# EDGAR Filing Document

**Accession Number:** 0000088525
**File Stem:** 0000940400-26-009622
**Filing Date:** 2026-3
**Character Count:** 515073
**Document Hash:** 72987fcdfc390a84983fdb486c8d7660
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-009622.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0000940400-26-009622

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01136
- **FILM NUMBER:** 26708622

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 702 KING FARM BOULEVARD

  - **City:** ROCKVILLE

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-09-30

- **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:** $10413644901.55

**Total Liabilities:** $1314704460.55

**Net Assets:** $9098940441.00

**Amount of Assets Invested in Other Investment Companies:** $102454425.12

**Delayed Delivery Securities:** $10569200.00

**Stand-by Commitments:** $963399685.20

**Cash Not Reported:** $112394622.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 92350.02727982 | **1-Year:** 411901.04636161 | **5-Year:** 678190.08229107 | **10-Year:** 405830.32350920 | **30-Year:** 136334.03059733

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

- **3-Month:** 193501.84063414 | **1-Year:** 188602.90242547 | **5-Year:** 578555.31043146 | **10-Year:** 123629.09595751 | **30-Year:** 108384.36812280

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136521 | 0.51%                | 0.45%                | 0.49%                |
| Class ID C000136522 | 0.45%                | 0.39%                | 0.38%                |
| Class ID C000136523 | 0.54%                | 0.47%                | 0.51%                |
| Class ID C000152104 | 0.50%                | 0.51%                | 0.47%                |
| Class ID C000155969 | 0.46%                | 0.44%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-22705046.73            | $1546738.80                                |
| Month 2  | $-1722901.74             | $10541340.84                               |
| Month 3  | $-5841552.60             | $8665030.72                                |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMMODITY EXCHANGE, INC.                          | GOLD 100 OZ                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        107 | NC      | $2522405.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -5530 | NC      | $-553000.00   | -0.01%            |  |  |  | No            |                  1 | 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        |    3500000 | PA      | $4321291.79   | 0.05%             | 2028-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                           | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17100000 | PA      | $16681886.19  | 0.18%             | 2042-09-18      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ILPEA PARENT INC                                  | ILPEA PARENT INC                                                                 | CUSIP: 45236FAF4<br>LEI: 5493002IJGO6IOH86T22 | Long             | LON              | CORP              | US        |    2027956 | PA      | $2021629.27   | 0.02%             | 2028-06-22      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                  | Eldridge CLO 2025-1 Ltd                                                          | CUSIP: 284913AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6200000 | PA      | $6225642.58   | 0.07%             | 2038-10-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCT                          | ROPER INDUSTRIAL PRODUCT                                                         | CUSIP: 77669LAJ2<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    6451128 | PA      | $7624915.90   | 0.08%             | 2029-11-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                | TERMINAL INVESTMENT LIMITED HOLDIN                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    9800000 | PA      | $9941537.68   | 0.11%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| HIGGINBOTHAM INSURANCE A                          | HIGGINBOTHAM INSURANCE AGENCY INC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20619367 | PA      | $20505885.86  | 0.23%             | 2028-11-24      | Floating      | 8.22%                 | No            |                  3 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3910375.41   | 0.04%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                          | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3000000 | PA      | $3131132.07   | 0.03%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                          | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $13006846.60  | 0.14%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-AFC2 Trust                                                            | CUSIP: 43761YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1664093 | PA      | $1672309.81   | 0.02%             | 2060-06-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $7682453.55   | 0.08%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                              | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    2036123 | PA      | $1784519.37   | 0.02%             | 2030-06-24      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| ZEPHYR MIDCO 2 LTD                                | ZEPHYR MIDCO 2 LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   20850000 | PA      | $28091677.13  | 0.31%             | 2028-07-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust                        | OSAT 2021-RPL1 Trust                                                             | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5643174 | PA      | $5643174.46   | 0.06%             | 2065-05-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MODENA BUYER LLC                                  | MODENA BUYER LLC                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   22004795 | PA      | $21867265.01  | 0.24%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR BIDCO SARL                               | CHRYSAOR BIDCO SARL                                                              | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |    5546524 | PA      | $5581190.06   | 0.06%             | 2031-10-30      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3968220.72   | 0.04%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                          | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    1900000 | PA      | $2252846.86   | 0.02%             | 2032-10-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   21951000 | PA      | $21540516.30  | 0.24%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5700402.40   | 0.06%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                          | Encore Capital Group Inc                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4689187.50   | 0.05%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| RL DATIX 1L REV FUNDED                            | RL DATIX 1L REV FUNDED                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3078000 | PA      | $3078000.00   | 0.03%             | 2030-10-30      | Floating      | 9.28%                 | No            |                  3 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial Inc                                                         | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   12503000 | PA      | $12849025.40  | 0.14%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                                | CONGRUEX GROUP LLC                                                               | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |    2929363 | PA      | $2375947.78   | 0.03%             | 2029-05-03      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BIDCO SB SAS                                      | BIDCO SB SAS                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      19231 | PA      | $22822.02     | 0.00%             | 2032-07-26      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                              | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   11750000 | PA      | $11569646.90  | 0.13%             | 2051-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                    | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6545182 | PA      | $2966617.36   | 0.03%             | 2037-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | CAFL 2025-RRTL2 Issuer LP                                                        | CUSIP: 12770JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13500000 | PA      | $13537309.95  | 0.15%             | 2040-11-28      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CEGID GROUP SA                                    | CEGID GROUP SA                                                                   | CUSIP: 000000000<br>LEI: 969500P65RIUGCL3D981 | Long             | LON              | CORP              | FR        |   10000000 | PA      | $11778144.81  | 0.13%             | 2030-01-31      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                          | Fortitude Group Holdings LLC                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5155849.86   | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SNF GROUP SACA                                    | SNF Group SACA                                                                   | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   12500000 | PA      | $15143036.61  | 0.17%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9750148.98   | 0.11%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| RL DATIX CAR FACILITY 1L DDTL FUND                | RL DATIX CAR FACILITY 1L DDTL FUND                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3640000 | PA      | $3640000.00   | 0.04%             | 2031-04-30      | Floating      | 9.23%                 | No            |                  3 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                           | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    7450000 | PA      | $7450000.00   | 0.08%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Octagon 74 Ltd                                    | Octagon 74 Ltd                                                                   | CUSIP: 675960AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12750000 | PA      | $7602825.00   | 0.08%             | 2038-04-22      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $4056595.87   | 0.04%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  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        |    7350000 | PA      | $7166250.00   | 0.08%             | 2037-12-18      | Floating      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| CFC USA 2025 LLC                                  | CFC USA 2025 LLC                                                                 | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6590000 | PA      | $6400537.50   | 0.07%             | 2032-07-01      | Floating      | 7.74%                 | 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        |    2120000 | PA      | $2158675.16   | 0.02%             | 2033-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US                     | Goldentree Loan Management US Clo 9 Ltd                                          | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   13500000 | PA      | $13546190.25  | 0.15%             | 2037-04-20      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Navigator Aviation Ltd                            | Navigator 2025-1 Aviation Ltd                                                    | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |     940511 | PA      | $931208.15    | 0.01%             | 2050-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| KANE BIDCO LTD                                    | Kane Bidco Ltd                                                                   | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    2850000 | PA      | $3919353.90   | 0.04%             | 2031-07-15      | Fixed         | 7.75%                 | Yes           |                  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        |   11300000 | PA      | $11188862.24  | 0.12%             | 2038-11-15      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B GBP                     | RL DATIX 1L TL FACILITY B GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   12072000 | PA      | $16269434.40  | 0.18%             | 2031-04-30      | Floating      | 8.97%                 | No            |                  3 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6719225.50   | 0.07%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TALBOT PARTICIPATION SAS                          | TALBOT PARTICIPATION SAS                                                         | CUSIP: 000000000<br>LEI: 213800YELAANTUZKN615 | Long             | LON              | CORP              | FR        |    7750000 | PA      | $9152560.12   | 0.10%             | 2032-07-27      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                          | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    5900000 | PA      | $7098259.43   | 0.08%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INSPIRED FINCO HOLDINGS                           | INSPIRED FINCO HOLDINGS                                                          | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |    7700000 | PA      | $9095140.04   | 0.10%             | 2031-02-28      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    6950000 | PA      | $7482092.00   | 0.08%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                          | OneAmerica Financial Partners Inc                                                | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3247464.14   | 0.04%             | 2050-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CEAMER FINANCE LLC 3.69 03/24/2031                | CEAMER FINANCE LLC 3.69 03/24/2031                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2066292 | PA      | $2009564.38   | 0.02%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| Alliance Bancorp Trust                            | Alliance Bancorp Trust 2007-OA1                                                  | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1601721 | PA      | $1430697.52   | 0.02%             | 2037-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                          | MI WINDOWS AND DOORS LLC                                                         | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    3547353 | PA      | $3546253.00   | 0.04%             | 2031-03-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7950000 | PA      | $7879855.56   | 0.09%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CLAUDIUS FINANCE SARL                             | CLAUDIUS FINANCE SARL                                                            | CUSIP: 000000000<br>LEI: 2221001BVBGKKRMMGO11 | Long             | LON              | CORP              | LU        |    9725000 | PA      | $11457674.18  | 0.13%             | 2028-07-03      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                             | Sotheby's/Bidfair Holdings Inc                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8745698.52   | 0.10%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                           | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2239942 | PA      | $2238477.31   | 0.02%             | 2039-09-17      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| BECLE SA DE CV                                    | Becle SAB de CV                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    7650000 | PA      | $6677082.95   | 0.07%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Mach I                                            | MACH 1 Cayman 2019-1 Ltd                                                         | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2668035 | PA      | $2644930.02   | 0.03%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  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        |    6500000 | PA      | $5052622.32   | 0.06%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                       | ASURION LLC                                                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1795500 | PA      | $1794099.51   | 0.02%             | 2030-09-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE2                                  | CUSIP: 61753EAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7070803 | PA      | $3251203.97   | 0.04%             | 2037-01-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                        | Allianz SE                                                                       | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   11000000 | PA      | $11418462.00  | 0.13%             | N/A             | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Tru                    | Vista Point Securitization Trust 2025-CES1                                       | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5237994 | PA      | $5275932.70   | 0.06%             | 2055-04-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $2090631.22   | 0.02%             | 2032-08-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                                 | PACIFIC BELLS LLC                                                                | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |   21229328 | PA      | $21291317.70  | 0.23%             | 2028-11-10      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BIB 2018-1 A                                      | BIB 2018-1 A                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    6378390 | PA      | $6327254.61   | 0.07%             | 2028-04-07      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| LASERAWAY INTERMEDIATE H                          | LASERAWAY INTERMEDIATE H                                                         | CUSIP: 51807KAC7<br>LEI: 254900KPMJ49M2JTOZ92 | Long             | LON              | CORP              | US        |   12033153 | PA      | $11927862.55  | 0.13%             | 2027-10-14      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                           | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3452337.56   | 0.04%             | 2053-05-20      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     800000 | PA      | $828908.33    | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | BOOTS GROUP FINCO LP                                                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    6150000 | PA      | $6178167.00   | 0.07%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-4                                            | CUSIP: 54251MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9469627 | PA      | $2731303.79   | 0.03%             | 2036-05-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1990001.48   | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CAB                                               | CAB SELAS                                                                        | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |    4100000 | PA      | $4676458.57   | 0.05%             | 2028-02-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                 | AMSPEC PARENT LLC                                                                | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    2893330 | PA      | $2893329.99   | 0.03%             | 2031-12-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                              | Ingenovis Health Inc                                                             | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12125443 | PA      | $3243556.11   | 0.04%             | 2028-03-06      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES7                                                    | CUSIP: 74943AAC6<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    3156000 | PA      | $3202568.67   | 0.04%             | 2055-07-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| KESTRA ADVISOR SERVICES                           | KESTRA ADVISOR SERVICES                                                          | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |    2950000 | PA      | $2952861.50   | 0.03%             | 2031-03-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BOLUDA TOWAGE SL                                  | BOLUDA TOWAGE SL                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    7215385 | PA      | $8549936.04   | 0.09%             | 2030-01-31      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                       | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    5550000 | PA      | $4028845.45   | 0.04%             | 2029-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1179753.40   | 0.01%             | 2031-07-01      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     510000 | PA      | $478095.01    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs plc - US$ Liquid Reserves Fund      | Goldman Sachs plc - US$ Liquid Reserves Fund                                     | CUSIP: 000000000<br>LEI: 549300LDO6S8WVTNKW94 | Long             | EC               | RF                | IE        |   30188267 | NS      | $30188266.91  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                    | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8250000 | PA      | $8169859.50   | 0.09%             | 2036-07-15      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| CTL - AZ BATTERY PROPERTY LLC                     | CTL - AZ BATTERY PROPERTY LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11461226.07  | 0.13%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-6 LLC                                                                  | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12106981 | PA      | $12126474.49  | 0.13%             | 2028-08-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                          | EISNER ADVISORY GROUP LL                                                         | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   15878322 | PA      | $15967716.62  | 0.18%             | 2031-02-28      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-8 LLC                                                                  | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17392856 | PA      | $17418386.69  | 0.19%             | 2030-10-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                    | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2050000 | PA      | $2055959.97   | 0.02%             | 2043-01-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD       | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3854229 | PA      | $3816926.00   | 0.04%             | 2032-05-01      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| RFNA LP                                           | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3076571.44   | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                              | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   20000000 | PA      | $20428628.00  | 0.22%             | 2053-05-20      | Fixed         | 8.84%                 | Yes           |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                  | ALLO Issuer LLC                                                                  | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2132655.63   | 0.02%             | 2055-04-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY INC                                    | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   20090000 | PA      | $20649453.46  | 0.23%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                  | Galaxy Bidco Ltd                                                                 | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $10612968.70  | 0.12%             | 2029-12-19      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICO LIFE INC                                  | Americo Life Inc                                                                 | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |    7470000 | PA      | $6755874.13   | 0.07%             | 2031-04-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-3 Mortgage Loan Trust                                                  | CUSIP: 12674LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11855680 | PA      | $11903603.38  | 0.13%             | 2070-03-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SAFIC - ALCAN SAS                                 | SAFIC - ALCAN SAS                                                                | CUSIP: 000000000<br>LEI: 969500O0FCNLBB65QM29 | Long             | LON              | CORP              | FR        |    1500000 | PA      | $1778954.51   | 0.02%             | 2029-06-29      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                   | CUSIP: 46654EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $12011295.00  | 0.13%             | 2038-06-15      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                            | AI AQUA MERGER SUB INC                                                           | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    2325041 | PA      | $2329295.47   | 0.03%             | 2028-07-31      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 69M                                                   | CUSIP: 38182GAE4<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1594981.92   | 0.02%             | 2038-11-09      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                           | Sierra Pacific Power Co                                                          | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5896758.81   | 0.06%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8621365.50   | 0.09%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                       | SVC ABS LLC                                                                      | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5907854 | PA      | $5792648.64   | 0.06%             | 2053-02-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                | Aaset 2021-2 Trust                                                               | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11486371 | PA      | $10952203.87  | 0.12%             | 2047-01-15      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| CELESTE BIDCO BV                                  | CELESTE BIDCO BV                                                                 | CUSIP: 000000000<br>LEI: 984500F89CC5A01B8C37 | Long             | LON              | CORP              | NL        |    3200000 | PA      | $3796043.04   | 0.04%             | 2029-07-02      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FACILITIES GROUP 1L DDTL FUNDED                   | FACILITIES GROUP 1L DDTL FUNDED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8223173 | PA      | $8118826.94   | 0.09%             | 2027-11-30      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   10203825 | PA      | $9782222.34   | 0.11%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FACILITIES GROUP 1L TL                            | FACILITIES GROUP 1L TL                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8089241 | PA      | $7986594.64   | 0.09%             | 2027-11-30      | Floating      | 9.69%                 | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       3950 | NC      | $1357812.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY BIDCO LTD                                  | GALAXY BIDCO LTD                                                                 | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |    7500000 | PA      | $8895125.09   | 0.10%             | 2029-12-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2280905 | PA      | $2225805.25   | 0.02%             | 2036-12-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS                          | Pershing Square Holdings Ltd/Fund                                                | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   10480000 | PA      | $9706590.25   | 0.11%             | 2030-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| POWERGRID SERVICES 1L TL CL                       | POWERGRID SERVICES 1L TL CL                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6327452 | PA      | $6327451.64   | 0.07%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| AES CORP/THE                                      | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    7554000 | PA      | $7372957.81   | 0.08%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| POWERGRID SERVICES 1L REV CL UNFUN                | POWERGRID SERVICES 1L REV CL UNFUN                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4315692 | PA      | $4315692.31   | 0.05%             | 2030-03-31      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                         | MIDCAP FUNDING XLVI TRUST                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19600000 | PA      | $19600000.00  | 0.22%             | 2028-04-15      | Floating      | 6.28%                 | No            |                  3 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5728899.64   | 0.06%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| POWERGRID SERVICES 1L DDTL CL FUND                | POWERGRID SERVICES 1L DDTL CL FUND                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1855998 | PA      | $1855997.78   | 0.02%             | 2032-07-01      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                           | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2317207.20   | 0.03%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                 | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   11000000 | PA      | $10788180.70  | 0.12%             | 2039-02-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| RING CONTAINER TECHNOLOG                          | RING CONTAINER TECHNOLOGIES GROUP LLC                                            | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |     700000 | PA      | $701589.00    | 0.01%             | 2032-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2006-HE8                                  | CUSIP: 61750SAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17483718 | PA      | $7651415.44   | 0.08%             | 2036-10-25      | Floating      | 4.07%                 | 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        |    6600000 | PA      | $6633128.70   | 0.07%             | 2037-04-25      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20782223.20  | 0.23%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRECISE BIDCO BV                                  | PRECISE BIDCO BV                                                                 | CUSIP: 000000000<br>LEI: 254900JUNTY42P1KL224 | Long             | LON              | CORP              | NL        |   11400000 | PA      | $13458566.01  | 0.15%             | 2030-11-22      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2198000 | PA      | $1884591.20   | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NODE ACQUICO GMBH                                 | NODE ACQUICO GMBH                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    9825000 | PA      | $11601929.75  | 0.13%             | 2032-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACCURIDE 1L EXIT TL                               | ACCURIDE 1L EXIT TL                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2537058 | PA      | $4755622.70   | 0.05%             | 2030-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2019-1                                      | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    2726282 | PA      | $2671755.92   | 0.03%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $12034534.05  | 0.13%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING FUN                         | FTAI AIRCRAFT LEASING FUN                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   24375000 | NS      | $26458721.25  | 0.29%             |  |  |  | No            |                  3 | On Loan: No      |
| FARMER MAC                                        | Federal Agricultural Mortgage Corp                                               | CUSIP: 313148850<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |     272820 | NS      | $5775599.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                         | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    9225000 | PA      | $8534453.40   | 0.09%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 83M                                                   | CUSIP: 38182EAJ8<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |   14900000 | PA      | $14871706.39  | 0.16%             | 2038-11-09      | Floating      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    9056376 | PA      | $8684515.59   | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                          | ECOVYST CATALYST TECHNOL                                                         | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |     587530 | PA      | $587847.48    | 0.01%             | 2031-06-12      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                          | ENGINEERED MACHINERY HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    8000000 | PA      | $9450718.25   | 0.10%             | 2032-11-26      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                           | BROWN GROUP HOLD 07/01/31                                                        | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    1231289 | PA      | $1236805.24   | 0.01%             | 2031-07-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                          | APRO LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    6270625 | PA      | $6296083.74   | 0.07%             | 2031-07-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                              | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7371134.24   | 0.08%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                 | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    1158300 | PA      | $1158450.58   | 0.01%             | 2030-05-06      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 53 LLC                                                     | CUSIP: 15674YAG3<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-CBDO         | CORP              | KY        |   10750000 | PA      | $10749653.85  | 0.12%             | 2038-01-15      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   18169000 | PA      | $17087607.65  | 0.19%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6818075 | PA      | $6818417.70   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6087943 | PA      | $5819117.68   | 0.06%             | 2036-12-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     760000 | PA      | $691579.40    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                           | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7852493.75   | 0.09%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   19450000 | PA      | $20348609.45  | 0.22%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WOMEN'S CARE HOLDING                              | WOMEN'S CARE HOLDING                                                             | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   29970238 | PA      | $27909784.53  | 0.31%             | 2028-01-18      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                               | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8959500 | PA      | $8883163.27   | 0.10%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                          | iShares Core S&P 500 ETF                                                         | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      16000 | NS      | $10959040.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8464499.86   | 0.09%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  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              | N/A       |     750000 | PA      | $893874.38    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $13700005.89  | 0.15%             | N/A             | Fixed         | 4.38%                 | 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        |    5799237 | PA      | $5801222.34   | 0.06%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  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        |   18203000 | PA      | $14307011.91  | 0.16%             | 2038-07-24      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                    | Saluds Grade Alternative Mortgage Trust 2025-RRTL1                               | CUSIP: 79582NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5210000 | PA      | $5208930.39   | 0.06%             | 2040-10-25      | Variable      | 5.66%                 | Yes           |                  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        |   12454500 | PA      | $9468035.45   | 0.10%             | 2038-07-25      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                           | CNO Financial Group Inc                                                          | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     321950 | NS      | $6117050.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TSG SOLUTIONS HOLDING                             | TSG SOLUTIONS HOLDING                                                            | CUSIP: 000000000<br>LEI: 969500LKBUJJXR2GYZ38 | Long             | LON              | CORP              | FR        |    3000000 | PA      | $3551739.75   | 0.04%             | 2032-04-30      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21650000 | PA      | $20558727.42  | 0.23%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                           | CNO Financial Group Inc                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5501295.07   | 0.06%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2100000 | PA      | $2211283.03   | 0.02%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                            | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |   15800000 | PA      | $18809239.44  | 0.21%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BXHPP Trust                                       | BXHPP Trust 2021-FILM                                                            | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21644000 | PA      | $20278200.83  | 0.22%             | 2036-08-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     350000 | PA      | $414101.04    | 0.00%             | 2031-07-31      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L TL                        | CAPSTONE ACQUISITION 1L TL                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17639037 | PA      | $17563494.58  | 0.19%             | 2029-11-12      | Floating      | 8.32%                 | No            |                  3 | On Loan: No      |
| CLIFFWATER LLC 1L TL CL                           | CLIFFWATER LLC 1L TL CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14510350 | PA      | $14466465.04  | 0.16%             | 2032-04-22      | Floating      | 8.47%                 | No            |                  3 | On Loan: No      |
| UPBOUND GROUP INC                                 | UPBOUND GROUP INC                                                                | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   19335438 | PA      | $19432115.01  | 0.21%             | 2032-08-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                       | CUSIP: 000000000<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    1897598 | PA      | $4444.17      | 0.00%             | 2031-01-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $969773.86    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  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        |   16000000 | PA      | $15964753.60  | 0.18%             | 2037-04-24      | Floating      | 6.27%                 | Yes           |                  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        |    4027858 | PA      | $4076243.93   | 0.04%             | 2065-07-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH FINCO BV                                 | ARDONAGH FINCO BV                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   13600000 | PA      | $16055513.51  | 0.18%             | 2031-02-18      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CERVANTES BIDCO SLU                               | CERVANTES BIDCO SLU                                                              | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |    2800000 | PA      | $3311765.53   | 0.04%             | 2031-07-07      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                          | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   20360000 | PA      | $21303421.32  | 0.23%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-1 Trust                                | Aaset 2021-1 Trust                                                               | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9534130 | PA      | $9178887.21   | 0.10%             | 2041-11-16      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| WILTON RE LTD                                     | Wilton RE Ltd                                                                    | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |   27267000 | PA      | $27010657.48  | 0.30%             | N/A             | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ESSENDI SA                                        | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    1400000 | PA      | $1666213.72   | 0.02%             | 2032-05-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2529937.75   | 0.03%             | 2033-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                    | Saluda Grade Alternative Mortgage Trust 2025-LOC4                                | CUSIP: 79589VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1002148.30   | 0.01%             | 2055-06-25      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                      | Ginkgo Bioworks Holdings Inc                                                     | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     128004 | NC      | $640.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMC GLOBAL HOLDINGS LLC                           | IMC GLOBAL HOLDINGS LLC                                                          | CUSIP: 000000000<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |    4589818 | PA      | $4621395.74   | 0.05%             | 2032-06-21      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| UBS AG ZURICH PUT .64 CHF TECAN CH                | UBS AG ZURICH PUT .64 CHF TECAN CH                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     762770 | NS      | $76.28        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    9000000 | PA      | $12214081.14  | 0.13%             | 2031-06-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| LERNEN US FINCO LLC (COGNITA)                     | LERNEN US FINCO LLC (COGNITA)                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    4950000 | PA      | $5877122.81   | 0.06%             | 2031-10-27      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ZODIAC PURCHASER LLC                              | ZODIAC PURCHASER LLC                                                             | CUSIP: 000000000<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |   18916312 | PA      | $18840647.25  | 0.21%             | 2032-02-17      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM5 Trust                                                              | CUSIP: 67448NAD0<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   12495000 | PA      | $12601904.72  | 0.14%             | 2064-01-25      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                             | HIGHTOWER HOLDING LLC                                                            | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   20775132 | PA      | $20788220.69  | 0.23%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                           | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    6460000 | PA      | $6073886.45   | 0.07%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS HOLDING                            | HUNTER DOUGLAS HOLDING                                                           | CUSIP: 000000000<br>LEI: 549300XOR2688C8LK689 | Long             | LON              | CORP              | NL        |   16400000 | PA      | $19402494.44  | 0.21%             | 2032-01-19      | Floating      | 5.02%                 | 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        |    5750000 | PA      | $5695334.18   | 0.06%             | 2042-08-17      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   20672000 | PA      | $12676140.68  | 0.14%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2013-1 Ltd                                                              | CUSIP: 44986TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   28970307 | PA      | $697604.99    | 0.01%             | 2030-10-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Achieve Mortgage                                  | ACHM Trust 2025-HE1                                                              | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3129390 | PA      | $3171500.65   | 0.03%             | 2055-03-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2972956.07   | 0.03%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                          | Minerals Technologies Inc                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    8060000 | PA      | $7979400.00   | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2350100.10   | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-RCF3 LLC                                                               | CUSIP: 69392PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $200515.60    | 0.00%             | 2055-07-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DQLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24731344 | PA      | $24855484.10  | 0.27%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TVL FINANCE PLC                                   | TVL Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    6150000 | PA      | $7184203.37   | 0.08%             | 2030-06-30      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit Partners                          | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102UAK5<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2236416.98   | 0.02%             | 2038-02-20      | Floating      | 8.39%                 | Yes           |                  2 | On Loan: No      |
| PERSHING SQUARE ESCROW                            | PERSHING SQUARE ESCROW                                                           | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    6864930 | NS      | $686.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | ALLWYN ENTERTAINMENT FIN                                                         | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6000000 | PA      | $5880000.00   | 0.06%             | 2032-11-10      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| TACKLE SARL                                       | TACKLE SARL                                                                      | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |    6718989 | PA      | $7903853.25   | 0.09%             | 2028-05-18      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD       | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10046111 | PA      | $9948879.83   | 0.11%             | 2032-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                           | Motel One GmbH/Muenchen                                                          | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |    8280000 | PA      | $10390077.98  | 0.11%             | 2031-04-02      | Fixed         | 7.75%                 | Yes           |                  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        |   14150000 | PA      | $14125337.97  | 0.16%             | 2039-08-09      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| STS OPERATING INC                                 | STS OPERATING INC                                                                | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |   12243845 | PA      | $12228540.37  | 0.13%             | 2031-03-25      | Floating      | 7.82%                 | 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        |   10150000 | PA      | $10152216.76  | 0.11%             | 2036-04-20      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Regional Management Issuance T                    | Regional Management Issuance Trust 2025-1                                        | CUSIP: 75908AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1618149.12   | 0.02%             | 2034-04-17      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| SHO EQUITY                                        | SHO EQUITY                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1150 | NS      | $903398.05    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H6 Mortgage Trust                                                     | CUSIP: 22758TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1327640 | PA      | $1336904.78   | 0.01%             | 2070-07-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                | HUNTER DOUGLAS INC                                                               | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    3960000 | PA      | $3974850.00   | 0.04%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| REVERB BUYER INC                                  | Reverb Buyer Inc                                                                 | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    2189445 | PA      | $462213.74    | 0.01%             | 2028-11-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                     | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   11480914 | PA      | $10972583.08  | 0.12%             | 2046-10-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                  | BSPDF 2025-FL2 Issuer LLC                                                        | CUSIP: 05615KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $501222.30    | 0.01%             | 2042-12-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit BSL XV Ltd                                                       | CUSIP: 34964WAS1<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |   11150000 | PA      | $11187467.35  | 0.12%             | 2033-10-18      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                    | Golub Capital Partners CLO 69M                                                   | CUSIP: 38182GAG9<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   38312500 | PA      | $38242913.01  | 0.42%             | 2038-11-09      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       5530 | NC      | $967750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                        | CUSIP: 617955AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2945200 | PA      | $2833619.54   | 0.03%             | 2070-11-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers Clo 57 Ltd                                        | CUSIP: 64135YAC3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-CBDO         | CORP              | KY        |    4250000 | PA      | $3053965.00   | 0.03%             | 2038-10-24      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER                             | GTCR EVEREST BORROWER                                                            | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3023805 | PA      | $3033874.27   | 0.03%             | 2031-09-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7825000 | PA      | $7885632.01   | 0.09%             | 2039-07-15      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MIRABELA NICKEL LTD                               | Mirabela Nickel Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1885418 | PA      | $4713.55      | 0.00%             | 2019-06-24      | Fixed         | 9.50%                 | Yes           |                  3 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                            | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    5303000 | PA      | $5331153.63   | 0.06%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY INC                                    | CVR Energy Inc                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3027251.48   | 0.03%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                       | ASURION LLC                                                                      | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   15196500 | PA      | $15189357.65  | 0.17%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1718000 | PA      | $1699618.69   | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140Y6PR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   63090911 | PA      | $64103454.18  | 0.70%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2006-HE6                                  | CUSIP: 61750FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4066666 | PA      | $1397154.11   | 0.02%             | 2036-09-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   18150000 | PA      | $14333612.21  | 0.16%             | N/A             | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                          | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15090000 | PA      | $15899638.86  | 0.17%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| EAGLE POINT 1L DDTL FUNDED                        | EAGLE POINT 1L DDTL FUNDED                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1050000 | PA      | $1050000.00   | 0.01%             | 2028-03-31      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| ENTAIN PLC                                        | ENTAIN PLC                                                                       | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | GB        |    3295850 | PA      | $3897972.38   | 0.04%             | 2028-06-30      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                              | DS ADMIRAL BIDCO LLC                                                             | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |   19673166 | PA      | $19279702.94  | 0.21%             | 2031-06-26      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-2                                                | CUSIP: 92540VAE5<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |   16938410 | PA      | $17032318.29  | 0.19%             | 2070-03-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -40718750 | NC      | $-5196.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2025-CP1                                                         | CUSIP: 67121VAB0<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $746861.84    | 0.01%             | 2069-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Anchor Mortgage Trust                             | Anchor Mortgage Trust 2025-RTL1                                                  | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1005292.70   | 0.01%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                               | PLANVIEW PARENT INC                                                              | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |   14106012 | PA      | $13493247.05  | 0.15%             | 2027-12-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CURRICULUM 1L DDTL CL UNFUNDED                    | CURRICULUM 1L DDTL CL UNFUNDED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4778959 | PA      | $4778958.99   | 0.05%             | 2032-05-07      | Fixed         | 5.29%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                        | CUSIP: 617955AM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  267727700 | PA      | $2862761.43   | 0.03%             | 2070-11-25      | Variable      | 0.33%                 | Yes           |                  2 | On Loan: No      |
| BMC SOFTWARE INC                                  | BMC SOFTWARE INC                                                                 | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   14126650 | PA      | $14078760.66  | 0.15%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                  | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    9650000 | PA      | $10097981.95  | 0.11%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SLAM LLC                                          | SLAM 2025-1 Ltd                                                                  | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8588623 | PA      | $8801927.70   | 0.10%             | 2050-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| GSAA Home Equity Trust                            | GSAA Home Equity Trust 2006-9                                                    | CUSIP: 362382AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6743658 | PA      | $1681968.06   | 0.02%             | 2036-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN AUTO AUCTION                             | AMERICAN AUTO AUCTION GROUP LLC                                                  | CUSIP: 02403MAR1<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |    2164125 | PA      | $2121621.59   | 0.02%             | 2032-05-28      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -40718750 | NC      | $-9626.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                          | OSAIC HOLDINGS INC                                                               | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    1500000 | PA      | $1505340.00   | 0.02%             | 2032-08-02      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   18700000 | PA      | $17458043.24  | 0.19%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                          | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6550000 | PA      | $7018121.95   | 0.08%             | 2033-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                      | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15505000 | PA      | $15485183.52  | 0.17%             | 2026-01-15      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-6                                            | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4037048 | PA      | $1587153.84   | 0.02%             | 2036-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | BEACH ACQUISITION BIDCO LLC                                                      | CUSIP: 07337FAD7<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    1600000 | PA      | $1894261.20   | 0.02%             | 2032-09-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS                          | Pershing Square Holdings Ltd/Fund                                                | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   31500000 | PA      | $28304321.54  | 0.31%             | 2031-10-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                          | GRAFTECH GLOBAL ENTERPRI                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5221215 | PA      | $5297340.73   | 0.06%             | 2029-12-21      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB4 LP                                                                      | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27799000 | PA      | $25460222.87  | 0.28%             | 2050-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2022-NQM5 Trust                                                             | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7190484 | PA      | $7167231.73   | 0.08%             | 2067-08-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -40718750 | NC      | $-9712.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Archwest Mortgage Trust                           | Archwest Mortgage Trust 2025-RTL1                                                | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1401714.44   | 0.02%             | 2040-10-25      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GSAA Home Equity Trust                            | GSAA Home Equity Trust 2006-3                                                    | CUSIP: 362334BS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8800026 | PA      | $4225953.09   | 0.05%             | 2036-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5087800.00   | 0.06%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NA Rail Hold Co LLC                               | NA RAIL HOLD CO LLC                                                              | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |    4328250 | PA      | $4357119.43   | 0.05%             | 2032-03-08      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                     | Fortress Credit Opportunities IX CLO Ltd                                         | CUSIP: 34961JBG8<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $35044593.50  | 0.39%             | 2033-10-15      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | BEACH ACQUISITION BIDCO                                                          | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    1940000 | PA      | $1953347.20   | 0.02%             | 2032-09-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LUXCO3                                            | LUXCO3                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     113237 | NS      | $1994109.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSENDI SA                                        | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    2850000 | PA      | $3440060.03   | 0.04%             | 2030-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVII LLC                                                  | CUSIP: 156945AG2<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-CBDO         | CORP              | US        |    3900000 | PA      | $3931554.51   | 0.04%             | 2036-07-15      | Floating      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ACCIDENT FUND INS CO AM                           | Accident Fund Insurance Co of America                                            | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3011629.53   | 0.03%             | 2032-08-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   20955000 | NC      | $17234.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERSUNI GROUP BV                                  | Versuni Group BV                                                                 | CUSIP: 000000000<br>LEI: 549300NZZFLYK83VVT71 | Long             | DBT              | CORP              | NL        |    7050000 | PA      | $8134070.27   | 0.09%             | 2028-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    5640000 | PA      | $6094025.64   | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AES CORP/THE                                      | AES Corp/The                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2426000 | PA      | $2199505.00   | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CEAMER FIN 2 SR SEC NTS                           | CEAMER FIN 2 SR SEC NTS                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7742271 | PA      | $8049008.16   | 0.09%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| LIFT 2024-1 A                                     | LIFT 2024-1 A                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     742480 | PA      | $763869.98    | 0.01%             | 2030-12-15      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                          | GRAFTECH GLOBAL ENTERPRI                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2983552 | PA      | $3027051.85   | 0.03%             | 2029-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                      | Morgan Stanley Re-REMIC Trust 2010-R5                                            | CUSIP: 61759HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     304406 | PA      | $313204.35    | 0.00%             | 2036-06-26      | Variable      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| RR Ltd                                            | RR 39 LTD                                                                        | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-CBDO         | CORP              | KY        |   18750000 | PA      | $14739187.50  | 0.16%             | 2038-04-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33375000 | PA      | $35069325.60  | 0.39%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-6                                            | CUSIP: 54251RAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2336962 | PA      | $916960.68    | 0.01%             | 2036-07-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -40718750 | NC      | $-10804.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHAW DEVELOPMENT 1L TL                            | SHAW DEVELOPMENT 1L TL                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6058053 | PA      | $5711294.89   | 0.06%             | 2029-10-30      | Floating      | 9.84%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1586004.21   | 0.02%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Obsidian Issuer LLC                               | Obsidian Issuer 2025-1 LLC                                                       | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21900000 | PA      | $22068760.31  | 0.24%             | 2055-05-15      | Fixed         | 6.93%                 | Yes           |                  3 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                               | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   16875000 | PA      | $13243930.65  | 0.15%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO                                    | ORION US FINCO                                                                   | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4640000 | PA      | $4658838.40   | 0.05%             | 2032-10-12      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L                    | CMFT Net Lease Master Issuer LLC                                                 | CUSIP: 12575AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     478852 | PA      | $411126.63    | 0.00%             | 2051-07-20      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| QTS CORP                                          | QTS CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10841940.72  | 0.12%             | 2032-08-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| GCAT                                              | GCAT 2025-INV3 Trust                                                             | CUSIP: 36831DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17359893 | PA      | $17702905.56  | 0.19%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    9170000 | PA      | $9350016.27   | 0.10%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PHM GROUP HOLDING                                 | PHM GROUP HOLDING                                                                | CUSIP: 000000000<br>LEI: 7437002P82P6OBDFWT48 | Long             | LON              | CORP              | FI        |   10000000 | PA      | $11777439.75  | 0.13%             | 2032-04-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association         | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-480607.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1999757.33   | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PIONEER ACQUISITIONCO LL                          | PIONEER ACQUISITIONCO LL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3050000 | PA      | $3061437.50   | 0.03%             | 2032-10-27      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trus                    | Easy Street Mortgage Loan Trust 2025-RTL2                                        | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24450000 | PA      | $24700962.14  | 0.27%             | 2040-10-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Mallinckrodt                                      | Mallinckrodt                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37667 | NS      | $3839698.65   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| PERSHING SQUARE HOLDINGS                          | Pershing Square Holdings Ltd/Fund                                                | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |    1000000 | PA      | $1000019.90   | 0.01%             | 2032-10-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2025-3                                      | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1092737 | PA      | $1095750.44   | 0.01%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Lehman XS Trust                                   | Lehman XS Trust Series 2006-10N                                                  | CUSIP: 525229AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1793984 | PA      | $1769225.22   | 0.02%             | 2046-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-1                                                 | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     908168 | PA      | $908158.45    | 0.01%             | 2065-06-25      | Variable      | 4.82%                 | Yes           |                  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        |    3400000 | PA      | $3392065.42   | 0.04%             | 2036-07-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                          | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     332687 | PA      | $322812.54    | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.43.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-4284088.75  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3602611.66   | 0.04%             | 2031-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20269979.31  | 0.22%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   61161321 | PA      | $3399034.30   | 0.04%             | 2055-11-25      | Variable      | 0.70%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC                                  | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    2232000 | PA      | $2300725.51   | 0.03%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           |                  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        |   23000000 | PA      | $22143698.50  | 0.24%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COGNITA (LERNEN) 1L TLB3 CL USD                   | COGNITA (LERNEN) 1L TLB3 CL USD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8446752 | PA      | $8457310.68   | 0.09%             | 2031-10-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-6                                            | CUSIP: 54251RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12964692 | PA      | $5115259.55   | 0.06%             | 2036-07-25      | Floating      | 4.35%                 | 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        |    8000000 | PA      | $7999944.80   | 0.09%             | 2043-06-18      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                    | 1261229 BC LTD                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     492525 | PA      | $480029.64    | 0.01%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16899985 | PA      | $16905192.21  | 0.19%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES INC./ VALEURS MOBILIERES TD INC.    | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493006RJSLS5DA4PD75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6099.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -40718750 | NC      | $-6548.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                | Aaset 2019-2 Trust                                                               | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     178164 | PA      | $177998.71    | 0.00%             | 2039-10-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $7823427.20   | 0.09%             | 2038-02-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| RED SPV LLC                                       | RED SPV LLC                                                                      | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10198750 | PA      | $10194466.53  | 0.11%             | 2032-03-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1477574.25   | 0.02%             | 2042-08-19      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                         | CIM TRUST 2025-R1                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5541552 | PA      | $5523915.61   | 0.06%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7450000 | PA      | $7459125.51   | 0.08%             | 2043-03-19      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HOMESTEAD SPE ISSUER LLC                          | HOMESTEAD SPE ISSUER LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18418225.50  | 0.20%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4562125.75   | 0.05%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ATLAS MARA LTD                                    | Atlas Mara Ltd                                                                   | CUSIP: 000000000<br>LEI: 213800R42RHUZR883M76 | Long             | DBT              | CORP              | VG        |    1183303 | PA      | $1.18         | 0.00%             | 2020-12-31      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     200000 | PA      | $242853.68    | 0.00%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -57006250 | NC      | $-75801.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNT COS INC                                      | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $13373409.81  | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                              | SPEEDSTER BIDCO GMBH                                                             | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    5700000 | PA      | $6753864.92   | 0.07%             | 2031-12-10      | Floating      | 5.37%                 | No            |                  3 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15640000 | PA      | $15432009.90  | 0.17%             | 2038-02-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                           | Midwest Connector Capital Co LLC                                                 | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12737000 | PA      | $12752905.71  | 0.14%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                          | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     652006 | PA      | $645088.91    | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2326260.70   | 0.03%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                           | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   17160000 | PA      | $16736096.52  | 0.18%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FR REFUEL LLC 1L DDTL TLB CL FUNDE                | FR REFUEL LLC 1L DDTL TLB CL FUNDE                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     108696 | PA      | $107880.43    | 0.00%             | 2028-11-08      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12735000 | PA      | $14966261.15  | 0.16%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ARTISAN NEWCO BV                                  | ARTISAN NEWCO BV                                                                 | CUSIP: 000000000<br>LEI: 7245009YIYR683H17R35 | Long             | LON              | CORP              | NL        |   11325000 | PA      | $13383996.22  | 0.15%             | 2032-03-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -40718750 | NC      | $-10756.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                          | STARWOOD PROPERTY MORTGAGE LLC                                                   | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    3990000 | PA      | $3999975.00   | 0.04%             | 2032-09-24      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co                                                                   | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1718000 | PA      | $1710957.09   | 0.02%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                    | CFMT 2022-HB9 LLC                                                                | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8650000 | PA      | $8394680.55   | 0.09%             | 2037-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                    | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | CUSIP: 939346AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3147851 | PA      | $2741062.46   | 0.03%             | 2046-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $834389.80    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD 1L FLFO TL CL INCR                   | FLORIDA FOOD 1L FLFO TL CL INCR                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2814897 | PA      | $2777374.13   | 0.03%             | 2030-10-18      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                         | FLORIDA FOOD PRODUCTS LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7205454 | PA      | $5404090.76   | 0.06%             | 2030-10-18      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                          | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    6325000 | PA      | $6107370.67   | 0.07%             | 2033-10-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                          | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    3566000 | PA      | $3517158.28   | 0.04%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISOR                          | CITRIN COOPERMAN ADVISOR                                                         | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |     980000 | PA      | $982450.01    | 0.01%             | 2032-04-01      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -66020000 | NC      | $-204470.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                   | Slam 2021-1 Ltd                                                                  | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2580120 | PA      | $2469983.71   | 0.03%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| NAVACORD (JONES) 1L TL CL USD                     | NAVACORD (JONES) 1L TL CL USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1150000 | PA      | $1150000.00   | 0.01%             | 2032-12-09      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                     | Fortress Credit Opportunities IX CLO Ltd                                         | CUSIP: 34961JBC7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    2950000 | PA      | $2951466.15   | 0.03%             | 2033-10-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6581763.50   | 0.07%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 41 Senior Loan Fund                                                       | CUSIP: 26244LAA2<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   11700000 | PA      | $39947.31     | 0.00%             | 2031-04-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| VISMA AS 1L TLB3 EUR                              | VISMA AS 1L TLB3 EUR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |    2500000 | PA      | $2952438.75   | 0.03%             | 2028-12-05      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| ORION ADVISOR SOLUTIONS 1L TLB CL                 | ORION ADVISOR SOLUTIONS 1L TLB CL                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4162586 | PA      | $4186854.12   | 0.05%             | 2030-09-09      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                               | WHITE CAP BUYER LLC                                                              | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    1287000 | PA      | $1291929.21   | 0.01%             | 2029-10-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                       | SCIL IV LLC                                                                      | CUSIP: 000000000<br>LEI: 9845009F6D37C41A8572 | Long             | LON              | CORP              | GB        |    4550000 | PA      | $5351142.77   | 0.06%             | 2032-10-29      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | UNITED AIRLINES INC                                                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    4328678 | PA      | $4342226.52   | 0.05%             | 2031-02-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9799.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $6643626.07   | 0.07%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PAINT INTERMEDIATE III                            | PAINT INTERMEDIATE III                                                           | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    1400000 | PA      | $1405250.00   | 0.02%             | 2031-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6795861.02   | 0.07%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                            | Air Canada 2020-2 Class A Pass Through Trust                                     | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     550379 | PA      | $562547.98    | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COBANK ACB                                        | CoBank ACB                                                                       | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |   23325000 | PA      | $22831477.99  | 0.25%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - SYNDICATED LNS                       | XPLORE INC - SYNDICATED LNS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     204119 | NS      | $309807.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOAN                                 | DOGWOOD TERM LOAN                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38601033 | PA      | $38866520.11  | 0.43%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   36500000 | PA      | $35995000.60  | 0.40%             | 2036-11-16      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16385000 | PA      | $16358878.71  | 0.18%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                              | SPEEDSTER BIDCO GMBH                                                             | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    8599982 | PA      | $8602131.78   | 0.09%             | 2031-12-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   16764000 | NC      | $13787.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                       | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    8450000 | PA      | $10071024.31  | 0.11%             | 2032-11-20      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SCIL IV LLC                                       | SCIL IV LLC                                                                      | CUSIP: 000000000<br>LEI: 984500E0P46NA78BDF93 | Long             | LON              | CORP              | US        |    1250000 | PA      | $1251562.50   | 0.01%             | 2032-10-29      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| HLEND CLO LLC                                     | Hlend CLO 2025-3 LLC                                                             | CUSIP: 403961AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18400000 | PA      | $18410603.92  | 0.20%             | 2037-01-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM3 Trust                                                             | CUSIP: 36171MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19072115 | PA      | $19271479.60  | 0.21%             | 2070-05-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| QUICKTOP HOLDCO AB                                | Quicktop Holdco AB                                                               | CUSIP: 000000000<br>LEI: 984500A1D5DC9ECC7050 | Long             | DBT              | CORP              | SE        |    6000000 | PA      | $7216515.42   | 0.08%             | 2030-03-21      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Home Equity Loan Trust                            | Home Equity Loan Trust                                                           | CUSIP: 43710XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4759737 | PA      | $4550698.49   | 0.05%             | 2037-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | ALLWYN ENTERTAINMENT FIN                                                         | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | LON              | CORP              | GB        |   13900000 | PA      | $16322619.62  | 0.18%             | 2032-03-30      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SOCOTEC US HOLDING INC                            | SOCOTEC US HOLDING INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8863500 | PA      | $8904094.83   | 0.10%             | 2031-06-02      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                           | BELRON FINANCE 2019 LLC                                                          | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8581701 | PA      | $8624609.38   | 0.09%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HEALTHCHANNELS INTERMED                           | HEALTHCHANNELS INTERMED                                                          | CUSIP: 81104BAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4730489 | PA      | $3264037.74   | 0.04%             | 2025-04-03      | Floating      | 10.25%                | No            |                  3 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -66021000 | NC      | $-202366.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROCS INC                                         | Crocs Inc                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1016199.80   | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8700000 | PA      | $8695895.34   | 0.10%             | 2042-11-19      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                          | NIDDA HEALTHCARE HOLDING                                                         | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |   17347239 | PA      | $20507864.50  | 0.23%             | 2032-12-09      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    6676000 | PA      | $6891280.97   | 0.08%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VECTOR PHOENIX HOLDINGS LP ASPECT                 | VECTOR PHOENIX HOLDINGS LP ASPECT                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      37539 | NS      | $3.75         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4712135.31   | 0.05%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                  | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5950000 | PA      | $6159219.26   | 0.07%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    3052000 | PA      | $3174812.48   | 0.03%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                           | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     294658 | PA      | $278513.61    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7558123.80   | 0.08%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -65150000 | NC      | $-95513.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVII LLC                                                  | CUSIP: 156945AE7<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-CBDO         | CORP              | US        |   20150000 | PA      | $20238956.21  | 0.22%             | 2036-07-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                    | OWENS-BROCKWAY                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12365000 | PA      | $12453904.35  | 0.14%             | 2032-09-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| OEG BORROWER LLC                                  | OEG BORROWER LLC                                                                 | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |    3378550 | PA      | $3386996.37   | 0.04%             | 2031-06-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                   | TRIPADVISOR INC                                                                  | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    5444862 | PA      | $5233873.75   | 0.06%             | 2031-07-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| QSRP FINCO SARL                                   | QSRP FINCO SARL                                                                  | CUSIP: 000000000<br>LEI: 894500AXJRZ3TICBD793 | Long             | LON              | CORP              | BE        |   15200000 | PA      | $17766675.33  | 0.20%             | 2031-06-19      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                                | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1139631.90   | 0.01%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                          | Terraform Global Operating LP                                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    8138000 | PA      | $8080054.18   | 0.09%             | 2026-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim Strategy Fund II                       | Guggenheim Strategy Fund II                                                      | CUSIP: 40168Q205<br>LEI: 549300MHRGBLZPUQ5G89 | Long             | EC               | RF                | US        |     982378 | NS      | $24372798.60  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DAYFORCE INC                                      | DAYFORCE INC                                                                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10220000 | PA      | $10183514.60  | 0.11%             | 2032-10-07      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| iShares Silver Trust                              | iShares Silver Trust                                                             | CUSIP: 46428Q109<br>LEI: 549300K2C2CG14B0ZA09 | Long             | EC               | RF                | US        |     970500 | NS      | $62519610.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -57006250 | NC      | $-75801.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | OWL Rock Clo XXII LLC                                                            | CUSIP: 69121AAE6<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |   12150000 | PA      | $12116845.08  | 0.13%             | 2037-10-20      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| KERRIDGE GBP 1L TLB CL                            | KERRIDGE GBP 1L TLB CL                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    7997768 | PA      | $10778591.74  | 0.12%             | 2030-09-07      | Floating      | 8.47%                 | No            |                  3 | On Loan: No      |
| KERRIDGE GBP 1L DDTL CL FUNDED                    | KERRIDGE GBP 1L DDTL CL FUNDED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    3920982 | PA      | $5284307.63   | 0.06%             | 2030-09-07      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| BIP PIPECO HOLDINGS LLC                           | AL NGPL FUND VIII FUNDIN                                                         | CUSIP: 05554DAB6<br>LEI: 254900VCXW4EPI0VC343 | Long             | LON              | CORP              | US        |    3352248 | PA      | $3356438.27   | 0.04%             | 2030-12-09      | Floating      | 6.19%                 | 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        |    3500000 | PA      | $3110662.24   | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4650000 | PA      | $4938532.73   | 0.05%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    8210000 | PA      | $8150563.21   | 0.09%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVI LP                                                    | CUSIP: 15675BAC1<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $7996197.60   | 0.09%             | 2036-07-15      | Floating      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| COBANK ACB                                        | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    2500000 | PA      | $2590735.00   | 0.03%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                       | Asurion LLC                                                                      | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    3049338 | PA      | $3053149.79   | 0.03%             | 2028-08-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    8257000 | NC      | $21641.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                              | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7767488.04   | 0.09%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MORAN FOODS LLC                                   | MORAN FOODS LLC                                                                  | CUSIP: 61647DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     199202 | PA      | $10597.78     | 0.00%             | 2026-06-30      | Floating      | 11.02%                | No            |                  3 | On Loan: No      |
| BR SECONDARIES & LQDITY SOLUTIONS                 | BR SECONDARIES & LQDITY SOLUTIONS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4191172 | PA      | $4190720.57   | 0.05%             | 2030-06-15      | Floating      | 6.27%                 | No            |                  3 | On Loan: No      |
| HLEND CLO LLC                                     | HLEND CLO 2025-4 LLC                                                             | CUSIP: 43367AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1601628.00   | 0.02%             | 2037-08-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| HANGER INC                                        | HANGER INC                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     648743 | PA      | $650345.84    | 0.01%             | 2031-10-23      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9333000 | PA      | $8888787.93   | 0.10%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2352519.20   | 0.03%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT PVE NPV PFD                          | MALLINCKRODT PVE NPV PFD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        | 1716259188 | NS      | $1716.26      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jol Air                                           | JOL Air Ltd                                                                      | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    7203780 | PA      | $7169288.60   | 0.08%             | 2044-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    8210000 | PA      | $8066570.89   | 0.09%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -40718750 | NC      | $-6548.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |   66020000 | NC      | $580864.62    | 0.01%             |  |  |  | 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        |   12575000 | PA      | $12546498.76  | 0.14%             | 2034-07-24      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   30600000 | PA      | $30493282.50  | 0.34%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1180728.73   | 0.01%             | 2031-11-24      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                                 | FUGUE FINANCE LLC                                                                | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |   20602396 | PA      | $20653901.99  | 0.23%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-HE1                                     | CUSIP: 36272NAB0<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2611619.92   | 0.03%             | 2055-10-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FR REFUEL LLC 1L TLB CL                           | FR REFUEL LLC 1L TLB CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20802269 | PA      | $20646251.51  | 0.23%             | 2028-11-08      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                          | ALTERRA MOUNTAIN COMPANY                                                         | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    2044875 | PA      | $2052543.28   | 0.02%             | 2030-05-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1942829.46   | 0.02%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                          | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                         | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   11250000 | PA      | $11169392.74  | 0.12%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Octagon 78 Ltd                                    | Octagon 78 Ltd                                                                   | CUSIP: 675963AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16696400 | PA      | $12816156.64  | 0.14%             | 2038-10-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7384.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                                 | PAR PETROLEUM LLC                                                                | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    8860857 | PA      | $8899667.70   | 0.10%             | 2030-02-28      | Floating      | 7.24%                 | No            |                  3 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   16275000 | PA      | $16503296.59  | 0.18%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LXV Ltd                                                     | CUSIP: 55823FAC9<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | JE        |    2150000 | PA      | $2156547.18   | 0.02%             | 2038-07-16      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite LII Ltd                                                                | CUSIP: 559929AC8<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $3690000.00   | 0.04%             | 2039-01-25      | Variable      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| COBHAM ULTRA SENIORCO SA                          | COBHAM ULTRA SENIORCO SA                                                         | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |    7000000 | PA      | $8287392.75   | 0.09%             | 2029-08-06      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVI LP                                                    | CUSIP: 15675BAD9<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1007665.50   | 0.01%             | 2036-07-15      | Floating      | 8.85%                 | Yes           |                  2 | On Loan: No      |
| Wave USA                                          | WAVE 2019-1 LLC                                                                  | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3968761 | PA      | $3897680.65   | 0.04%             | 2044-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | VENTURE GLOBAL CALCASIEU                                                         | CUSIP: 000000000<br>LEI: 549300GKHS6RS20NLH85 | Long             | LON              | CORP              | US        |    1913356 | PA      | $1910964.35   | 0.02%             | 2026-08-19      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Nassau 2019 CFO LLC                               | Nassau 2019 CFO LLC                                                              | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4943599 | PA      | $4446867.61   | 0.05%             | 2034-08-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                 | LEIA FINCO US LLC                                                                | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17614675 | PA      | $17668223.61  | 0.19%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2886.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                        | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29100000 | PA      | $28960820.52  | 0.32%             | 2055-10-25      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                                    | Babson CLO Ltd 2014-I                                                            | CUSIP: 05618HAE5<br>LEI: 549300SCEOLR3BTPYX35 | Long             | ABS-CBDO         | CORP              | KY        |   11900000 | PA      | $1190.00      | 0.00%             | 2025-07-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                          | PROAMPAC PG BORROWER LLC                                                         | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   16265666 | PA      | $16274612.35  | 0.18%             | 2028-09-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISOR                          | CITRIN COOPERMAN ADVISOR                                                         | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |   18826000 | PA      | $18873064.99  | 0.21%             | 2032-04-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                          | MAPS 2021-1 Trust                                                                | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1532165 | PA      | $1467992.17   | 0.02%             | 2046-06-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                   | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    3142125 | PA      | $3115291.25   | 0.03%             | 2031-07-31      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                   | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     999819 | PA      | $1000310.61   | 0.01%             | 2036-09-17      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                           | DG INVESTMENT INTERMEDI                                                          | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7196372 | PA      | $7196371.63   | 0.08%             | 2032-07-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                    | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    4648000 | PA      | $4749177.11   | 0.05%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SMRT                                              | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9969702.00   | 0.11%             | 2039-01-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |    -718489 | NC      | $-178.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COBHAM ULTRA US CO-BORRO                          | Cobham Ultra US Co-Borrower LLC                                                  | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |   11307589 | PA      | $11335857.81  | 0.12%             | 2029-08-06      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| NEW UTAR DUTCH BIDCO                              | NEW UTAR DUTCH BIDCO                                                             | CUSIP: 000000000<br>LEI: 7245002ROX1TJYP9YA60 | Long             | LON              | CORP              | NL        |    8050000 | PA      | $9506852.77   | 0.10%             | 2032-06-28      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2257272.28   | 0.02%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP PARIBAS TRI PARTY                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |   65536913 | PA      | $65536913.00  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $9017349.90   | 0.10%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management Fund | Dreyfus Treasury Obligations Cash Management Fund                                | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        |  234519253 | NS      | $234519253.42 | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KQKJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21335810 | PA      | $21450665.93  | 0.24%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2021-1                                      | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     107876 | PA      | $106961.42    | 0.00%             | 2046-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM4 Trust                                                             | CUSIP: 367923AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12109643 | PA      | $12236646.83  | 0.13%             | 2070-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                    | Morgan Stanley Mortgage Loan Trust 2006-9AR                                      | CUSIP: 61748JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7320633 | PA      | $1524192.47   | 0.02%             | 2036-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -40718750 | NC      | $-10804.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                             | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |   10750000 | PA      | $13009326.76  | 0.14%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                  | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   19477000 | PA      | $18691132.27  | 0.21%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                       | UPX HIL 2025-1 Issuer Trust                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1432294 | PA      | $1443356.66   | 0.02%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| NAA Opportunity Fund                              | NAA Opportunity Fund                                                             | CUSIP: 64157H737<br>LEI: 5299000F9S0KMZ0MP555 | Long             | EC               | RF                | US        |    1032035 | NS      | $31394502.69  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   10700000 | PA      | $10898913.00  | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW                             | MADISON SAFETY & FLOW                                                            | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    1257761 | PA      | $1265357.65   | 0.01%             | 2031-09-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2768242.52   | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AQUILA FDG 2024-1 A                               | AQUILA FDG 2024-1 A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17633350.30  | 0.19%             | 2045-09-30      | Fixed         | 7.40%                 | No            |                  3 | On Loan: No      |
| Argent Securities Inc.                            | Ameriquest Mortgage Securities Trust 2006-M3                                     | CUSIP: 03076MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17257722 | PA      | $9552366.77   | 0.10%             | 2036-10-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                          | ENGINEERED MACHINERY HOL                                                         | CUSIP: 26658NAT6<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    3751965 | PA      | $3772601.02   | 0.04%             | 2032-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5020.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                          | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   11400000 | PA      | $10050322.08  | 0.11%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GD TOWERS (SALSA HLDG) 1L TL EUR                  | GD TOWERS (SALSA HLDG) 1L TL EUR                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   19650000 | PA      | $22802081.06  | 0.25%             | 2032-11-18      | Floating      | 5.87%                 | No            |                  3 | On Loan: No      |
| AREIT CRE Trust                                   | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5200000 | PA      | $5192712.20   | 0.06%             | 2030-01-17      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30696531 | PA      | $30710862.27  | 0.34%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                | AP GRANGE HOLDINGS                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    4900000 | PA      | $5096000.00   | 0.06%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     248975 | NS      | $6304047.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3094409 | PA      | $3132661.46   | 0.03%             | 2055-01-25      | Variable      | 6.03%                 | Yes           |                  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        |    4800000 | PA      | $4685560.32   | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                            | SPDR S&P 500 ETF Trust                                                           | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      61000 | NS      | $41597120.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO2 Trust                                                       | CUSIP: 761118VZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5947913 | PA      | $985354.51    | 0.01%             | 2046-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   57803000 | NC      | $412.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 52 LLC                                                     | CUSIP: 15675MAE3<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |   22700000 | PA      | $22790268.82  | 0.25%             | 2037-10-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CHECKERS TOPCO LLC CLASS A UNITS                  | CHECKERS TOPCO LLC CLASS A UNITS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     158620 | NS      | $631307.60    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                            | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5495855.92   | 0.06%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ACROPOLE HOLDING                                  | ACROPOLE HOLDING                                                                 | CUSIP: 000000000<br>LEI: 969500NM0252PENX2L59 | Long             | LON              | CORP              | FR        |   10550000 | PA      | $12520162.29  | 0.14%             | 2032-07-26      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| QUIMPER AB                                        | QUIMPER AB                                                                       | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |    2020000 | PA      | $2399076.87   | 0.03%             | 2030-03-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2025-1                                                                     | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7267884 | PA      | $7406845.55   | 0.08%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE8                                                             | CUSIP: 30191WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10050000 | PA      | $10048054.32  | 0.11%             | 2055-11-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                  | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39650000 | PA      | $38775003.80  | 0.43%             | 2052-02-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| SHILTON BIDCO LTD                                 | SHILTON BIDCO LTD                                                                | CUSIP: 000000000<br>LEI: 549300JUUQPK8NFDUB17 | Long             | LON              | CORP              | GB        |   11800000 | PA      | $13660405.89  | 0.15%             | 2030-01-23      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Guggenheim Limited Duration Fund                  | Guggenheim Limited Duration Fund                                                 | CUSIP: 40168W129<br>LEI: 549300HOV4IT1OMUDR80 | Long             | EC               | RF                | US        |    5749184 | NS      | $142177317.20 | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -40718750 | NC      | $-4984.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                              | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    8574000 | PA      | $8019312.79   | 0.09%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16750000 | PA      | $16749924.63  | 0.18%             | 2039-01-19      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   14685000 | PA      | $15097921.79  | 0.17%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BOWTIE GERMANY BIDCO GMB                          | BOWTIE GERMANY BIDCO GMB                                                         | CUSIP: 000000000<br>LEI: 254900F23Z2F8RRW1Q10 | Long             | LON              | CORP              | DE        |    1350000 | PA      | $1593650.64   | 0.02%             | 2031-08-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | VENTURE XIII CLO Ltd                                                             | CUSIP: 92329PAC9<br>LEI: 549300ZVVNSDW7WU0O73 | Long             | ABS-CBDO         | CORP              | KY        |   13790000 | PA      | $1379.00      | 0.00%             | 2029-09-10      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                            | Switch ABS Issuer LLC                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17550000 | PA      | $17601247.76  | 0.19%             | 2054-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   87805000 | PA      | $87479160.91  | 0.96%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROJECT ONYX I                                    | PROJECT ONYX I                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13161708 | PA      | $13153175.35  | 0.14%             | 2030-06-26      | Floating      | 6.25%                 | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-NQM3                                    | CUSIP: 36274TAC3<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |    5183454 | PA      | $5208647.70   | 0.06%             | 2065-11-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| DXP ENTERPRISES INC                               | DXP ENTERPRISES INC/TX                                                           | CUSIP: 23338DAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   11012429 | PA      | $11092269.28  | 0.12%             | 2030-10-07      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |    -721797 | NC      | $-55545.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7683000 | PA      | $6725379.82   | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     130334 | PA      | $128105.14    | 0.00%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORP                                        | FedEx Corp                                                                       | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1112459.24   | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-1                                            | CUSIP: 542514RL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3392193 | PA      | $3029567.70   | 0.03%             | 2036-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                        | HANGER INC                                                                       | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    5011936 | PA      | $5024315.80   | 0.06%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DPSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46349374 | PA      | $47490691.09  | 0.52%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WW International Inc                              | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      20023 | NS      | $584971.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409769.66    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                               | TRANSDIGM GROUP INC                                                              | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    4389000 | PA      | $4406380.44   | 0.05%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    4633000 | PA      | $4146535.00   | 0.05%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -40718750 | NC      | $-10997.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPER CONSUMER HEALTH S                          | COOPER CONSUMER HEALTH S                                                         | CUSIP: 000000000<br>LEI: 969500PBV3M3GSI8NZ84 | Long             | LON              | CORP              | FR        |    9200000 | PA      | $10810920.00  | 0.12%             | 2028-11-02      | Floating      | 0.90%                 | No            |                  3 | On Loan: No      |
| FINCO UTILITAS BV                                 | FINCO UTILITAS BV                                                                | CUSIP: 000000000<br>LEI: 699400OA31YDOOASVM61 | Long             | LON              | CORP              | BE        |    5350000 | PA      | $6340474.14   | 0.07%             | 2030-09-27      | Floating      | 5.07%                 | 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        |    6400000 | PA      | $6337440.64   | 0.07%             | 2037-01-17      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249YAE1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    2838588 | PA      | $6647.97      | 0.00%             | 2031-01-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                          | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    7788000 | PA      | $6885470.17   | 0.08%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19283873 | PA      | $19311571.18  | 0.21%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                       | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    9150000 | PA      | $12454273.95  | 0.14%             | 2031-11-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OBRA LONGEVITY RFF CL A NTS FUNDED                | OBRA LONGEVITY RFF CL A NTS FUNDED                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34300000 | PA      | $36406915.23  | 0.40%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                          | SECRETARIAT ADVISORS LLC                                                         | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     405376 | PA      | $405631.73    | 0.00%             | 2032-02-27      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| SITECORE 1L TL EUR                                | SITECORE 1L TL EUR                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |   10635109 | PA      | $12418641.92  | 0.14%             | 2029-03-12      | Floating      | 9.05%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -40718750 | NC      | $-7334.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -40718750 | NC      | $-4954.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12472892 | PA      | $12814020.84  | 0.14%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 52 LLC                                                     | CUSIP: 15675MAG8<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |    6800000 | PA      | $6765260.84   | 0.07%             | 2037-10-15      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| SITECORE HOLDING III A/S 1L                       | SITECORE HOLDING III A/S 1L                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |    1440847 | PA      | $1431776.43   | 0.02%             | 2029-03-12      | Floating      | 11.03%                | No            |                  3 | On Loan: No      |
| SHERWOOD FINANCING PLC                            | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |   12190000 | PA      | $13908436.57  | 0.15%             | 2029-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| SITECORE 1L TL USD                                | SITECORE 1L TL USD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |   13904835 | PA      | $13817299.91  | 0.15%             | 2029-03-12      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                          | Perrigo Finance Unlimited Co                                                     | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    3550000 | PA      | $4244965.97   | 0.05%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17312EAD8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    8395048 | PA      | $7429180.77   | 0.08%             | 2037-03-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                           | Regatta 34 Funding Ltd                                                           | CUSIP: 75904CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9560000 | PA      | $7936712.00   | 0.09%             | 2038-07-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                    | IXIS Real Estate Capital Trust 2007-HE1                                          | CUSIP: 45073DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15857912 | PA      | $3221075.01   | 0.04%             | 2037-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO Ltd                                                                      | CUSIP: 671025AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1745406.95   | 0.02%             | 2037-01-17      | Floating      | 8.73%                 | Yes           |                  2 | On Loan: No      |
| Nomura Securities International, Inc.             | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1085367.69   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 1 LLC                                                    | CUSIP: 04020RAC2<br>LEI: 254900W79C3ALKJIMH12 | Long             | ABS-CBDO         | CORP              | US        |    2750000 | PA      | $2755111.43   | 0.03%             | 2036-04-25      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                              | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7425000.00   | 0.08%             | 2029-12-23      | Fixed         | 4.62%                 | Yes           |                  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        |    7150000 | PA      | $7489496.30   | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |   10050634 | PA      | $10200591.09  | 0.11%             | 2065-05-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                            | SAVAGE ENTERPRISES LLC                                                           | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3640875 | PA      | $3654528.28   | 0.04%             | 2032-08-05      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                | AP GRANGE HOLDINGS                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   43700000 | PA      | $46212750.00  | 0.51%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    5000000 | PA      | $5901939.75   | 0.06%             | 2032-10-29      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                  | ACHM Trust 2025-HE3                                                              | CUSIP: 00449VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $700763.70    | 0.01%             | 2055-11-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   11360000 | PA      | $11582508.32  | 0.13%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2020-1 Trust                                                               | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1432680 | PA      | $1407607.79   | 0.02%             | 2040-01-16      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-6830647.51  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                          | DISCOVERY PURCHASER CORP                                                         | CUSIP: 000000000<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    6300013 | PA      | $6043539.15   | 0.07%             | 2029-10-04      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                        | JCP Direct Lending CLO 2023-1 LLC                                                | CUSIP: 46656TAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2550000 | PA      | $2553116.87   | 0.03%             | 2037-07-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Direct Lending CLO LLC                    | Carlyle Direct Lending CLO 2015-1R LLC                                           | CUSIP: 14310QAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14200000 | PA      | $14181231.86  | 0.16%             | 2036-07-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2763499 | PA      | $2779686.48   | 0.03%             | 2054-09-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TEAM.BLUE FINCO SARL                              | TEAM.BLUE FINCO SARL                                                             | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |    7500000 | PA      | $8832551.02   | 0.10%             | 2029-09-28      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                    | JP Morgan Mortgage Acquisition Trust 2006-HE3                                    | CUSIP: 46629VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4285086 | PA      | $3995191.22   | 0.04%             | 2036-11-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                           | Alexander Funding Trust II                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7750000 | PA      | $8256863.25   | 0.09%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                               | LBM ACQUISITION LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     493734 | PA      | $462308.15    | 0.01%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| GULFSIDE SUPPLY INC                               | GULFSIDE SUPPLY INC                                                              | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |     346667 | PA      | $341251.73    | 0.00%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                  | ARETEC GROUP INC                                                                 | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   22416970 | PA      | $22487134.66  | 0.25%             | 2030-08-09      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -40718750 | NC      | $-7097.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   17700000 | PA      | $20911404.90  | 0.23%             | 2032-07-01      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                    | JP Morgan Mortgage Acquisition Trust 2006-WMC3                                   | CUSIP: 46629KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7432632 | PA      | $5647723.89   | 0.06%             | 2036-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GRANTTHORNTONADVISORS                             | GRANTTHORNTONADVISORS                                                            | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    5985000 | PA      | $6002117.10   | 0.07%             | 2031-05-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2377282 | PA      | $2389039.90   | 0.03%             | 2054-09-25      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                          | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     400000 | PA      | $484797.56    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TACALA INVESTMENT CORP                            | TACALA INVESTMENT CORP                                                           | CUSIP: 000000000<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |    3538792 | PA      | $3560272.60   | 0.04%             | 2031-01-31      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                         | Spire Inc                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2626873.44   | 0.03%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8320000 | PA      | $8538147.57   | 0.09%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAT5<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |  143196909 | PA      | $6636202.99   | 0.07%             | 2052-11-25      | Variable      | 0.70%                 | Yes           |                  2 | On Loan: No      |
| SPIRE INC                                         | Spire Inc                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   18085000 | PA      | $18015129.15  | 0.20%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -66020000 | NC      | $-202363.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $7484655.15   | 0.08%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Service Experts Issuer                            | Service Experts Issuer 2025-1 LLC                                                | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4646991 | PA      | $4646201.04   | 0.05%             | 2037-01-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                          | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   11525000 | PA      | $11412016.62  | 0.13%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTION                          | TEGRA118 WEALTH SOLUTION                                                         | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5819830 | PA      | $5738352.03   | 0.06%             | 2027-02-18      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| TARGUS LITIGATION CLAIMS 10/18/24                 | TARGUS LITIGATION CLAIMS 10/18/24                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12773 | NS      | $225.99       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First NLC Trust                                   | First NLC Trust 2007-1                                                           | CUSIP: 32115BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4401069 | PA      | $2214353.18   | 0.02%             | 2037-08-25      | Floating      | 3.92%                 | Yes           |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                          | SECRETARIAT ADVISORS LLC                                                         | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3339389 | PA      | $3341492.80   | 0.04%             | 2032-02-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| EP WEALTH ADVISORS INC                            | EP WEALTH ADVISORS INC                                                           | CUSIP: 29416NAB2<br>LEI: 254900EMIFA00FZWU856 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1002500.00   | 0.01%             | 2032-10-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                        | FedEx Corp                                                                       | CUSIP: 31428XDM5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     285000 | PA      | $225607.26    | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                          | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5606533.75   | 0.06%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -40718750 | NC      | $-9044.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC 1L REV CL FUNDED                   | CLIFFWATER LLC 1L REV CL FUNDED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1380000 | PA      | $1380000.00   | 0.02%             | 2032-03-09      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO2 Trust                                                       | CUSIP: 761118VY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     213333 | PA      | $34899.21     | 0.00%             | 2046-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                                  | MERLIN BUYER INC                                                                 | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |   22413625 | PA      | $22602795.99  | 0.25%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $4008602.25   | 0.04%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | QUIKRETE HOLDINGS INC                                                            | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    7615573 | PA      | $7634993.16   | 0.08%             | 2031-04-14      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2531571.45   | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                          | American Airlines 2017-1 Class AA Pass Through Trust                             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     307450 | PA      | $301947.31    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TARGUS SELLER REP ACCOUNT 06/18/25                | TARGUS SELLER REP ACCOUNT 06/18/25                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12773 | NS      | $1.28         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHEST 2023-1                                      | CHEST 2023-1                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5644517.56   | 0.06%             | 2043-03-23      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Falcon Aerospace Ltd                              | Falcon Aerospace Ltd 2017-1                                                      | CUSIP: 30605YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     322333 | PA      | $322333.20    | 0.00%             | 2042-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -65150000 | NC      | $-95513.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TACKLE SARL                                       | TACKLE SARL                                                                      | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |    6900000 | PA      | $8135190.27   | 0.09%             | 2028-05-18      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bayard Park CLO, Ltd                              | Bayard Park CLO Ltd                                                              | CUSIP: 072716AC7<br>LEI: 254900IPTPVQFEN03U12 | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $2506824.00   | 0.03%             | 2038-07-24      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| CML - FONTAINEBLEAU VEGAS FUNDED                  | CML - FONTAINEBLEAU VEGAS FUNDED                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26499999 | PA      | $27824999.39  | 0.31%             | 2028-01-31      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $20303042.15  | 0.22%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                          | ALTERRA MOUNTAIN COMPANY                                                         | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    3583881 | PA      | $3592840.30   | 0.04%             | 2028-08-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                           | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1790988.70   | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CUBE A&D BUYER INC                                | CUBE A&D BUYER INC                                                               | CUSIP: 22971EAD0<br>LEI: 254900WU707ZFYHRD780 | Long             | LON              | CORP              | US        |    2754222 | PA      | $2770279.30   | 0.03%             | 2031-10-20      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                      | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     369000 | NS      | $9228690.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RAINBOW UK BIDCO LTD                              | Rainbow UK Bidco Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    9750000 | PA      | $13149404.45  | 0.14%             | 2029-02-01      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                            | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1530778.50   | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-4027309.59  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                             | QUIKRETE HOLDING 01/30/32                                                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    7602550 | PA      | $7624293.29   | 0.08%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | ARSENAL AIC PARENT LLC                                                           | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3509724 | PA      | $3514110.98   | 0.04%             | 2030-08-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | J.P. MORGAN SECURITIES LLC TRI PARTY                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |   64080537 | PA      | $64080537.00  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSH                       | SUNRISE FINANCING PARTNERSH                                                      | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    2650000 | PA      | $2658056.00   | 0.03%             | 2032-02-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                   | AREIT 2025-CRE11                                                                 | CUSIP: 04002DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7231000 | PA      | $7230958.78   | 0.08%             | 2043-07-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                                | ARDONAGH GROUP FINCO PTY LTD                                                     | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    5641685 | PA      | $5624083.38   | 0.06%             | 2031-02-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | ALLWYN ENTERTAINMENT FINANCING US LLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1945498 | PA      | $1861199.40   | 0.02%             | 2031-06-11      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| EAGLE BIDCO LTD                                   | EAGLE BIDCO LTD                                                                  | CUSIP: 000000000<br>LEI: 213800YANPDABTN5JJ43 | Long             | LON              | CORP              | GB        |    8000000 | PA      | $9485971.25   | 0.10%             | 2032-02-27      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                          | Telenet Finance Luxembourg Notes Sarl                                            | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    7000000 | PA      | $6959878.24   | 0.08%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MERATIVE 1L DDTL CL UNFUNDED                      | MERATIVE 1L DDTL CL UNFUNDED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1256290 | PA      | $1256289.59   | 0.01%             | 2032-09-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -3950 | NC      | $-715937.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MERATIVE 1L TL CL REVOLVER UNFUNDE                | MERATIVE 1L TL CL REVOLVER UNFUNDE                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1101176 | PA      | $1101176.47   | 0.01%             | 2032-09-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| Labrador Aviation Finance Limi                    | Labrador Aviation Finance Ltd 2016-1A                                            | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4736071 | PA      | $4742329.88   | 0.05%             | 2042-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| QSRP FINCO BV 1L TLB EUR CL                       | QSRP FINCO BV 1L TLB EUR CL                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BE        |    4950000 | PA      | $5785858.08   | 0.06%             | 2031-06-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                         | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2675000 | PA      | $2639178.54   | 0.03%             | 2042-08-18      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUX                              | Intralot Capital Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    6100000 | PA      | $7135100.85   | 0.08%             | 2031-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4991588.93   | 0.05%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-7 LLC                                                                  | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23304573 | PA      | $23362277.36  | 0.26%             | 2030-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                    | WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust                        | CUSIP: 92926SAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21834964 | PA      | $7904032.00   | 0.09%             | 2037-04-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PRO MACH GROUP INC                                | PRO MACH GROUP INC                                                               | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |    3000000 | PA      | $3018060.00   | 0.03%             | 2032-10-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                 | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    7400000 | PA      | $8774784.28   | 0.10%             | 2032-01-28      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1395.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit Clo XXI                                                          | CUSIP: 59790AAC1<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3169200.00   | 0.03%             | 2038-10-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| AT&T MOBILITY II LLC                              | AT&T Mobility II LLC                                                             | CUSIP: 04651L305<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      27000 | NS      | $27704320.14  | 0.30%             |  |  |  | No            |                  3 | On Loan: No      |
| American Home Mortgage Assets                     | American Home Mortgage Assets Trust 2006-3                                       | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4481174 | PA      | $2975546.45   | 0.03%             | 2046-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                  | PEX HOLDINGS LLC                                                                 | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    6268500 | PA      | $6265867.23   | 0.07%             | 2031-11-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SANDY BIDCO BV                                    | SANDY BIDCO BV                                                                   | CUSIP: 000000000<br>LEI: 2549003HW5A2AVSVPG96 | Long             | LON              | CORP              | NL        |    9175000 | PA      | $10643754.39  | 0.12%             | 2029-08-17      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 6 LLC                                                    | CUSIP: 039960AG4<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $8975049.30   | 0.10%             | 2037-10-16      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| First NLC Trust                                   | First NLC Trust 2007-1                                                           | CUSIP: 32115BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5803617 | PA      | $2920070.70   | 0.03%             | 2037-08-25      | Floating      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN PRODUCTION HOLDINGS LLC                   | PERMIAN PRODUCTION HOLDINGS LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     573522 | NS      | $57.35        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GRANT THORNTON ADVISORS                           | GRANT THORNTON ADVISORS                                                          | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    7286514 | PA      | $7292343.32   | 0.08%             | 2031-05-30      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO 1 LP                              | EVERGREEN ACQCO 1 LP                                                             | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    2287333 | PA      | $2296482.67   | 0.03%             | 2032-09-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   66021000 | NC      | $580873.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-43472.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC                             | BLACKFIN PIPELINE LLC                                                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |   12500000 | PA      | $12510375.00  | 0.14%             | 2032-09-29      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                             | Carriage Services Inc                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4621640.24   | 0.05%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN                           | SCIENTIFIC GAMES HOLDINGS LP                                                     | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   21211499 | PA      | $20811237.77  | 0.23%             | 2029-04-04      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLIV LLC                                                   | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |   22800000 | PA      | $22855242.12  | 0.25%             | 2036-01-15      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                  | HF Sinclair Corp                                                                 | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8716724.27   | 0.10%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25750000 | PA      | $25669892.78  | 0.28%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                    | VFH PARENT LLC                                                                   | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    1250000 | PA      | $1252600.00   | 0.01%             | 2031-06-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                            | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9715340.92   | 0.11%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1338589.90   | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | 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        |    9800000 | PA      | $9647060.22   | 0.11%             | 2042-08-19      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   57803000 | NC      | $412.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                          | British Telecommunications PLC                                                   | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    5250000 | PA      | $5183697.23   | 0.06%             | 2081-11-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC B                | BLUE OWL IV (FKA DYAL IV) SR SEC B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5304000 | PA      | $5363226.90   | 0.06%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                           | IMAGEFIRST HOLDINGS LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2244375 | PA      | $2242983.49   | 0.02%             | 2032-03-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| MERATIVE 1L TL CL                                 | MERATIVE 1L TL CL                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10992534 | PA      | $10992533.94  | 0.12%             | 2032-09-30      | Floating      | 8.17%                 | No            |                  3 | On Loan: No      |
| INTERNATIONAL ENTERTAINM                          | INTERNATIONAL ENTERTAINMENT JJCO US LLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2493750 | PA      | $2468812.50   | 0.03%             | 2032-04-19      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                   | MORAN FOODS LLC                                                                  | CUSIP: 61647DAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     425337 | PA      | $231172.94    | 0.00%             | 2026-06-30      | Floating      | 11.02%                | No            |                  3 | On Loan: No      |
| CAPSTONE BORROWER INC                             | CAPSTONE BORROWER INC                                                            | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |    7267647 | PA      | $7256163.65   | 0.08%             | 2030-06-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                        | XPLORE INC                                                                       | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    1043557 | PA      | $967032.65    | 0.01%             | 2029-10-24      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  160170000 | PA      | $141543981.26 | 1.56%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-1                      | YAK BLOCKER 2 LLC SERIES C-1                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      74424 | NS      | $63691.10     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9270.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| METIS ISSUER 2025-1 LLC                           | METIS ISSUER 2025-1 LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17900000 | PA      | $18163409.96  | 0.20%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                          | British Telecommunications PLC                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   28200000 | PA      | $27243501.12  | 0.30%             | 2081-11-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KANE BIDCO LTD                                    | Kane Bidco Ltd                                                                   | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    1625000 | PA      | $2234719.33   | 0.02%             | 2031-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                             | HOPE GAS HOLDINGS LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1720895.55   | 0.02%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLV LLC                                                    | CUSIP: 15675FAE8<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |   17150000 | PA      | $17145981.76  | 0.19%             | 2036-04-15      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   26079000 | PA      | $25944280.06  | 0.29%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4608504.62   | 0.05%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Copper River CLO Ltd                              | Copper River CLO Ltd                                                             | CUSIP: 217563AC9<br>LEI: 5493005HHHXVM8NBWY47 | Long             | ABS-CBDO         | CORP              | KY        |    8150000 | PA      | $815.00       | 0.00%             | 2021-01-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8250000 | PA      | $5568667.50   | 0.06%             | 2038-01-21      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  235670000 | PA      | $238744336.36 | 2.62%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   73840000 | NC      | $851.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2024-1                                                                     | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9856980 | PA      | $10120802.52  | 0.11%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1 A FUNDED                       | THUNDERBIRD 2022-1 A FUNDED                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   34800000 | PA      | $32976869.41  | 0.36%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAN8<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   21778119 | PA      | $1231604.92   | 0.01%             | 2052-10-25      | Variable      | 0.70%                 | Yes           |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                               | LRECS 2025-CRE1 LLC                                                              | CUSIP: 50230AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5650000 | PA      | $5649937.85   | 0.06%             | 2043-08-19      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                          | BETCLIC EVEREST GROUP SA                                                         | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |   13150000 | PA      | $15573249.53  | 0.17%             | 2031-12-09      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL ENTERTAINM                          | INTERNATIONAL ENTERTAINM                                                         | CUSIP: 000000000<br>LEI: 254900C44ND8RC7Z9K20 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1173995.41   | 0.01%             | 2032-04-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO VII LLC                                                             | CUSIP: 69121BAR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12900000 | PA      | $12874216.77  | 0.14%             | 2038-04-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                              | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13250000 | PA      | $12801144.06  | 0.14%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4125000 | PA      | $4253733.00   | 0.05%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                 | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8419387.59   | 0.09%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -40718750 | NC      | $-11066.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                    | WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust                        | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16638049 | PA      | $6018915.79   | 0.07%             | 2037-04-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                    | Castlelake Aircraft Securitization Trust 2018-1                                  | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3196457 | PA      | $3164495.67   | 0.03%             | 2043-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Outcomes Group Holdings Inc                       | Outcomes Group Holdings Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4285049 | PA      | $4307673.71   | 0.05%             | 2031-05-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2020-1 Trust                                                               | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1923498 | PA      | $1910033.10   | 0.02%             | 2040-01-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO6 Trust                                                       | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30674403 | PA      | $6215848.84   | 0.07%             | 2046-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                     | Mastr Asset Backed Securities Trust 2006-HE3                                     | CUSIP: 57645JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7347857 | PA      | $2085121.32   | 0.02%             | 2036-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| TORTUGA RESORTS GHD LLC                           | TORTUGA RESORTS GHD LLC                                                          | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    9465000 | PA      | $9334856.25   | 0.10%             | 2032-12-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2024-1                                                                     | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3300942 | PA      | $3389292.06   | 0.04%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| APPLE BIDCO LLC                                   | APPLE BIDCO LLC                                                                  | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   12877976 | PA      | $12940562.65  | 0.14%             | 2031-09-23      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-CES2                                        | CUSIP: 10568RAB9<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1249306.25   | 0.01%             | 2055-07-26      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -65150000 | NC      | $-96481.76    | -0.00%            |  |  |  | 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        |   12550000 | PA      | $12520256.50  | 0.14%             | 2037-11-22      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     238000 | PA      | $211505.48    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                    | Finance of America HECM Buyout 2024-HB1                                          | CUSIP: 31737DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8000500.80   | 0.09%             | 2034-10-01      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IXIS Real Estate Capital Trust                    | IXIS Real Estate Capital Trust 2007-HE1                                          | CUSIP: 45073DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22382819 | PA      | $4547029.31   | 0.05%             | 2037-05-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| ACCURIDE CORP                                     | ACCURIDE CORP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3399497 | NS      | $339.95       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 1261229 BC LTD                                    | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9627095 | PA      | $10012341.69  | 0.11%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                          | LIQUID TECH SOLUTIONS HO                                                         | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |    8345511 | PA      | $8366374.62   | 0.09%             | 2032-10-12      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                             | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5484610.49   | 0.06%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| REALPAGE INC                                      | RealPage Inc                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   10670141 | PA      | $10656056.04  | 0.12%             | 2028-04-24      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                             | Belron UK Finance PLC                                                            | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $845344.42    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   66020000 | NC      | $587348.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO6 Trust                                                       | CUSIP: 75114NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7981062 | PA      | $1657263.45   | 0.02%             | 2046-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                        | CUSIP: 617955AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2621948.91   | 0.03%             | 2070-11-25      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION                            | STUDENT TRANSPORTATION                                                           | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    1895250 | PA      | $1898415.07   | 0.02%             | 2032-06-24      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                        | Jefferies Credit Partners Direct Lending Clo 2025-1 Ltd                          | CUSIP: 47235BAJ2<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |   17600000 | PA      | $17576442.40  | 0.19%             | 2037-10-15      | Floating      | 7.01%                 | Yes           |                  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        |   13050000 | PA      | $13055054.27  | 0.14%             | 2036-10-20      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                     | Mastr Asset Backed Securities Trust 2006-HE3                                     | CUSIP: 57645JAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8739533 | PA      | $2480077.55   | 0.03%             | 2036-08-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC DENTAL SERVICES                           | PACIFIC DENTAL SERVICES                                                          | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    9800875 | PA      | $9833316.29   | 0.11%             | 2031-03-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                            | Ameriquest Mortgage Securities Trust 2006-M3                                     | CUSIP: 03076MAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29902532 | PA      | $8805972.64   | 0.10%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 50 Senior Loan Fund                                                       | CUSIP: 262430AA9<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |    7895000 | PA      | $227359.42    | 0.00%             | 2030-07-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6075000 | PA      | $6303489.38   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -40718750 | NC      | $-64539.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2228300.50   | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| API HEAT TRANSFER PARENT LLC                      | API HEAT TRANSFER PARENT LLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        743 | NS      | $968810.81    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   13950000 | PA      | $13968853.29  | 0.15%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-2                      | YAK BLOCKER 2 LLC SERIES C-2                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68788 | NS      | $58867.71     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NUSTAR LOGISTICS LP                               | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    4586000 | PA      | $4826755.55   | 0.05%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KKR CORE SR SECURED NOTES                         | KKR CORE SR SECURED NOTES                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20249011 | PA      | $18938013.08  | 0.21%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                             | HOPE GAS HOLDINGS LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2634450.18   | 0.03%             | 2035-09-01      | Fixed         | 6.08%                 | No            |                  3 | On Loan: No      |
| MASTR Asset Backed Securities                     | Mastr Asset Backed Securities Trust 2006-WMC3                                    | CUSIP: 55291KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9466457 | PA      | $3192072.23   | 0.04%             | 2036-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                          | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    6575000 | PA      | $7703949.45   | 0.08%             | 2031-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Navigator Aviation Ltd                            | Navigator 2024-1 Aviation Ltd                                                    | CUSIP: 63943DAB5<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   13571428 | PA      | $13581180.93  | 0.15%             | 2049-08-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -57006250 | NC      | $-95228.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOC REFI 1L TL CL                    | CURRICULUM ASSOC REFI 1L TL CL                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4791041 | PA      | $4769381.10   | 0.05%             | 2032-05-07      | Floating      | 8.47%                 | No            |                  3 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                          | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    4800000 | PA      | $4949328.00   | 0.05%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     698000 | PA      | $703142.86    | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   12575000 | PA      | $12748171.71  | 0.14%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     990000 | PA      | $727800.68    | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19429572.00  | 0.21%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO6 Trust                                                       | CUSIP: 75114NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5035370 | PA      | $1059233.90   | 0.01%             | 2046-06-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES INC/TX                            | DXP ENTERPRISES INC                                                              | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2900000 | PA      | $2921025.00   | 0.03%             | 2030-10-07      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 51 LLC                                                     | CUSIP: 15675QAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10100000 | PA      | $10139656.64  | 0.11%             | 2037-10-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                           | Motel One GmbH/Muenchen                                                          | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |    4635000 | PA      | $5816184.95   | 0.06%             | 2031-04-02      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   66079000 | NC      | $340.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $9278561.44   | 0.10%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54671625 | PA      | $56209708.77  | 0.62%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                            | Ameriquest Mortgage Securities Trust 2006-M3                                     | CUSIP: 03076MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12431034 | PA      | $3660836.35   | 0.04%             | 2036-10-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B USD                     | RL DATIX 1L TL FACILITY B USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3430000 | PA      | $3430000.00   | 0.04%             | 2031-04-30      | Floating      | 8.73%                 | No            |                  3 | On Loan: No      |
| Ace Securities Corp.                              | ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1                     | CUSIP: 00442JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9696504 | PA      | $3949492.56   | 0.04%             | 2037-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1   | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |  130668716 | PA      | $7389629.49   | 0.08%             | 2052-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                          | LIQUID TECH SOLUTIONS HO                                                         | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |     854489 | PA      | $856625.38    | 0.01%             | 2032-10-12      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB7 LP                                                                      | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11045750 | PA      | $11140686.01  | 0.12%             | 2053-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| QUANTUM BIDCO LTD                                 | QUANTUM BIDCO LTD                                                                | CUSIP: 000000000<br>LEI: 259400QEGOEU126C6775 | Long             | LON              | CORP              | GB        |    8900000 | PA      | $11979536.84  | 0.13%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman CLO 32R Ltd                                                     | CUSIP: 64135XAE1<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |    5800000 | PA      | $5819076.20   | 0.06%             | 2039-07-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4834.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -40718750 | NC      | $-57816.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLAM LLC                                          | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8185473 | PA      | $8289710.85   | 0.09%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                               | Great Lakes CLO 2014-1 Ltd                                                       | CUSIP: 39055RAE2<br>LEI: 254900GKX01S4T3NFH46 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $767805.00    | 0.01%             | 2029-10-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM1 Trust                                                             | CUSIP: 36171GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9605684 | PA      | $9701038.18   | 0.11%             | 2069-11-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                     | First Franklin Mortgage Loan Trust 2006-FF16                                     | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6613927 | PA      | $2673446.50   | 0.03%             | 2036-12-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                          | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    5870000 | PA      | $5865085.05   | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| XPLORE INC                                        | XPLORE INC                                                                       | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    3620762 | PA      | $2172457.16   | 0.02%             | 2031-10-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                             | Generate CLO 21 Ltd                                                              | CUSIP: 37150EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11450000 | PA      | $8737037.00   | 0.10%             | 2038-07-25      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                | CENTRAL PARENT INC                                                               | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     289965 | PA      | $244898.45    | 0.00%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                            | RR 41 LTD                                                                        | CUSIP: 749754AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9700000 | PA      | $7889010.00   | 0.09%             | 2125-11-14      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8105461.36   | 0.09%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -40718750 | NC      | $-64539.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                          | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     600000 | PA      | $606002.40    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO2 Trust                                                       | CUSIP: 761118WA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3182638 | PA      | $528742.51    | 0.01%             | 2046-02-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM6 Trust                                                              | CUSIP: 67118XAD7<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    6901000 | PA      | $6999992.77   | 0.08%             | 2064-02-25      | Variable      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA                                        | AIR CANADA                                                                       | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     982500 | PA      | $987412.50    | 0.01%             | 2031-03-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                    | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $2968184.13   | 0.03%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                       | GSAMP Trust 2007-NC1                                                             | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16227311 | PA      | $8624316.22   | 0.09%             | 2046-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Federated U.S. Treasury Cash Reserves             | Federated U.S. Treasury Cash Reserves                                            | CUSIP: 60934N682<br>LEI: 25490003NTA1P9CI5X97 | Long             | EC               | RF                | US        |    3084361 | NS      | $3084360.77   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENGAGE LEARNING INC                              | CENGAGE LEARNING INC                                                             | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    6661110 | PA      | $6683558.25   | 0.07%             | 2031-03-24      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2023-NQM2 Trust                                                              | CUSIP: 670843AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4463536 | PA      | $4454479.71   | 0.05%             | 2062-01-25      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR UNFUNDED                 | QTS GOOD NEWS FCLTY REVR UNFUNDED                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8336665 | PA      | $8.34         | 0.00%             | 2028-10-09      | Fixed         | 0.30%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -40718750 | NC      | $-9051.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                       | Ares Direct Lending CLO 6 LLC                                                    | CUSIP: 039960AJ8<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |   21450000 | PA      | $21424296.47  | 0.24%             | 2037-10-16      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                                     | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874YAC1<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |    9750000 | PA      | $6734227.50   | 0.07%             | 2037-07-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| GSAA Home Equity Trust                            | GSAA Home Equity Trust 2007-7                                                    | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     132328 | PA      | $128550.85    | 0.00%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  3 | On Loan: No      |
| NEW ENTERPRISE STONE & L                          | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5390125.05   | 0.06%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| American Home Mortgage Assets                     | American Home Mortgage Assets Trust 2006-1                                       | CUSIP: 02660WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4940320 | PA      | $4656726.82   | 0.05%             | 2046-05-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR FUNDED                   | QTS GOOD NEWS FCLTY REVR FUNDED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9528408 | PA      | $9528408.03   | 0.10%             | 2028-10-09      | Floating      | 6.77%                 | No            |                  3 | On Loan: No      |
| GIBSON BRANDS INC                                 | GIBSON BRANDS INC                                                                | CUSIP: 37476YAB8<br>LEI: 549300KU4ACNZQGB7J14 | Long             | LON              | CORP              | US        |    7968000 | PA      | $7204426.56   | 0.08%             | 2028-08-14      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2500000 | PA      | $2490541.03   | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                    | LSTAR Securities Investment Ltd 2024-1                                           | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6598786 | PA      | $6584322.41   | 0.07%             | 2029-01-01      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                      | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4987745.25   | 0.05%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -40718750 | NC      | $-57816.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASP DREAM ACQUISITION CO                          | ASP Dream Acquisition Co LLC                                                     | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |    4366067 | PA      | $4142305.91   | 0.05%             | 2028-12-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                            | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9665000 | PA      | $8951265.85   | 0.10%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Sprite Limited                                    | Sprite 2021-1 Ltd                                                                | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6120066 | PA      | $5986602.58   | 0.07%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   13285000 | PA      | $13540696.40  | 0.15%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REDHALO MIDCO UK LTD                              | REDHALO MIDCO UK LTD                                                             | CUSIP: 000000000<br>LEI: 213800MKCJ3WQ2PQZI24 | Long             | LON              | CORP              | GB        |    8500000 | PA      | $10005829.61  | 0.11%             | 2031-03-24      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                         | CUSIP: 61778LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     775253 | PA      | $780541.33    | 0.01%             | 2070-05-25      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING                          | VISTA MANAGEMENT HOLDING INC                                                     | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    5618250 | PA      | $5665050.02   | 0.06%             | 2031-04-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                        | MILE Trust 2025-STNE                                                             | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $500312.20    | 0.01%             | 2042-07-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Five Guys Funding, LLC                            | Five Guys Holdings Inc                                                           | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    9256500 | PA      | $9520131.60   | 0.10%             | 2054-01-26      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11200000 | PA      | $11381742.40  | 0.13%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -65150000 | NC      | $-96481.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L TL                                 | EAGLE POINT 1L TL                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1050000.00   | 0.01%             | 2028-03-31      | Floating      | 7.62%                 | No            |                  3 | On Loan: No      |
| GCAT                                              | GCAT 2023-NQM2 Trust                                                             | CUSIP: 36169DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2094497 | PA      | $2087091.82   | 0.02%             | 2067-11-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                             | TIGER ACQUISITION LLC                                                            | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    4179525 | PA      | $4189973.81   | 0.05%             | 2032-08-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| HAMPTON ROADS PPV LLC                             | Hampton Roads PPV LLC                                                            | CUSIP: 409322AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16335000 | PA      | $13113026.12  | 0.14%             | 2053-06-15      | Fixed         | 6.62%                 | Yes           |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2007-HE2                           | CUSIP: 59024LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6469463 | PA      | $1809934.41   | 0.02%             | 2037-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES                          | US FERTILITY ENTERPRISES LLC                                                     | CUSIP: 90356EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6869211 | PA      | $6886383.56   | 0.08%             | 2032-12-10      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                                 | CASPER BIDCO SASU                                                                | CUSIP: 000000000<br>LEI: 969500OUD0VB2606MD53 | Long             | LON              | CORP              | FR        |   16996376 | PA      | $20108054.27  | 0.22%             | 2031-03-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                               | Brant Point CLO 2025-8 Ltd                                                       | CUSIP: 10548BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3333600.00   | 0.04%             | 2038-03-31      | Variable      | 0.01%                 | Yes           |                  3 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   20550000 | PA      | $20244923.74  | 0.22%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                   | Lehman XS Trust Series 2006-18N                                                  | CUSIP: 52522GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2510251 | PA      | $2519622.21   | 0.03%             | 2036-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   66022000 | NC      | $580882.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM13 Trust                                                             | CUSIP: 67121UAC0<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    1390142 | PA      | $1399472.79   | 0.02%             | 2065-05-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   36940000 | PA      | $24545660.69  | 0.27%             | 2061-02-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                           | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    8150000 | PA      | $8513481.85   | 0.09%             | N/A             | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUX                              | Intralot Capital Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |   10050000 | PA      | $11671769.00  | 0.13%             | 2031-10-15      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                | Wendy's Funding LLC                                                              | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1595270.08   | 0.02%             | 2055-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares LXXVII CLO Ltd                                                              | CUSIP: 03990LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14970000 | PA      | $12679140.90  | 0.14%             | 2038-07-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10975000 | PA      | $11194456.10  | 0.12%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hamlin Park CLO                                   | Hamlin Park CLO Ltd                                                              | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5550000 | PA      | $4160446.50   | 0.05%             | 2037-10-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| SAVE-A-LOT                                        | SAVE-A-LOT                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1053728 | NS      | $105.37       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2007-HE2                           | CUSIP: 59024LAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4682964 | PA      | $1310075.10   | 0.01%             | 2037-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    3701000 | NC      | $3043.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING TONTINE SPAR                             | PERSHING TONTINE SPAR                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1716232 | NS      | $171.62       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STADA (NIDDA HEALTH) 1L TLB CL GBP                | STADA (NIDDA HEALTH) 1L TLB CL GBP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    1000000 | PA      | $1348818.59   | 0.01%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                               | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6154654.05   | 0.07%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10145000 | PA      | $10265895.23  | 0.11%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE5                                                             | CUSIP: 31684FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5913211 | PA      | $5985209.38   | 0.07%             | 2054-10-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                              | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    3229000 | PA      | $2984732.29   | 0.03%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2025-1                                             | CUSIP: 81880NAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $6257865.50   | 0.07%             | 2065-12-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13174055 | PA      | $13358594.18  | 0.15%             | 2049-09-16      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                      | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5485000 | PA      | $5479127.98   | 0.06%             | 2026-01-13      | Floating      | 3.63%                 | 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        |   23164000 | PA      | $21612243.64  | 0.24%             | 2069-11-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.HY.43.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-2663230.26  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                          | United Airlines 2019-1 Class AA Pass Through Trust                               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     288679 | PA      | $283450.68    | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                   | MORAN FOODS LLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     459424 | PA      | $3712.58      | 0.00%             | 2026-12-31      | Floating      | 5.67%                 | No            |                  3 | On Loan: No      |
| INTEGRATED POWER 1L DDTL CL FUNDED                | INTEGRATED POWER 1L DDTL CL FUNDED                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1292847 | PA      | $1290175.05   | 0.01%             | 2028-11-22      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| NEXUS BUYER LLC                                   | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   10549158 | PA      | $10392081.46  | 0.11%             | 2031-07-31      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                | Elmwood CLO XI Ltd                                                               | CUSIP: 29002MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3637452.38   | 0.04%             | 2038-01-20      | Floating      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS                        | LUMMUS TECHNOLOGY HOLDINGS                                                       | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    9817444 | PA      | $9820978.71   | 0.11%             | 2029-12-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                            | Argent Securities Trust 2006-W5                                                  | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7606419 | PA      | $5089108.83   | 0.06%             | 2036-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                        | KASEYA INC                                                                       | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   10596750 | PA      | $10598233.55  | 0.12%             | 2032-03-22      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                          | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $12462750.42  | 0.14%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                           | AZURIA WATER SOLUTIONS INC                                                       | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     824026 | PA      | $827116.07    | 0.01%             | 2028-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |    -719603 | NC      | $-103708.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                          | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3250000 | PA      | $3938980.21   | 0.04%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BV                                          | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    1685000 | PA      | $1592714.74   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                            | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    3900000 | PA      | $4449786.93   | 0.05%             | 2029-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14770000 | PA      | $15223244.04  | 0.17%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L DDTL FUND                 | CAPSTONE ACQUISITION 1L DDTL FUND                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     483022 | PA      | $480953.22    | 0.01%             | 2029-11-13      | Floating      | 8.32%                 | No            |                  3 | On Loan: No      |
| WASTE PRO USA INC                                 | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4652506.65   | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | CLOUD SOFTWARE GRP INC                                                           | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   15575000 | PA      | $15587148.50  | 0.17%             | 2031-03-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                           | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4999627.27   | 0.05%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                            | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    7800000 | PA      | $7730074.56   | 0.08%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                         | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2724859.91   | 0.03%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |    -719380 | NC      | $-16428.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING UNF                         | FTAI AIRCRAFT LEASING UNF                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    8125000 | NS      | $812.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle US CLO 2025-4 Ltd                                                        | CUSIP: 142919AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9550000 | PA      | $7014475.00   | 0.08%             | 2037-10-25      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                              | PCI GAMING AUTHORITY                                                             | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    7092000 | PA      | $7099872.12   | 0.08%             | 2031-07-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6850000 | PA      | $6864764.49   | 0.08%             | 2043-01-17      | Floating      | 5.93%                 | Yes           |                  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        |    5900000 | PA      | $5893652.19   | 0.06%             | 2037-07-20      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US                     | GoldenTree Loan Management US CLO 24 Ltd                                         | CUSIP: 38139WAA1<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |    8650000 | PA      | $8404236.20   | 0.09%             | 2038-10-20      | Floating      | 8.48%                 | Yes           |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                               | RECESS HOLDINGS INC                                                              | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   21294416 | PA      | $21410896.20  | 0.24%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| SAPHILUX SARL                                     | SAPHILUX SARL                                                                    | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |    3062295 | PA      | $3079536.11   | 0.03%             | 2028-07-27      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                        | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1394715.38   | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                              | STAR 2025-SFR6 Trust                                                             | CUSIP: 85520EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $703868.27    | 0.01%             | 2042-08-17      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -57006250 | NC      | $-95228.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   32715000 | NC      | $233.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APAVE SA                                          | APAVE SA                                                                         | CUSIP: 000000000<br>LEI: 96950091VWAYXK8PF876 | Long             | LON              | CORP              | FR        |    4850000 | PA      | $5759817.87   | 0.06%             | 2031-12-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| QUIMPER AB                                        | QUIMPER AB                                                                       | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |    5600000 | PA      | $6650906.19   | 0.07%             | 2030-03-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L TLB CL USD                   | KROLL (DEERFIELD) 1L TLB CL USD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   21800000 | PA      | $21718507.02  | 0.24%             | 2032-09-13      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| Saluda Grade Alternative Mortg                    | Saluda Grade Alternative Mortgage Trust 2023-FIG4                                | CUSIP: 79581UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3283178 | PA      | $3391233.47   | 0.04%             | 2053-11-25      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                      | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4998080.55   | 0.05%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PFP III                                           | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000073.70   | 0.01%             | 2042-12-18      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L CL REV UNFUND                | KROLL (DEERFIELD) 1L CL REV UNFUND                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2050000 | PA      | $2050000.00   | 0.02%             | 2032-09-13      | Fixed         | 0.62%                 | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2007-HE2                           | CUSIP: 59024LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3723437 | PA      | $1041737.59   | 0.01%             | 2037-02-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                | TERMINAL INVESTMENT LIMITED HOLDIN                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   10200000 | PA      | $10347314.72  | 0.11%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| WALKER & DUNLOP INC                               | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5257860.50   | 0.06%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-454498.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DYAL IV ISSUER B                                  | DYAL IV ISSUER B                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3832500 | PA      | $3566178.16   | 0.04%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| Merit                                             | MHP 2022-MHIL                                                                    | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $7193427.84   | 0.08%             | 2039-01-15      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | GEN DIGITAL INC                                                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    5671500 | PA      | $5674335.75   | 0.06%             | 2032-04-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                 | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    4810000 | PA      | $5694622.73   | 0.06%             | 2031-07-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5369365.98   | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6610757.11   | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | LEVEL 3 FINANCING INC                                                            | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    6535000 | PA      | $6549703.75   | 0.07%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| MAMBA PURCHASER INC                               | MAMBA PURCHASER INC                                                              | CUSIP: 56150KAH8<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |    1895250 | PA      | $1898566.69   | 0.02%             | 2031-10-16      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES                          | US FERTILITY ENTERPRISES LLC                                                     | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1040789 | PA      | $1043391.44   | 0.01%             | 2032-12-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                          | Belrose Funding Trust II                                                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13050000 | PA      | $13550373.15  | 0.15%             | 2055-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | TRS AUTOCALL                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-128.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                    | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust                        | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5523384 | PA      | $4187660.04   | 0.05%             | 2047-07-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| LIGHTNING 2022-1 B FUNDED                         | LIGHTNING 2022-1 B FUNDED                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6706487.62   | 0.07%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-PF1                                                             | CUSIP: 316922AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     634326 | PA      | $643595.04    | 0.01%             | 2055-06-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| API HEAT 2ND OUT 1L TL                            | API HEAT 2ND OUT 1L TL                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     759521 | PA      | $759520.94    | 0.01%             | 2029-11-28      | Floating      | 10.32%                | No            |                  3 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Securities 2024-RS2 Ltd                                                | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5648411 | PA      | $5351925.54   | 0.06%             | 2069-08-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4309296.00   | 0.05%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ACCURIDE LIQUIDATING TRUST AGRMNT                 | ACCURIDE LIQUIDATING TRUST AGRMNT                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        209 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITADEL SECURITIES GLOBA                          | Citadel Securities Global Holdings LLC                                           | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $3000029.53   | 0.03%             | 2035-06-18      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3750000 | PA      | $3758310.75   | 0.04%             | 2043-01-17      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                           | BROWN GROUP HOLDING LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    1382190 | PA      | $1388478.68   | 0.02%             | 2031-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | TRS AUTOCALL                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1520.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TMF SAPPHIRE BIDCO BV                             | TMF SAPPHIRE BIDCO BV                                                            | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |     570688 | PA      | $573067.27    | 0.01%             | 2028-05-03      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-1 B                        | BLUE OWL GP STAKES V A-1 B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2551654.15   | 0.03%             | 2043-08-22      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | FOCUS FINANCIAL PARTNERS LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    5643036 | PA      | $5651048.91   | 0.06%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| RWC Commercial Mortgage Securi                    | RWC Commercial Mortgage 2025-1 Trust                                             | CUSIP: 78348LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $300492.45    | 0.00%             | 2040-06-25      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE4                                  | CUSIP: 61753VAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3548857 | PA      | $1121723.40   | 0.01%             | 2037-02-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2025-2                                      | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13879942 | PA      | $14040688.57  | 0.15%             | 2050-08-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                   | BLUE RIBBON LLC                                                                  | CUSIP: 000000000<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |   14244103 | PA      | $9223056.43   | 0.10%             | 2028-05-08      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| INTEGRATED POWER 1L TL CL                         | INTEGRATED POWER 1L TL CL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3362893 | PA      | $3355942.31   | 0.04%             | 2028-11-22      | Floating      | 8.58%                 | No            |                  3 | On Loan: No      |
| ELVIS UK HOLDCO LTD                               | ELVIS UK HOLDCO LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   10600000 | PA      | $12552968.15  | 0.14%             | 2031-10-23      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7372442.63   | 0.08%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | TRS IVV US EQUITY                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-267671.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEGION CORP                                       | AEGION CORP                                                                      | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    8578663 | PA      | $8610833.38   | 0.09%             | 2028-05-17      | Floating      | 6.72%                 | 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        |    3475000 | PA      | $3605227.08   | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    7850000 | PA      | $8010477.55   | 0.09%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES 1L TL CL                | INTEGRATED POWER SERVICES 1L TL CL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3542133 | PA      | $3534812.25   | 0.04%             | 2028-11-22      | Floating      | 8.58%                 | No            |                  3 | On Loan: No      |
| PETSMART LLC/PETSMART FI                          | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9750000 | PA      | $9922422.90   | 0.11%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     540000 | PA      | $666914.91    | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Eagle Parent Corp                                 | EAGLE PARENT CORP                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    6487150 | PA      | $6492923.81   | 0.07%             | 2029-04-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BP HOLDCO LLC (ASPECT)                            | BP HOLDCO LLC (ASPECT)                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37539 | NS      | $30685.96     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FARMERS INS EXCH                                  | Farmers Insurance Exchange                                                       | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $8033736.60   | 0.09%             | 2064-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SAPHILUX SARL (IQ-EQ)1L TL CL USD                 | SAPHILUX SARL (IQ-EQ)1L TL CL USD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19500000 | PA      | $19609785.00  | 0.22%             | 2028-07-18      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1646082.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11443848 | PA      | $11765798.95  | 0.13%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                    | FRONERI US INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3176000 | PA      | $3172442.88   | 0.03%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAD7<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |    4039870 | PA      | $4067817.22   | 0.04%             | 2065-07-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| HIGGINBOTHAM 1L DDTL USD UNFUNDED                 | HIGGINBOTHAM 1L DDTL USD UNFUNDED                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750104 | PA      | $1741353.40   | 0.02%             | 2031-05-01      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 60 Ltd                                        | CUSIP: 640974AC5<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | KY        |    4650000 | PA      | $3708375.00   | 0.04%             | 2039-04-22      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| NAA Risk Managed Real Estate Fund                 | NAA Risk Managed Real Estate Fund                                                | CUSIP: 64157H687<br>LEI: 529900JOIA0Y5B3KRG74 | Long             | EC               | RF                | US        |    1139302 | NS      | $36526008.37  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PETSMART INC                                      | PETSMART INC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   12185000 | PA      | $12120297.65  | 0.13%             | 2032-08-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA SANTE 1L CL TLB EUR REFI                 | ALMAVIVA SANTE 1L CL TLB EUR REFI                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   14250000 | PA      | $16633484.68  | 0.18%             | 2031-04-08      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                 | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1428262.02   | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                     | Anchorage Credit Funding 4 Ltd                                                   | CUSIP: 03329TAL8<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |    4250000 | PA      | $3919708.70   | 0.04%             | 2039-04-27      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | TRS SPY US EQUITY                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $5329031.02   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                  | CUSIP: 61748BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2055142 | PA      | $1022284.39   | 0.01%             | 2036-06-25      | Floating      | 4.15%                 | 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        |   21000000 | PA      | $20935973.10  | 0.23%             | 2037-04-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1692626.42   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1675205.40   | 0.02%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOBBS & ASSOCIATES LLC                            | HOBBS & ASSOCIATES LLC                                                           | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |   12141828 | PA      | $12130415.16  | 0.13%             | 2031-07-23      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                  | Asmodee Group AB                                                                 | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | DBT              | CORP              | SE        |    5155000 | PA      | $6110602.75   | 0.07%             | 2031-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                    | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust                        | CUSIP: 93363XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2445287 | PA      | $1427085.03   | 0.02%             | 2047-07-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                          | FERTITTA ENTERTAINMENT L                                                         | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   18538251 | PA      | $18528796.61  | 0.20%             | 2029-01-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| HIG FINANCE 2 LTD                                 | HIG FINANCE 2 LTD                                                                | CUSIP: 000000000<br>LEI: 213800OOZO37Y7YL2O58 | Long             | LON              | CORP              | GB        |    2000000 | PA      | $2370035.69   | 0.03%             | 2031-02-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                          | SGH2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5386500 | PA      | $5399966.25   | 0.06%             | 2032-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | TRS AUTOCALL                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-176.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2020-1, Ltd                        | CARLYLE US CLO 2020-1 LTD                                                        | CUSIP: 14315UAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500288.05    | 0.01%             | 2038-01-20      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| Regatta 33 Funding Ltd.                           | Regatta 33 Funding Ltd                                                           | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9420000 | PA      | $7635946.20   | 0.08%             | 2038-07-25      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                        | Navigator Aircraft ABS Ltd                                                       | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   21499263 | PA      | $20630933.96  | 0.23%             | 2046-11-15      | Variable      | 3.57%                 | Yes           |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                              | Dye & Durham Ltd                                                                 | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   16098000 | PA      | $15182206.83  | 0.17%             | 2029-04-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                    | Alternative Loan Trust 2007-OA7                                                  | CUSIP: 126680AA5<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-MBS          | CORP              | US        |    5000583 | PA      | $4647761.12   | 0.05%             | 2047-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                          | Novelis Sheet Ingot GmbH                                                         | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    4500000 | PA      | $5164304.35   | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $4127282.08   | 0.05%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $12086901.40  | 0.13%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                    | ARCIS GOLF LLC                                                                   | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    5302563 | PA      | $5309191.12   | 0.06%             | 2028-11-24      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| OPENLANE INC                                      | OPENLANE INC                                                                     | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    2500000 | PA      | $2498450.00   | 0.03%             | 2032-10-08      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | TRS GSVLFRT1 INDEX                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-3686411.16  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2024-HE6                                                             | CUSIP: 31684DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3613760 | PA      | $3647641.36   | 0.04%             | 2054-12-25      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                 | POLARIS NEWCO LLC                                                                | CUSIP: 000000000<br>LEI: 254900LEPDAG7EDOA064 | Long             | DBT              | CORP              | US        |    7674265 | PA      | $7418174.30   | 0.08%             | 2026-06-04      | Floating      | 4.21%                 | No            |                  3 | On Loan: No      |
| LIGHTNING 2022-1 A FUNDED                         | LIGHTNING 2022-1 A FUNDED                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   34800000 | PA      | $32976869.41  | 0.36%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Owl Rock CLO I, Ltd                               | Owl Rock CLO I LLC                                                               | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17250000 | PA      | $17293825.35  | 0.19%             | 2036-02-20      | Floating      | 8.14%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2200000 | PA      | $2199073.58   | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RWC Commercial Mortgage Securi                    | RWC Commercial Mortgage 2025-1 Trust                                             | CUSIP: 78348LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $300305.88    | 0.00%             | 2040-06-25      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim Ultra Short Duration Fund              | Guggenheim Ultra Short Duration Fund                                             | CUSIP: 40169J523<br>LEI: 549300CH4K7JJYWG0618 | Long             | EC               | RF                | US        |    5571747 | NS      | $56163211.62  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    6271000 | PA      | $4733774.16   | 0.05%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XLVIII LLC                                                 | CUSIP: 15675JAG5<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |    5350000 | PA      | $5375419.99   | 0.06%             | 2036-10-15      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                            | Switch ABS Issuer LLC                                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11550000 | PA      | $11353670.79  | 0.12%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | TRS SPY US EQUITY                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-629457.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                     | KDAC Aviation Finance Ltd                                                        | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   13265716 | PA      | $13245950.48  | 0.15%             | 2042-12-15      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2025-44 Ltd                                                              | CUSIP: 67570VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9800000 | PA      | $7546980.00   | 0.08%             | 2038-10-24      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                          | MB2 DENTAL SOLUTIONS LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14282135 | PA      | $14260869.08  | 0.16%             | 2031-02-13      | Floating      | 9.22%                 | No            |                  3 | On Loan: No      |
| American Home Mortgage Assets                     | American Home Mortgage Assets Trust 2006-6                                       | CUSIP: 008684AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5935818 | PA      | $5187146.01   | 0.06%             | 2046-12-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                              | Falcon 2019-1 Aerospace Ltd                                                      | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1253172 | PA      | $1246914.32   | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| GMAC Commercial Mortgage Asset                    | GMAC Commercial Mortgage Asset Corp                                              | CUSIP: 817935AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3111982 | PA      | $3358323.61   | 0.04%             | 2036-08-10      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| VALCOUR PACKAGING LLC                             | VALCOUR PACKAGING LLC                                                            | CUSIP: 91889CAF5<br>LEI: 254900JCJHQJK9LWF787 | Long             | LON              | CORP              | US        |    3454560 | PA      | $3473284.03   | 0.04%             | 2028-10-04      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                          | Meiji Yasuda Life Insurance Co                                                   | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   13650000 | PA      | $14161342.65  | 0.16%             | 2055-06-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14050000 | PA      | $14599426.94  | 0.16%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2436539.11   | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -66022000 | NC      | $-202369.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | TRS AUTOCALL                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-248.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                          | BOOST NEWCO BORROWER LLC                                                         | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    2970056 | PA      | $2971927.39   | 0.03%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                        | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    2850000 | PA      | $3432656.35   | 0.04%             | 2032-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CLIMATER BIDCO II SAS                             | CLIMATER BIDCO II SAS                                                            | CUSIP: 000000000<br>LEI: 969500ATB753O57B5L36 | Long             | LON              | CORP              | FR        |    5250000 | PA      | $6184698.19   | 0.07%             | 2032-03-22      | Floating      | 5.77%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAS6<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    3166667 | PA      | $3178474.87   | 0.03%             | 2031-01-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                    | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust                        | CUSIP: 93363XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1745935 | PA      | $1018935.57   | 0.01%             | 2047-07-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                          | ENGINEERED MACHINERY HOL                                                         | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     549403 | PA      | $552424.81    | 0.01%             | 2032-11-26      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Guggenheim Strategy Fund III                      | Guggenheim Strategy Fund III                                                     | CUSIP: 40168Q304<br>LEI: 549300QC2B06ET4AEJ54 | Long             | EC               | RF                | US        |    1145735 | NS      | $28540255.69  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2483590.53   | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                    | HSI Asset Securitization Corp Trust 2007-HE1                                     | CUSIP: 40430FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5153609 | PA      | $3707034.50   | 0.04%             | 2037-01-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| RWC Commercial Mortgage Securi                    | RWC Commercial Mortgage 2025-1 Trust                                             | CUSIP: 78348LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1001235.10   | 0.01%             | 2040-06-25      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| PABST FINANCING NEWCO                             | PABST FINANCING NEWCO                                                            | CUSIP: 69382EAB8<br>LEI: 254900GGC0KE7OXLMU64 | Long             | LON              | CORP              | US        |    5536321 | PA      | $5425594.54   | 0.06%             | 2028-05-08      | Variable      | 7.86%                 | No            |                  3 | On Loan: No      |
| ASCENSUS HOLDINGS INC                             | ASCENSUS HOLDINGS INC                                                            | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5730000 | PA      | $5719972.50   | 0.06%             | 2028-08-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   10315800 | PA      | $10352317.93  | 0.11%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S                    | HOMES 2025-AFC3 Trust                                                            | CUSIP: 43762AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12015791 | PA      | $11996408.63  | 0.13%             | 2060-08-25      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BHN MERGER SUB INC                                | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    4940397 | PA      | $4958923.49   | 0.05%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                 | XEROX CORPORATION                                                                | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |     534913 | PA      | $456012.97    | 0.01%             | 2029-11-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                            | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    2882000 | PA      | $3270775.38   | 0.04%             | 2029-12-15      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                            | Nassau Cos of New York/The                                                       | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10526000 | PA      | $10047138.58  | 0.11%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                               | ASCEND LEARNING LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   16518392 | PA      | $16556714.63  | 0.18%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| VISMA ASA                                         | VISMA ASA                                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXB1YO53 | Long             | LON              | CORP              | NO        |   13796596 | PA      | $16293441.86  | 0.18%             | 2028-12-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KUVARE US HOLDINGS INC                            | Kuvare US Holdings Inc                                                           | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | DBT              | CORP              | US        |    5755000 | PA      | $5740612.50   | 0.06%             | 2051-02-17      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                        | CUSIP: 617955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  267727700 | PA      | $10880049.46  | 0.12%             | 2070-11-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                           | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     450315 | PA      | $427799.25    | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4623749.80   | 0.05%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DEALER TIRE FINANCIAL LL                          | DEALER TIRE FINANCIAL LL                                                         | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |   16505304 | PA      | $16484672.15  | 0.18%             | 2031-07-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    3494745 | PA      | $3499985.37   | 0.04%             | 2031-01-15      | Floating      | 5.57%                 | Yes           |                  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        |    7455000 | PA      | $7642795.33   | 0.08%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AUXEY MIDCO LTD                                   | AUXEY MIDCO LTD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   15704468 | PA      | $14762200.00  | 0.16%             | 2027-06-29      | Floating      | 10.03%                | 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        |   15216000 | PA      | $14607775.40  | 0.16%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL                    | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4925000 | PA      | $4836614.47   | 0.05%             | 2046-08-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    3438750 | PA      | $3451645.31   | 0.04%             | 2030-10-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                            | ATHENAHEALTH GROUP INC                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    1032449 | PA      | $1033522.49   | 0.01%             | 2029-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle Global Market Strategies CLO 2013-3 Ltd                                  | CUSIP: 000000000<br>LEI: 6354006XBJTNRUJOLM20 | Long             | ABS-CBDO         | CORP              | KY        |    4938326 | PA      | $35901.63     | 0.00%             | 2030-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                          | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6520000 | PA      | $5672400.00   | 0.06%             | 2029-12-23      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    6350000 | PA      | $6610223.00   | 0.07%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                     | Ballyrock CLO 2019-1 Ltd                                                         | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |    3150000 | PA      | $3150899.96   | 0.03%             | 2032-07-15      | Floating      | 10.92%                | Yes           |                  2 | On Loan: No      |
| INSURED LENDING 1 LTD                             | Insured Lending 1 Ltd                                                            | CUSIP: 000000000<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |   41750000 | PA      | $49060425.00  | 0.54%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1121886.72   | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNPP IP CLO LTD                                   | BNPP IP CLO 2014-II Ltd                                                          | CUSIP: 05580HAE9<br>LEI: 54930038CI4SMKCMEM78 | Long             | ABS-CBDO         | CORP              | KY        |    4760752 | PA      | $269453.79    | 0.00%             | 2025-10-30      | Floating      | 9.35%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1191000 | PA      | $768699.00    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                          | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    3650000 | PA      | $3581072.67   | 0.04%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   22634000 | PA      | $22871204.32  | 0.25%             | 2029-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1289011.11   | 0.01%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STEIV 2025 A 1                                    | STEIV 2025 A 1                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3950000 | PA      | $3950000.00   | 0.04%             | 2046-04-15      | Fixed         | 6.82%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley IXIS Real Estat                    | Morgan Stanley IXIS Real Estate Capital Trust 2006-2                             | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17757314 | PA      | $5789498.75   | 0.06%             | 2036-11-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAD6<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $5293526.70   | 0.06%             | 2064-01-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                          | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     660000 | PA      | $660562.32    | 0.01%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                               | First Republic Bank/CA                                                           | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     238300 | NS      | $47.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAZERAC CO INC                                    | SAZERAC CO INC                                                                   | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    2802511 | PA      | $2805229.69   | 0.03%             | 2032-07-09      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley IXIS Real Estat                    | Morgan Stanley IXIS Real Estate Capital Trust 2006-2                             | CUSIP: 617463AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20193552 | PA      | $6584034.98   | 0.07%             | 2036-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-2 LLC                                                                  | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15560056 | PA      | $15589089.89  | 0.17%             | 2030-05-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                          | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    5600000 | PA      | $7612160.85   | 0.08%             | 2031-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle Global Market Strategies CLO 2012-3 Ltd                                  | CUSIP: 14309WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6400000 | PA      | $14583.68     | 0.00%             | 2032-01-14      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-PF1                                                             | CUSIP: 316922AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1014922 | PA      | $1029654.31   | 0.01%             | 2055-06-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6085269 | PA      | $6130501.90   | 0.07%             | 2041-08-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 31427M2T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28852477 | PA      | $29315519.17  | 0.32%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                           | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   24855000 | PA      | $24971503.09  | 0.27%             | 2056-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-8                                            | CUSIP: 54251UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4147394 | PA      | $1029811.11   | 0.01%             | 2036-09-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                     | CoreLogic Inc                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    7577216 | PA      | $7574488.35   | 0.08%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2513110.36   | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MB2 1L DDTL TRANCHE 1 CL FUNDED                   | MB2 1L DDTL TRANCHE 1 CL FUNDED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5024765 | PA      | $4988017.57   | 0.05%             | 2031-02-13      | Floating      | 5.25%                 | No            |                  3 | On Loan: No      |
| STEELE IV ISSUER 2025A-1                          | STEELE IV ISSUER 2025A-1                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1275000 | PA      | $0.13         | 0.00%             | 2046-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                          | MB2 DENTAL SOLUTIONS LLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1010000 | PA      | $917814.33    | 0.01%             | 2031-02-13      | Floating      | 2.07%                 | No            |                  3 | On Loan: No      |
| MB2 1L DDTL CL TRANCHE 2 FUNDED                   | MB2 1L DDTL CL TRANCHE 2 FUNDED                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2068194 | PA      | $2037943.08   | 0.02%             | 2031-02-13      | Floating      | 9.22%                 | No            |                  3 | On Loan: No      |
| PUSHPAY USA INC                                   | PUSHPAY USA INC                                                                  | CUSIP: 000000000<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |   10852104 | PA      | $10811408.71  | 0.12%             | 2031-08-18      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                     | Fortress Credit Opportunities IX CLO Ltd                                         | CUSIP: 34961JBJ2<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    7750000 | PA      | $7745305.05   | 0.09%             | 2033-10-15      | Floating      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| FIRSTDIGITAL 1L TL                                | FIRSTDIGITAL 1L TL                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10343237 | PA      | $10179782.38  | 0.11%             | 2026-12-17      | Floating      | 8.33%                 | No            |                  3 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   21020000 | PA      | $21687027.66  | 0.24%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAMMONTANA ITALIA SPA                             | Sammontana Italia SpA                                                            | CUSIP: 000000000<br>LEI: 8156002DFC51B8173A68 | Long             | DBT              | CORP              | IT        |    4900000 | PA      | $5811447.41   | 0.06%             | 2031-10-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIO                          | TOTAL WEBHOSTING SOLUTIO                                                         | CUSIP: 000000000<br>LEI: 98450055H0892EDCB847 | Long             | LON              | CORP              | NL        |   18000000 | PA      | $21019601.25  | 0.23%             | 2031-11-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    8678000 | PA      | $8438400.42   | 0.09%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                    | Provident Funding Mortgage Trust 2025-4                                          | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19113984 | PA      | $19214156.23  | 0.21%             | 2055-09-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding XL LLC                                                     | CUSIP: 15675AAE9<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   12750000 | PA      | $12787963.13  | 0.14%             | 2035-03-22      | Floating      | 8.30%                 | Yes           |                  2 | On Loan: No      |
| VERISURE HOLDING AB                               | Verisure Holding AB                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    7450000 | PA      | $9073958.95   | 0.10%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                           | MOTEL ONE GMBH/MUENCHEN                                                          | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | LON              | CORP              | DE        |    3000000 | PA      | $3550858.42   | 0.04%             | 2032-06-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                        | NLT 2025-NQM1 Trust                                                              | CUSIP: 629154AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   62444924 | PA      | $65834622.15  | 0.72%             | 2070-10-25      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A. | BOFA SECURITIES INC TRI PARTY                                                    | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Long             | RA               | CORP              | US        |   87382550 | PA      | $87382550.00  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| HOBBS & ASSOCIATES LLC (AIR CONTROL)              | HOBBS & ASSOCIATES LLC (AIR CONTROL)                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     141667 | PA      | $141312.50    | 0.00%             | 2031-07-23      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                      | GAIA Aviation Ltd                                                                | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8574559 | PA      | $8495104.92   | 0.09%             | 2044-12-15      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | PARK RIVER HOLDINGS INC                                                          | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   14350000 | PA      | $14418736.50  | 0.16%             | 2031-03-17      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                  | Marathon CLO V Ltd                                                               | CUSIP: 56576UAC3<br>LEI: 635400LRBGQZIPTCBI09 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $550.00       | 0.00%             | 2027-11-21      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL IV (FKA DYAL IV) SR SEC A                | BLUE OWL IV (FKA DYAL IV) SR SEC A                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5746000 | PA      | $5810162.48   | 0.06%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| HPS Private Credit CLO                            | HPS Private Credit CLO 2025-3 LLC                                                | CUSIP: 40445YAG9<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6004469.40   | 0.07%             | 2037-07-20      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5023476.36   | 0.06%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                            | Equitable Holdings Inc                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $21376457.00  | 0.23%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    4892000 | PA      | $4519588.18   | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11900000 | PA      | $11724482.14  | 0.13%             | 2038-11-15      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3350000 | PA      | $3352083.70   | 0.04%             | 2044-12-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   20200000 | PA      | $19240500.00  | 0.21%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Capmark Military Housing Trust                    | Capmark Military Housing Trust                                                   | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5311550 | PA      | $5196162.97   | 0.06%             | 2052-10-10      | Fixed         | 6.06%                 | Yes           |                  3 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                          | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9284000 | PA      | $9286049.63   | 0.10%             | 2035-12-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CEAMER FINANCE III LLC                            | CEAMER FINANCE III LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5828310 | PA      | $6008867.70   | 0.07%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| GRANT THORNTON 1L TLB CL EURO                     | GRANT THORNTON 1L TLB CL EURO                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4550000 | PA      | $5377448.55   | 0.06%             | 2032-09-11      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA (MISYS) 1L CL TL                     | FINASTRA USA (MISYS) 1L CL TL                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2096962 | PA      | $2102204.76   | 0.02%             | 2029-09-13      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                             | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $5091541.07   | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE                            | Symetra Life Insurance Co                                                        | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3359927.55   | 0.04%             | 2055-10-01      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                           | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    4709000 | PA      | $2620167.70   | 0.03%             | 2050-10-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3325000 | PA      | $3400726.94   | 0.04%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                               | First Republic Bank/CA                                                           | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     803675 | NS      | $160.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3800000 | PA      | $4032411.08   | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares LXXVIII CLO Ltd                                                             | CUSIP: 03990PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5050000 | PA      | $4594995.00   | 0.05%             | 2039-01-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7770000 | PA      | $8151103.58   | 0.09%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                           | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1882734.27   | 0.02%             | 2054-11-20      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2007-QO2 Trust                                                       | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12616122 | PA      | $3782679.21   | 0.04%             | 2047-02-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                    | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3735292.88   | 0.04%             | 2038-04-18      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| IVI AMERICA LLC                                   | IVI AMERICA LLC                                                                  | CUSIP: 45073SAD7<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    9944263 | PA      | $10015762.22  | 0.11%             | 2031-04-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                       | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    7280000 | PA      | $7292078.18   | 0.08%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     175000 | PA      | $181667.24    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TLWND 2019-1                                      | GAIA Aviation Ltd                                                                | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4716821 | PA      | $4650667.65   | 0.05%             | 2044-12-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| TD SECURITIES INC./ VALEURS MOBILIERES TD INC.    | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 5493006RJSLS5DA4PD75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15200.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LXXI Ltd                                                    | CUSIP: 558182AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5511097.35   | 0.06%             | 2038-04-23      | Floating      | 8.61%                 | Yes           |                  2 | On Loan: No      |
| HOPE GAS HOLDINGS LLC                             | HOPE GAS HOLDINGS LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2227155.24   | 0.02%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investo                    | Merrill Lynch Mortgage Investors Trust Series 2007-HE2                           | CUSIP: 59024LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1515199 | PA      | $423822.23    | 0.00%             | 2037-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5589074.40   | 0.06%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                           | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $9234705.58   | 0.10%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CROSS FINANCIAL CORP                              | CROSS FINANCIAL CORP                                                             | CUSIP: 22750JAG9<br>LEI: 2549008J3I495E70LU05 | Long             | LON              | CORP              | US        |    5784653 | PA      | $5799114.52   | 0.06%             | 2031-10-31      | Floating      | 6.47%                 | No            |                  3 | On Loan: No      |
| KANE BIDCO LTD                                    | Kane Bidco Ltd                                                                   | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    5700000 | PA      | $6772354.74   | 0.07%             | 2032-07-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Project Silver                                    | Project Silver                                                                   | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4500675 | PA      | $4455893.71   | 0.05%             | 2044-07-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| MICHAEL BAKER INTL                                | MICHAEL BAKER INTL                                                               | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17899498 | PA      | $17921872.29  | 0.20%             | 2028-12-01      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6750000 | PA      | $7037678.25   | 0.08%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                              | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    7250000 | PA      | $7523609.20   | 0.08%             | 2054-06-20      | Fixed         | 9.19%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3099217.29   | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| BOXER PARENT CO INC                               | BOXER PARENT CO INC                                                              | CUSIP: 05988HAP2<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    3286331 | PA      | $3876866.98   | 0.04%             | 2031-07-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DRIVE BIDCO BV                                    | DRIVE BIDCO BV                                                                   | CUSIP: 000000000<br>LEI: 254900SO04XJ573VEQ93 | Long             | LON              | CORP              | NL        |    8800000 | PA      | $10427019.53  | 0.11%             | 2031-06-26      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                               | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    4164000 | PA      | $4287575.03   | 0.05%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BDS Ltd                                           | BDS 2025-FL16 LLC                                                                | CUSIP: 05556XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15208000 | PA      | $15207899.63  | 0.17%             | 2043-07-19      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3567732.41   | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  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        |   11000000 | PA      | $10480625.10  | 0.12%             | 2035-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                    | Long Beach Mortgage Loan Trust 2006-8                                            | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15305097 | PA      | $3814422.01   | 0.04%             | 2036-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                       | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    7280000 | PA      | $7272882.85   | 0.08%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $2022374.11   | 0.02%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $367792.25    | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2900000 | PA      | $3445389.78   | 0.04%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KANE BIDCO LTD                                    | Kane Bidco Ltd                                                                   | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    2125000 | PA      | $2524781.37   | 0.03%             | 2032-07-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS RIALTO                                                                        | CUSIP: 30319YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8850000 | PA      | $8816480.63   | 0.10%             | 2038-05-16      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd                                  | Symphony CLO 48 Ltd                                                              | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-CBDO         | CORP              | KY        |   12800000 | PA      | $9792000.00   | 0.11%             | 2038-04-20      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1050000 | PA      | $1096000.50   | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                  | AMWINS GROUP INC                                                                 | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    4257000 | PA      | $4267642.50   | 0.05%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    6710000 | PA      | $6899691.70   | 0.08%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES8                                                    | CUSIP: 74939WAC4<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    7550000 | PA      | $7632447.51   | 0.08%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MANNINGTON MILLS 1L TLB CL                        | MANNINGTON MILLS 1L TLB CL                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3732222 | PA      | $3694900.00   | 0.04%             | 2032-03-07      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| SNACKING INVESTMENTS US                           | SNACKING INVESTMENTS US                                                          | CUSIP: 000000000<br>LEI: 549300W8K88D3SM86Y18 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2311500.00   | 0.03%             | 2032-10-29      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                    | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6580318 | PA      | $3447807.01   | 0.04%             | 2036-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     250000 | PA      | $235630.27    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A UNFUNDED                        | AHG FUNDING 2024A UNFUNDED                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1.00         | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3958071.00   | 0.04%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CUBE HEALTHCARE EUROPE B                          | CUBE HEALTHCARE EUROPE B                                                         | CUSIP: 000000000<br>LEI: 969500AYUH6YXBLGCX31 | Long             | LON              | CORP              | FR        |   11400000 | PA      | $13500763.85  | 0.15%             | 2029-10-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                    | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8084629 | PA      | $8214835.10   | 0.09%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| SHO HOLDING 1L TL-A                               | SHO HOLDING 1L TL-A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     413073 | PA      | $413073.23    | 0.00%             | 2029-06-30      | Floating      | 10.33%                | No            |                  3 | On Loan: No      |
| UFC HOLDINGS LLC                                  | UFC HOLDINGS LLC                                                                 | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4317429 | PA      | $4334785.44   | 0.05%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING 1L ROLL-UP TL-B                       | SHO HOLDING 1L ROLL-UP TL-B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1264353 | PA      | $1251709.96   | 0.01%             | 2029-06-30      | Floating      | 10.33%                | No            |                  3 | On Loan: No      |
| SHO HOLDING 1L TAKEBACK TL-C                      | SHO HOLDING 1L TAKEBACK TL-C                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     644319 | PA      | $567001.01    | 0.01%             | 2029-06-30      | Floating      | 5.83%                 | No            |                  3 | On Loan: No      |
| Cerberus                                          | Cerberus Loan Funding 50 LLC                                                     | CUSIP: 15673UAE7<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |   10800000 | PA      | $10832859.00  | 0.12%             | 2037-07-15      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AENOVA HOLDING 1L CL TLB EUR REFI                 | AENOVA HOLDING 1L CL TLB EUR REFI                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    4000000 | PA      | $4748391.08   | 0.05%             | 2031-08-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                           | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3483071.70   | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Lake Shore MM CLO I                    | THL Credit Lake Shore MM CLO I LTD                                               | CUSIP: 510800AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9900000 | PA      | $9911814.66   | 0.11%             | 2033-04-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET MT-1 Ltd                                                                   | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8143406 | PA      | $8191095.16   | 0.09%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | CAESARS ENTERTAIN INC                                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    8784431 | PA      | $8705371.26   | 0.10%             | 2030-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1536372.40   | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON LOAN FUNDING LTD                          | Octagon Loan Funding Ltd                                                         | CUSIP: 67590TAC5<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |   19435737 | PA      | $49561.13     | 0.00%             | 2031-11-18      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20650000 | PA      | $20605125.49  | 0.23%             | 2041-06-15      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                    | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19117227 | PA      | $10019889.46  | 0.11%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                             | Nippon Life Insurance Co                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    6450000 | PA      | $6945289.05   | 0.08%             | 2055-04-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vault DI Issuer LLC                               | Vault DI Issuer LLC                                                              | CUSIP: 92243JAA0<br>LEI: 254900OCNWBALNF55H80 | Long             | ABS-O            | CORP              | US        |    7150000 | PA      | $7049277.95   | 0.08%             | 2046-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                   | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    6700000 | PA      | $6957447.50   | 0.08%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 38 Ltd                                        | CUSIP: 64133TAN2<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3421375.65   | 0.04%             | 2036-10-20      | Floating      | 8.48%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                   | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1200592.56   | 0.01%             | 2036-09-17      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                                | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $10042456.20  | 0.11%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA DEVELOPPEMENT S                          | ALMAVIVA DEVELOPPEMENT S                                                         | CUSIP: 000000000<br>LEI: 969500KZM7J0TS9IZN73 | Long             | LON              | CORP              | FR        |    4250000 | PA      | $4960863.85   | 0.05%             | 2031-04-29      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                          | Selective Insurance Group Inc                                                    | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     246000 | NS      | $4113120.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO 1 Ltd.                                    | AGL CLO 35 Ltd                                                                   | CUSIP: 00852LAA0<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $300185.58    | 0.00%             | 2038-01-21      | Floating      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| CPI CG INC                                        | CPI CG Inc                                                                       | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    5221000 | PA      | $5531737.53   | 0.06%             | 2029-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| PROJECT AURORA US FINCO                           | PROJECT AURORA US FINCO INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2300000 | PA      | $2308625.00   | 0.03%             | 2032-09-30      | Floating      | 6.49%                 | 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        |    2450000 | PA      | $2084704.46   | 0.02%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A1                                | AHG FUNDING 2024A1                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2481147 | PA      | $2548145.67   | 0.03%             | 2044-12-31      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| PARTS EUROPE SA                                   | PARTS EUROPE SA                                                                  | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |    3550000 | PA      | $4218535.56   | 0.05%             | 2031-02-03      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $14396361.60  | 0.16%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CML - CBS STUDIO CENTER                           | CML - CBS STUDIO CENTER                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21892914.12  | 0.24%             | 2026-01-09      | Floating      | 6.98%                 | No            |                  3 | On Loan: No      |
| QTS ISSUER ABS I LLC                              | QTS Issuer ABS I LLC                                                             | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1650000 | PA      | $1661218.68   | 0.02%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                     | Nomura Resecuritization Trust 2015-4R                                            | CUSIP: 65540WCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     385355 | PA      | $378614.66    | 0.00%             | 2036-03-26      | Floating      | 4.47%                 | Yes           |                  3 | On Loan: No      |
| FIDELIS INSUR HLD LTD                             | Fidelis Insurance Holdings Ltd                                                   | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   20500000 | PA      | $22087807.00  | 0.24%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                                     | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10570000 | PA      | $10500542.94  | 0.12%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                    | PRPM 2025-3                                                                      | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13140216 | PA      | $13165062.50  | 0.14%             | 2030-05-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                 | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     254000 | PA      | $261616.44    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10450000 | PA      | $10435986.55  | 0.11%             | 2039-10-19      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1797000 | PA      | $1289592.84   | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                          | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     800000 | PA      | $962475.85    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                   | Ascot Group Ltd                                                                  | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    7450000 | PA      | $7712651.24   | 0.08%             | 2035-06-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                               | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $4040068.00   | 0.04%             | 2055-09-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ATKORE INC                                        | Atkore Inc                                                                       | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7389015.48   | 0.08%             | 2031-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FCG ACQUISITIONS INC                              | FCG ACQUISITIONS INC                                                             | CUSIP: 30260UAK1<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |   11941125 | PA      | $11980291.80  | 0.13%             | 2028-04-03      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                               | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17572500 | PA      | $18160477.61  | 0.20%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1 B FUNDED                       | THUNDERBIRD 2022-1 B FUNDED                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6706487.62   | 0.07%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1910489.74   | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC                                    | AITX FINCO LLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18400000 | PA      | $18319308.82  | 0.20%             | 2035-10-23      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| ANTICIMEX GLOBAL AB                               | ANTICIMEX GLOBAL AB                                                              | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    2295800 | PA      | $2304409.11   | 0.03%             | 2031-11-21      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    3615000 | PA      | $3713136.41   | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MASORANGE FINCO PLC                               | MASORANGE FINCO PLC                                                              | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |    6100000 | PA      | $7180152.42   | 0.08%             | 2031-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   18150000 | PA      | $20051042.07  | 0.22%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                           | ZAYO GROUP HOLDINGS INC                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    3936035 | PA      | $3724866.25   | 0.04%             | 2030-03-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| TEAM.BLUE FINCO SARL                              | TEAM.BLUE FINCO SARL                                                             | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |    4538625 | PA      | $4561318.13   | 0.05%             | 2032-07-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                    | AASET MT-1 Ltd                                                                   | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     647083 | PA      | $647903.54    | 0.01%             | 2050-02-16      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| HV STRUCTURED SOLUTIONS IV                        | HV STRUCTURED SOLUTIONS IV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39948367 | PA      | $39671024.16  | 0.44%             | 2030-09-15      | Floating      | 6.22%                 | No            |                  3 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                          | Encore Capital Group Inc                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3818973.78   | 0.04%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-1 A                        | BLUE OWL GP STAKES V A-1 A                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2541467.90   | 0.03%             | 2043-08-22      | Fixed         | 7.11%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Acquisition                    | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2782389 | PA      | $1457109.16   | 0.02%             | 2036-12-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCT                          | ROPER INDUSTRIAL PRODUCT                                                         | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |     396992 | PA      | $399112.42    | 0.00%             | 2029-11-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | CAESARS ENTERTAIN INC                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   10051207 | PA      | $9950695.22   | 0.11%             | 2031-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                    | LoanCore 2025-CRE9 Issuer LLC                                                    | CUSIP: 538912AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11900000 | PA      | $11884771.57  | 0.13%             | 2042-08-18      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| QTS GOOD NEWS FACILITY TL                         | QTS GOOD NEWS FACILITY TL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19150000 | PA      | $19142301.13  | 0.21%             | 2028-10-09      | Floating      | 6.52%                 | No            |                  3 | On Loan: No      |
| AGL CLO 1 Ltd.                                    | AGL CLO 35 Ltd                                                                   | CUSIP: 00852LAC6<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |    7750000 | PA      | $4799575.00   | 0.05%             | 2038-01-21      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| XPLORE INC - CVR                                  | XPLORE INC - CVR                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      15561 | NS      | $1.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENVIRI CORP                                       | Enviri Corp                                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    5885000 | PA      | $5888160.25   | 0.06%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | Sound Point CLO 2025R-1 Ltd                                                      | CUSIP: 83617EAJ9<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1205753.64   | 0.01%             | 2038-02-20      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS DEFERRAL                       | AP GRANGE HOLDINGS DEFERRAL                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2844709 | PA      | $2844709.16   | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| AGGREKO HOLDINGS INC                              | AGGREKO HOLDINGS INC                                                             | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    2496773 | PA      | $2509256.51   | 0.03%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| DYAL IV ISSUER A                                  | DYAL IV ISSUER A                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7117500 | PA      | $6622902.29   | 0.07%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| JACKSON FINANCIAL INC                             | Jackson Financial Inc                                                            | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     284000 | NS      | $7403880.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, In                    | RALI Series 2006-QO8 Trust                                                       | CUSIP: 75115FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160850 | PA      | $2111281.84   | 0.02%             | 2046-10-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   16120000 | PA      | $16325846.92  | 0.18%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** Guggenheim Funds Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer