    115151 | PA      | $2878.78      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    287878 | PA      | $5618.08      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    345455 | PA      | $5700.01      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    518186 | PA      | $9068.26      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    485530 | PA      | $7749.07      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    230303 | PA      | $1439.39      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    143942 | PA      | $1079.57      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    115151 | PA      | $1439.39      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    230303 | PA      | $1439.39      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    543104 | PA      | $5431.04      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    287878 | PA      | $1079.54      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    287878 | PA      | $1072.35      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                              | Nidda Healthcare Holding GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $533651.89    | 0.17%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| INSURED LENDING 1 LTD                                 | Insured Lending 1 Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $1015348.57   | 0.32%             | 2032-02-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                           | Deuce Finco PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $544097.47    | 0.17%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                              | Biffa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $175941.33    | 0.05%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                              | Biffa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $135944.80    | 0.04%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | 3 MONTH SOFR OPT SEP26C 97.5                                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       118 | NC      | $20650.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                | US 10YR NOTE (CBT)MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        10 | NC      | $-1978.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                | US 2YR NOTE (CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        56 | NC      | $10059.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                           | 3 MONTH SOFR OPT MAR27C 98                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -84 | NC      | $-15225.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                           | 3 MONTH SOFR OPT MAR27C 97.5                                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        84 | NC      | $28875.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                           | 3 MONTH SOFR OPT SEP26C 98                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      -118 | NC      | $-11800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-3404.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-895.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-1050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-15.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-1995.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-800.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-610.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-10439.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-3510.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-5428.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-6258.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-3040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-10400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-13680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -10 | NC      | $-52320.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-30880.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-5132.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | S+P 500 INDEX                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-9240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                    | BGH9S9WZ5 USD PUT JPY CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     33000 | OU      | $26.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                               | BGH9S9WX0 USD PUT JPY CALL                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |    187000 | OU      | $150.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                               | BGH9S9WY8 USD PUT JPY CALL                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |    150000 | OU      | $120.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Securities Corp.                              | BGH9V9L75 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |  -3595000 | NC      | $-280.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                              | BGH9V9J94 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |   3595000 | NC      | $5388.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                              | BGH9V9J29 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |   3595000 | NC      | $5388.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                               | BGH9W0ZZ6 USD PUT JPY                                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |    226000 | OU      | $991.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                               | BGHA17Y91 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | DE        |    881000 | OU      | $7.24         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                    | BGHA134Z5 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |   1778000 | OU      | $10.43        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                    | BGHA17N28 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |   1556000 | OU      | $12.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                    | BGHA17YR1 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |   1556000 | OU      | $12.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                    | BGHA1BQH3 EUR PUT USD CALL                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |   1989000 | OU      | $23.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                        | BGHA4EBW7 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |   -925000 | NC      | $-1537.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGHA4EBY3 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   -925000 | NC      | $-1448.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BGHA4EBA5 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |   -925000 | NC      | $-110.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGHA4EBN7 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   -925000 | NC      | $-30.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGHA4EBP2 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   -925000 | NC      | $-32.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BGHA4EAF5 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |  -1295000 | NC      | $-4136.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BGHA4E975 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |  -1295000 | NC      | $-1146.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGHA4E9A8 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  -1295000 | NC      | $-1719.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                 | BGHA4E9B6 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              |  | US        |  -1480000 | NC      | $-2169.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                | BGHA4E9C4 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              |  | US        |  -1480000 | NC      | $-1435.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                 | BGHA4EAH1 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              |  | US        |  -1480000 | NC      | $-2191.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGHA4EAG3 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  -1295000 | NC      | $-2170.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                | BGHA4EAK4 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              |  | US        |  -1480000 | NC      | $-2191.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                 | BGHA4EC30 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              |  | US        |   -925000 | NC      | $-922.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                 | BGHA4EBR8 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              |  | US        |   -925000 | NC      | $-74.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                              | BGHA4EBQ0 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |   -925000 | NC      | $-74.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BGHA4EBZ0 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |   -925000 | NC      | $-148.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                | BGHA4EBS6 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              |  | US        |   -925000 | NC      | $-74.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                 | BGHA4EBT4 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              |  | US        |   -925000 | NC      | $-74.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                | BGHA4EC97 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              |  | US        |   -925000 | NC      | $-1075.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                              | BGHA4EAL2 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |   -925000 | NC      | $-1317.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                | BGHA4E9P5 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              |  | US        |   -925000 | NC      | $-2528.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGH9V9HY1 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  -3595000 | NC      | $-1044.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                              | BGHA4EB72 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |   -925000 | NC      | $-205.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BGHA4EBV9 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |   -925000 | NC      | $-251.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                 | BGHA4ECV8 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              |  | US        |   -925000 | NC      | $-173.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Securities Corp.                              | BGHA4E9D2 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 5493004ZN3KE1X17MG42 | N/A              | DIR              |  | US        |   -925000 | NC      | $-1463.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                | BGHA4E967 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              |  | US        |   -925000 | NC      | $-1463.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGHA4EBX5 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   -925000 | NC      | $-1526.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                 | BGHAH91H8 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              |  | US        |   1079000 | NC      | $6066.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                              | BGHAHCJC3 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   1079000 | NC      | $6066.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BGHAH6DG3 SWAPTION                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |  -1079000 | NC      | $-2095.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                              | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |    142737 | NS      | $1778.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lealand Finance Company BV                            | Lealand Finance Company BV 2020 Escrow Letter of Credit                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    421231 | PA      | $315923.16    | 0.10%             | 2027-06-30      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions LLC                              | MB2 Dental Solutions LLC 2024 Tranche 2 Delayed Draw Term Loan                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13733 | PA      | $13733.04     | 0.00%             | 2031-02-13      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions LLC                              | MB2 Dental Solutions LLC 2024 Tranche 1 Delayed Draw Term Loan                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33335 | PA      | $33335.22     | 0.01%             | 2031-02-13      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions LLC                              | MB2 Dental Solutions LLC 2024 Revolver                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $8750.00      | 0.00%             | 2031-02-13      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions LLC                              | MB2 Dental Solutions LLC 2024 Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94835 | PA      | $94641.81     | 0.03%             | 2031-02-13      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Sitecore Holding III A/S                              | Sitecore Holding III A/S 2023 USD PIK Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 213800M9GGJ3GNKQOC39 | Long             | LON              | CORP              | US        |    142340 | PA      | $141830.26    | 0.04%             | 2029-03-12      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings Inc                               | Cyxtera DC Holdings Inc Term Loan B                                                                                              | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132288 | PA      | $727.59       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QSRP Finco BV                                         | QSRP Finco BV EUR Term Loan B                                                                                                    | CUSIP: 000000000<br>LEI: 894500AXJRZ3TICBD793 | Long             | LON              | CORP              | BE        |    500000 | PA      | $586013.77    | 0.18%             | 2031-06-19      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Byju's Alpha Inc                                      | Byju's Alpha Inc 2024 Prepetition Reimbursement New Money Term Loan                                                              | CUSIP: 000000000<br>LEI: 254900EAJ040Y8AVVN71 | Long             | LON              | CORP              | US        |       183 | PA      | $183.03       | 0.00%             | 2026-04-09      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Byju's Alpha Inc                                      | Byju's Alpha Inc 2024 Bridge Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 254900EAJ040Y8AVVN71 | Long             | LON              | CORP              | US        |        18 | PA      | $17.53        | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HIG Operations Holdings, Inc.                         | HIG Operations Holdings Inc 2024 5th Amendment Term Loan                                                                         | CUSIP: 000000000<br>LEI: 549300IY2QEM8MQC2K06 | Long             | LON              | CORP              | US        |    141494 | PA      | $140714.90    | 0.04%             | 2028-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.                   | Capstone Acquisition Holdings Inc 2024 Delayed Draw Term Loan                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12076 | PA      | $0.01         | 0.00%             | 2029-11-13      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.                   | Capstone Acquisition Holdings Inc 2024 Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136545 | PA      | $135960.43    | 0.04%             | 2029-11-13      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| EPIC CREATIONS INC                                    | Epic Creations Inc DIP New Money Term Loan                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       214 | PA      | $215.25       | 0.00%             | 2025-07-31      | Floating      | 13.73%                | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                                  | GrafTech Finance Inc 2024 Delayed Draw Term Loan                                                                                 | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |     24381 | PA      | $24899.42     | 0.01%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                                  | GrafTech Finance Inc 2024 Term Loan                                                                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |     42667 | PA      | $43574.00     | 0.01%             | 2029-12-21      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| TMF Group Holding BV                                  | TMF Group Holding BV 2025 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |    168725 | PA      | $170061.30    | 0.05%             | 2028-05-03      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Climater Bidco II SAS                                 | Climater Bidco II SAS EUR Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 969500ATB753O57B5L36 | Long             | LON              | CORP              | FR        |    500000 | PA      | $590367.09    | 0.18%             | 2032-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NA Rail HoldCo LLC                                    | NA Rail HoldCo LLC 2025 Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |    149250 | PA      | $150742.50    | 0.05%             | 2032-03-08      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Mannington Mills Inc                                  | Mannington Mills Inc 2025 Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93306 | PA      | $92839.03     | 0.03%             | 2032-03-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOCIATES LLC                             | Curriculum Associates LLC 2025 Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 254900F1U1TH1N97NR19 | Long             | LON              | CORP              | US        |    125158 | PA      | $124591.98    | 0.04%             | 2032-05-07      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOCIATES LLC                             | Curriculum Associates LLC 2025 Delayed Draw Term Loan                                                                            | CUSIP: 000000000<br>LEI: 254900F1U1TH1N97NR19 | Long             | LON              | CORP              | US        |    124842 | PA      | $124842.19    | 0.04%             | 2032-05-07      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Saphilux S.a.r.l.                                     | Saphilux Sarl 2025 Add-on Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |    200000 | PA      | $201563.00    | 0.06%             | 2028-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QSRP Finco BV                                         | QSRP Finco BV 2025 EUR Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 894500AXJRZ3TICBD793 | Long             | LON              | CORP              | BE        |    500000 | PA      | $586013.77    | 0.18%             | 2031-06-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLIMATER BIDCO II SAS                                 | Climater Bidco II SAS EUR Add on Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 969500ATB753O57B5L36 | Long             | LON              | CORP              | FR        |    500000 | PA      | $590367.09    | 0.18%             | 2032-03-19      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                    | Owens-Illinois Inc 2025 Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |    250000 | PA      | $252461.25    | 0.08%             | 2032-09-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                             | Florida Food Products LLC 2025 FLFO Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 254900J6FNIX7DTKUV52 | Long             | LON              | CORP              | US        |     21729 | PA      | $21638.43     | 0.01%             | 2030-10-15      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                           | SCIL IV LLC USD Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: 984500E0P46NA78BDF93 | Long             | LON              | CORP              | US        |    100000 | PA      | $100344.00    | 0.03%             | 2032-11-08      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| VACATION RENTAL BRANDS LLC                            | Vacation Rental Brands LLC 2025 Incremental Term Loan                                                                            | CUSIP: 000000000<br>LEI: 254900GT7DBGE1CZA133 | Long             | LON              | CORP              | US        |     83125 | PA      | $82320.47     | 0.03%             | 2032-05-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| VACATION RENTAL BRANDS LLC                            | Vacation Rental Brands LLC 2025 2nd Amendment Delayed Draw Term Loan                                                             | CUSIP: 000000000<br>LEI: 254900GT7DBGE1CZA133 | Long             | LON              | CORP              | US        |    216667 | PA      | $214500.00    | 0.07%             | 2032-05-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                               | VERSANT MEDIA GROUP INC TERM LOAN B                                                                                              | CUSIP: 000000000<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |   1230000 | PA      | $1231924.95   | 0.38%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                             | Florida Food Products LLC 2025 2nd Out Tranche A Term Loan                                                                       | CUSIP: 000000000<br>LEI: 254900J6FNIX7DTKUV52 | Long             | LON              | CORP              | US        |     55621 | PA      | $44496.62     | 0.01%             | 2030-10-15      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                        | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $472645.35    | 0.15%             | 2032-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                           | Bausch Health Companies Inc 2025 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |     19900 | PA      | $19487.17     | 0.01%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications Inc                           | Xplornet Communications Inc 2024 Super Senior 1st Out Term Loan                                                                  | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |      4117 | PA      | $3864.70      | 0.00%             | 2029-10-24      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications Inc                           | Xplornet Communications Inc 2024 Takeback Term Loan                                                                              | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |     14239 | PA      | $8934.87      | 0.00%             | 2031-10-24      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                  | Speedster Bidco GmbH 2024 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    149251 | PA      | $149810.63    | 0.05%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Holding Socotec                                       | Holding Socotec 2025 USD Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | US        |     49500 | PA      | $49956.39     | 0.02%             | 2031-06-02      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                          | State Street Navigator Securities Lending Government Money Market Portfolio                                                      | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   4484028 | NS      | $4484027.50   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Financing Lux Sarl                               | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                                                                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   2182366 | PA      | $2194336.14   | 0.68%             | 2028-05-05      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MariaDB PLC                                           | MariaDB PLC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |      4247 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mcdermott International Ltd                           | Mcdermott International Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |     32677 | NS      | $490149.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp II                              | Ross Acquisition Corp II                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      1039 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chrysaor Bidco Sarl                                   | Chrysaor Bidco Sarl 2025 USD Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |     99303 | PA      | $100122.64    | 0.03%             | 2031-10-30      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                            | Cobham Ultra SeniorCo Sarl USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |    575661 | PA      | $578179.38    | 0.18%             | 2029-08-03      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                    | Connect Finco Sarl 2024 Extended Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   3260374 | PA      | $3259917.37   | 1.02%             | 2029-09-27      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Saphilux S.a.r.l.                                     | Saphilux Sarl 2025 USD Repriced Term Loan                                                                                        | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |    297507 | PA      | $299832.51    | 0.09%             | 2028-07-18      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                  | Unigel Luxembourg SA                                                                                                             | CUSIP: 000000000<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    250035 | PA      | $17502.45     | 0.01%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| EG America LLC                                        | EG America LLC 2025 USD Repriced Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |     98754 | PA      | $99257.88     | 0.03%             | 2028-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                      | Fugue Finance BV 2025 Repriced Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    148381 | PA      | $149085.82    | 0.05%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company BV                            | Lealand Finance Company BV 2020 Take Back Term Loan                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1530002 | PA      | $1195948.96   | 0.37%             | 2027-12-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company BV                            | Lealand Finance Company BV 2020 Make Whole Term Loan                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     45798 | PA      | $38470.55     | 0.01%             | 2027-06-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                   | Peer Holding III BV 2025 USD Term Loan B5B                                                                                       | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     99000 | PA      | $99546.48     | 0.03%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                   | Hunter Douglas Inc 2025 USD Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    446244 | PA      | $449272.13    | 0.14%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                    | Nouryon Finance BV 2024 USD Term Loan B1                                                                                         | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   2168414 | PA      | $2172935.28   | 0.68%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                         | Sunrise Financing Partnership Term Loan AAA                                                                                      | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    150000 | PA      | $150720.75    | 0.05%             | 2032-02-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                               | Unigel Netherlands Holding Corp BV                                                                                               | CUSIP: 000000000<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |    295656 | PA      | $9608.82      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                  | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    148878 | PA      | $148847.29    | 0.05%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

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

**Signature:** John Coughlan

**Name of Signer:** John Coughlan

**Title:** COO