# EDGAR Filing Document

**Accession Number:** 0001020425
**File Stem:** 0001752724-23-044979
**Filing Date:** 2023-2
**Character Count:** 262377
**Document Hash:** e4420196cdda0aa0de5c2ad6159fc0a1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044979.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044979

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LITMAN GREGORY FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001020425
- **IRS NUMBER:** 931215604
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07763
- **FILM NUMBER:** 23680244

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 1676 N. CALIFORNIA BLVD.

  - **City:** WALNUT CREEK

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94596

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

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

- **a. Name of Series:** iMGP High Income Alternatives Fund

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $106416565.90

**Total Liabilities:** $5639106.95

**Net Assets:** $100777458.95

**Delayed Delivery Securities:** $3551367.28

**Cash Not Reported:** $447778.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19.39000000 | **1-Year:** -866.57000000 | **5-Year:** -1945.28000000 | **10-Year:** -3145.29000000 | **30-Year:** -2474.76000000

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

- **3-Month:** -119.78000000 | **1-Year:** -3575.33000000 | **5-Year:** -13533.70000000 | **10-Year:** -4068.64000000 | **30-Year:** -1630.32000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183970 | 0.51%                | 1.94%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-218911.39              | $-255159.93                                |
| Month 2  | $-337138.86              | $1415695.35                                |
| Month 3  | $-355170.28              | $198387.95                                 |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                              | Title                                                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Options Clearing Corp.                            | RUSSELL 2000 INDEX                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Power, LLC                                | Eastern Power, LLC Term Loan B                                                                                               | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |    363049 | PA      | $324903.21    | 0.32%             | 2025-10-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Propulsion (BC) Finco S.a.r.l.                    | Propulsion (BC) Finco S.a.r.l. Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 254900S4YQSQVLEZ8D35 | Long             | LON              | CORP              | US        |    480000 | PA      | $468000.00    | 0.46%             | 2029-09-14      | Variable      | 8.58%                 | 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        |     70000 | PA      | $53847.15     | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                           | INEOS Quattro Finance 2 Plc                                                                                                  | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183999.00    | 0.18%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial Inc                                                                                                     | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      1300 | NS      | $23595.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibson Brands Inc.                                | Gibson Brands Inc. 2021 Term Loan                                                                                            | CUSIP: 37476YAB8<br>LEI: 549300KU4ACNZQGB7J14 | Long             | LON              | CORP              | US        |     99000 | PA      | $73260.00     | 0.07%             | 2028-08-11      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -10 | NC      | $-40050.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-4138.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                                                             | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7168.56      | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust          | Castlelake Aircraft Structured Trust 2021-1                                                                                  | CUSIP: 14856GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181323 | PA      | $141438.86    | 0.14%             | 2046-01-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance, LLC                             | Sovos Compliance, LLC 2021 Term Loan                                                                                         | CUSIP: 84611YAB6<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |     99074 | PA      | $91519.27     | 0.09%             | 2028-08-11      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| MIP V Waste Holdings, LLC                         | MIP V Waste Holdings, LLC Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900RELOGHR3ZGIQ56 | Long             | LON              | CORP              | US        |    397000 | PA      | $392698.51    | 0.39%             | 2028-12-08      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Pacific Bells, LLC                                | Pacific Bells, LLC Term Loan B                                                                                               | CUSIP: 69403HAL4<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |     93248 | PA      | $87885.98     | 0.09%             | 2028-11-10      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| Trans Union, LLC                                  | Trans Union, LLC 2021 2nd Lien Term Loan                                                                                     | CUSIP: 000000000<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     50000 | PA      | $50031.25     | 0.05%             | 2029-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                           | Standard Industries Inc/NJ                                                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142976.67    | 0.14%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                                                                 | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88188.95     | 0.09%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                              | EnLink Midstream LLC                                                                                                         | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99105.00     | 0.10%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                      | GAIA Aviation Ltd                                                                                                            | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    145851 | PA      | $121019.21    | 0.12%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                          | W R Berkley Corp                                                                                                             | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |       755 | NS      | $13982.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newtek Small Business Loan Trust                  | Newtek Small Business Loan Trust 2018-1                                                                                      | CUSIP: 65252MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76274 | PA      | $75051.30     | 0.07%             | 2044-02-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Help At Home, Inc.                                | Help At Home, Inc. 2020 Term Loan B                                                                                          | CUSIP: 40467AAC3<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |     49877 | PA      | $47694.77     | 0.05%             | 2027-10-29      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                        | Weber-Stephen Products LLC 2022 Incremental Term Loan B                                                                      | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     99250 | PA      | $85355.00     | 0.08%             | 2027-10-30      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                      | Bausch Health Companies Inc. 2022 Term Loan B                                                                                | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    102375 | PA      | $78231.90     | 0.08%             | 2027-02-01      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| FAIRFAX INDIA HOLDINGS                            | Fairfax India Holdings Corp                                                                                                  | CUSIP: 303897AA0<br>LEI: 549300K2JHXU7AX7CV78 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $286320.00    | 0.28%             | 2028-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                                                                       | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $219531.25    | 0.22%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2020-SFR2 Trust                                                                                               | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $131663.70    | 0.13%             | 2037-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR                          | Cogent Communications Group Inc                                                                                              | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147176.71    | 0.15%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 37 Ltd                                                                                                                   | CUSIP: 50204FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $200629.80    | 0.20%             | 2034-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                                                                                 | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1554000 | PA      | $1554000.00   | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                   | NorthRiver Midstream Finance LP 2018 Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |    574740 | PA      | $571507.05    | 0.57%             | 2025-10-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                               | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234783.25    | 0.23%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                                | LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan                                                                            | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    194973 | PA      | $187112.46    | 0.19%             | 2025-09-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                      | ams-OSRAM AG                                                                                                                 | CUSIP: 03217CAA4<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    265000 | PA      | $249790.33    | 0.25%             | 2025-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Quirch Foods Holdings, LLC                        | Quirch Foods Holdings, LLC 2022 Term Loan                                                                                    | CUSIP: 74880TAG1<br>LEI: 549300ZJJLQXSE7L4U02 | Long             | LON              | CORP              | US        |    296481 | PA      | $271280.12    | 0.27%             | 2027-10-27      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                   | Hamilton Projects Acquiror, LLC Term Loan B                                                                                  | CUSIP: 14314VAB9<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     43988 | PA      | $43355.84     | 0.04%             | 2027-06-17      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                          | Aegon NV                                                                                                                     | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $450340.15    | 0.45%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2022-FL5 Issuer LLC                                                                                                | CUSIP: 30327MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $94584.48     | 0.09%             | 2037-06-19      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Zep Inc.                                          | Zep Inc. 2017 1st Lien Term Loan                                                                                             | CUSIP: 98944EAN2<br>LEI: NU75S1Y8UH3706J5CS61 | Long             | LON              | CORP              | US        |     21573 | PA      | $18811.53     | 0.02%             | 2024-08-12      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                                                                | CUSIP: 46590MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675659 | PA      | $80106.74     | 0.08%             | 2049-08-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| OXFORD LANE CAPITAL CORP                          | Oxford Lane Capital Corp                                                                                                     | CUSIP: 691543888<br>LEI: 549300G3KO4JNQQD7Z72 | Long             | EP               | CORP              | US        |     23400 | NS      | $518310.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                                                                | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41060.24     | 0.04%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                                | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128250.00    | 0.13%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                                                                         | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    445000 | PA      | $377120.48    | 0.37%             | 2026-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions, LLC                         | MB2 Dental Solutions, LLC 2021 Delayed Draw Term Loan                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79509 | PA      | $78714.30     | 0.08%             | 2027-01-29      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                              | Medline Borrower, LP USD Term Loan B                                                                                         | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    406925 | PA      | $387435.33    | 0.38%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147953.91    | 0.15%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2007-OA4                                                                                              | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120689 | PA      | $101813.81    | 0.10%             | 2047-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley IXIS Real Estate Capital Trust     | Morgan Stanley IXIS Real Estate Capital Trust 2006-2                                                                         | CUSIP: 617463AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    352316 | PA      | $123178.94    | 0.12%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                    | National Mentor Holdings, Inc. 2021 Term Loan                                                                                | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |     93901 | PA      | $66148.10     | 0.07%             | 2028-03-02      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                      | MPH Acquisition Holdings LLC 2021 Term Loan B                                                                                | CUSIP: 55328HAK7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   1102400 | PA      | $946686.00    | 0.94%             | 2028-09-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| MOTEL 6                                           | Motel 6 Term Loan B                                                                                                          | CUSIP: 05601QAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                         | PRA Health Sciences, Inc. US Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |     16022 | PA      | $15993.79     | 0.02%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson Inc                                                                                                           | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75407.27     | 0.07%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FR Refuel, LLC                                    | FR Refuel, LLC Term Loan                                                                                                     | CUSIP: 30323KAC6<br>LEI: 549300Y6GW0LGV84NW77 | Long             | LON              | CORP              | US        |     89444 | PA      | $86089.85     | 0.09%             | 2028-11-08      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                       | Markel Corp                                                                                                                  | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203437.50    | 0.20%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer, LLC                             | Illuminate Buyer, LLC 2021 Term Loan                                                                                         | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |     12690 | PA      | $12182.46     | 0.01%             | 2027-06-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124240.13    | 0.12%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE I LIMITED               | SAPPHIRE AVIATION FINANCE I LTD                                                                                              | CUSIP: 80306AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    121936 | PA      | $94750.89     | 0.09%             | 2040-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                                      | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79870.00     | 0.08%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                  | VB-S1 Issuer LLC - VBTEL                                                                                                     | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $209107.53    | 0.21%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                            | AXIS Specialty Finance LLC                                                                                                   | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $328882.00    | 0.33%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                  | Symphony CLO XXXI Ltd                                                                                                        | CUSIP: 87169CAC1<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    650000 | PA      | $485054.05    | 0.48%             | 2035-04-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                          | NCR Corp                                                                                                                     | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83833.58     | 0.08%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NewStar Clarendon Fund CLO LLC,                   | First Eagle Clarendon Fund CLO LLC                                                                                           | CUSIP: 65251QAG6<br>LEI: 549300HC3VVP80NTKX35 | Long             | ABS-CBDO         | CORP              | US        |         0 | PA      | $0.08         | 0.00%             | 2027-01-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                     | Cable One Inc                                                                                                                | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39525.00     | 0.04%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                             | DXP Enterprises, Inc. 2020 Term Loan                                                                                         | CUSIP: 23338DAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97145 | PA      | $93137.40     | 0.09%             | 2027-12-16      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-9600.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| First Brands Group, LLC                           | First Brands Group, LLC 2021 Term Loan                                                                                       | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247742 | PA      | $235726.91    | 0.23%             | 2027-03-30      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                       | Fertitta Entertainment, LLC 2022 Term Loan B                                                                                 | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     21914 | PA      | $20878.48     | 0.02%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                 | Southern Veterinary Partners, LLC Term Loan                                                                                  | CUSIP: 84410HAC4<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     82675 | PA      | $79402.16     | 0.08%             | 2027-10-05      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                     | Peraton Corp. Term Loan B                                                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     43493 | PA      | $42550.95     | 0.04%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Syndigo LLC                                       | Syndigo LLC 2020 Term Loan                                                                                                   | CUSIP: 87167XAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135641 | PA      | $123094.08    | 0.12%             | 2027-12-15      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                          | Catalent Pharma Solutions Inc                                                                                                | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     72000 | PA      | $57420.00     | 0.06%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                                                                   | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $64762.11     | 0.06%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.               | Capstone Acquisition Holdings, Inc. 2020 Delayed Draw Term Loan                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13194 | PA      | $12699.65     | 0.01%             | 2027-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                  | Marathon CLO V Ltd                                                                                                           | CUSIP: 56576QAS7<br>LEI: 635400LRBGQZIPTCBI09 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243121.50    | 0.24%             | 2027-11-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XLVIII Ltd                                                                                              | CUSIP: 55821UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235205.00    | 0.23%             | 2033-04-19      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2656007.82   | 2.64%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Western Asset High Income Opportunity Fund Inc    | Western Asset High Income Opportunity Fund Inc                                                                               | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             | EC               | RF                | US        |      6537 | NS      | $25821.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprite Limited                                    | Sprite 2021-1 Ltd                                                                                                            | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225380 | PA      | $195703.25    | 0.19%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                                        | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $120340.50    | 0.12%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 87 CLO Ltd                                                                                                            | CUSIP: 26246HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $214869.60    | 0.21%             | 2034-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                            | Clearway Energy Operating LLC                                                                                                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     96000 | PA      | $79850.31     | 0.08%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-6439.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sitecore Holding III A/S                          | Sitecore Holding III A/S Incremental Term Loan                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105684 | PA      | $104672.60    | 0.10%             | 2028-09-01      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                     | Valvoline Inc                                                                                                                | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82183.00     | 0.08%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Holdings Trust                   | Midcap Financial Holdings Trust 2021 Term Loan                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $250135.00    | 0.25%             | 2028-11-22      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| API Technologies Corp.                            | API Technologies Corp. 2019 Term Loan B                                                                                      | CUSIP: 00189CAC0<br>LEI: 549300FAGEOQASEWDY74 | Long             | LON              | CORP              | US        |     96500 | PA      | $76958.75     | 0.08%             | 2026-05-09      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS                             | Six Flags Theme Parks Inc                                                                                                    | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18166.21     | 0.02%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                         | Atlas CC Acquisition Corp Term Loan C                                                                                        | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |      3252 | PA      | $2753.35      | 0.00%             | 2028-05-25      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                | CPM Holdings, Inc. 2018 1st Lien Term Loan                                                                                   | CUSIP: 12654NAC7<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |     95749 | PA      | $94313.13     | 0.09%             | 2025-11-17      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                       | Deuce Finco Plc                                                                                                              | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96948.14     | 0.10%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                  | APi Group DE Inc                                                                                                             | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87197.56     | 0.09%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                             | Bread Financial Holdings Inc                                                                                                 | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    375000 | PA      | $333119.27    | 0.33%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                    | CFMT 2022-HB9 LLC                                                                                                            | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85021.60     | 0.08%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                              | GrafTech Finance Inc                                                                                                         | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86382.73     | 0.09%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC                               | Secured Tenant Site Contract Revenue Notes Series 2018-1                                                                     | CUSIP: 50209LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113772 | PA      | $112604.20    | 0.11%             | 2048-06-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | RUSSELL 2000 INDEX                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-640.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Commercial Mortgage Trust                | STWD 2022-FL3 Ltd                                                                                                            | CUSIP: 78485KAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $93490.11     | 0.09%             | 2038-11-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84183.50     | 0.08%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corp                                                                                                          | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84387.09     | 0.08%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GT Polaris, Inc.                                  | GT Polaris, Inc. 2021 Term Loan                                                                                              | CUSIP: 68627BAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98254 | PA      | $89779.35     | 0.09%             | 2027-09-24      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson Inc                                                                                                           | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76380.00     | 0.08%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2022-NQM8 Trust                                                                                                          | CUSIP: 67117YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97849 | PA      | $95066.48     | 0.09%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                | Connect Finco Sarl 2021 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    512121 | PA      | $507266.30    | 0.50%             | 2026-12-11      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                  | DT Midstream Inc                                                                                                             | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86103.50     | 0.09%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Bonds Resec Trust    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1                                               | CUSIP: 35563CAT5<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   4338406 | PA      | $234039.42    | 0.23%             | 2052-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EQUITY INVESTME                          | American Equity Investment Life Holding Co                                                                                   | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23748.48     | 0.02%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                             | Del Monte Foods, Inc. 2022 Term Loan                                                                                         | CUSIP: 24521TAJ5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     53128 | PA      | $51683.45     | 0.05%             | 2029-05-16      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                              | Michaels Cos Inc/The                                                                                                         | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80573.57     | 0.08%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2020-1 LLC                                                                                           | CUSIP: 12327FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68374 | PA      | $60913.57     | 0.06%             | 2035-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co Inc                            | JB Poindexter & Co Inc                                                                                                       | CUSIP: 730481AJ7<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72493.50     | 0.07%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                             | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                                                            | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $67108.11     | 0.07%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                                                                    | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $39020.83     | 0.04%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Strip Principal                                                                                       | CUSIP: 912803GA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1070000 | PA      | $352401.63    | 0.35%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS                                       | MORAN FOODS                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       648 | NS      | $364.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstdigital Communications LLC                   | Firstdigital Communications LLC Term Loan                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $48814.42     | 0.05%             | 2026-12-17      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022 1 B FUNDED                       | THUNDERBIRD 2022 1 B FUNDED                                                                                                  | CUSIP: 000000000<br>LEI: 549300UXXHTSX6VCMJ56 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27840.00     | 0.03%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                                                                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     76000 | PA      | $61306.54     | 0.06%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                              | Wabash National Corp                                                                                                         | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127872.27    | 0.13%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                      | State Street Institutional Treasury Money Market Fund                                                                        | CUSIP: 857492888<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |    326334 | NS      | $326334.02    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                           | Superior Plus LP / Superior General Partner Inc                                                                              | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $85644.50     | 0.08%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL              | BX Commercial Mortgage Trust 2019-XL                                                                                         | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212500 | PA      | $203794.19    | 0.20%             | 2036-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                 | Mavis Tire Express Services Corp. 2021 Term Loan B                                                                           | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |     56836 | PA      | $54369.60     | 0.05%             | 2028-05-04      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                       | MetLife Inc                                                                                                                  | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65187.50     | 0.06%             | 2025-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MCA Fund Holding Llc                              | MCA Fund Holding LLC                                                                                                         | CUSIP: 55283AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185417 | PA      | $176107.83    | 0.17%             | 2035-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2022-NQM5 Trust                                                                                                         | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99283 | PA      | $95518.30     | 0.09%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94059.62     | 0.09%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                          | PetSmart Inc / PetSmart Finance Corp                                                                                         | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $226662.95    | 0.22%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                             | Thrust Engine Leasing 2021 DAC                                                                                               | CUSIP: 88603UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416834 | PA      | $295647.64    | 0.29%             | 2040-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                                        | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47398.25     | 0.05%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ares Dynamic Credit Allocation Fund Inc           | Ares Dynamic Credit Allocation Fund Inc                                                                                      | CUSIP: 04014F102<br>LEI: 549300BZI16VZUT2N044 | Long             | EC               | RF                | US        |      3065 | NS      | $35523.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, Inc.                  | RALI Series 2006-QO6 Trust                                                                                                   | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371361 | PA      | $86482.43     | 0.09%             | 2046-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                                                            | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    150000 | PA      | $130258.67    | 0.13%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                                                                    | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38270.56     | 0.04%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                              | Falcon Aerospace Ltd 2017-1                                                                                                  | CUSIP: 30605YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245854 | PA      | $213447.28    | 0.21%             | 2042-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                        | Start Ltd/Bermuda                                                                                                            | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    134264 | PA      | $107555.99    | 0.11%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC | LCCM 2021-FL3 Trust                                                                                                          | CUSIP: 50190FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $140042.55    | 0.14%             | 2038-11-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                              | Kaiser Aluminum Corp                                                                                                         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $80505.00     | 0.08%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                  | ITT Holdings LLC                                                                                                             | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211003.75    | 0.21%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2021-5 LLC                                                                                                              | CUSIP: 69358DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82036 | PA      | $74610.11     | 0.07%             | 2026-06-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                          | Cheplapharm Arzneimittel GmbH                                                                                                | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $209445.00    | 0.21%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd.                   | LoanCore 2021-CRE6 Issuer Ltd                                                                                                | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $92517.30     | 0.09%             | 2038-11-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2007-OA7                                                                                              | CUSIP: 126680AA5<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-MBS          | CORP              | US        |    118529 | PA      | $99797.21     | 0.10%             | 2047-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Arctic Glacier U.S.A., Inc.                       | Arctic Glacier U.S.A., Inc. 2018 Term Loan B                                                                                 | CUSIP: 03970JAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $88919.50     | 0.09%             | 2024-03-20      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                  | Kronos Acquisition Holdings Inc. 2021 Term Loan B                                                                            | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16335 | PA      | $15583.39     | 0.02%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                    | LoanCore 2022-CRE7 Issuer Ltd                                                                                                | CUSIP: 53946PAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $186687.56    | 0.19%             | 2037-01-17      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13445.12     | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS INTERNATIONAL GRP                          | Sirius International Group Ltd                                                                                               | CUSIP: 82968FAA2<br>LEI: 549300PB35NLMKG2ND86 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $603967.00    | 0.60%             | 2026-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-1208.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                                                             | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130717.50    | 0.13%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                          | Minerals Technologies Inc                                                                                                    | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58004.05     | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                | Enstar Finance LLC                                                                                                           | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $616500.50    | 0.61%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                          | New Enterprise Stone & Lime Co Inc                                                                                           | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139082.20    | 0.14%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                                                                | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79949.08     | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | 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        |    250000 | PA      | $234349.18    | 0.23%             | 2036-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                           | VZ Secured Financing BV                                                                                                      | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $162886.28    | 0.16%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                               | Arbor Realty SR Inc                                                                                                          | CUSIP: 03881NAC1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    685000 | PA      | $679453.73    | 0.67%             | 2027-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125803.50    | 0.12%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower, LLC                          | Sweetwater Borrower, LLC Term Loan B                                                                                         | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |     96040 | PA      | $89317.25     | 0.09%             | 2028-08-07      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Cross Financial Corp                              | Cross Financial Corp 2021 Term Loan B                                                                                        | CUSIP: 22750JAD6<br>LEI: 2549008J3I495E70LU05 | Long             | LON              | CORP              | US        |     70426 | PA      | $69487.47     | 0.07%             | 2027-09-15      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                       | Jazz Financing Lux S.a.r.l. USD Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    448554 | PA      | $445295.28    | 0.44%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P                          | GIP II Blue Holding, L.P Term Loan B                                                                                         | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299864 | PA      | $297770.84    | 0.30%             | 2028-09-29      | Floating      | 9.23%                 | 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        |    200000 | PA      | $175234.03    | 0.17%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                            | Verscend Holding Corp. 2021 Term Loan B                                                                                      | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193913 | PA      | $193064.30    | 0.19%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                | Congruex Group LLC Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |     68598 | PA      | $66882.70     | 0.07%             | 2029-05-03      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| Organon & Co                                      | Organon & Co USD Term Loan                                                                                                   | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    507304 | PA      | $503636.35    | 0.50%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                 | Polaris Newco LLC USD Term Loan B                                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                               | Midocean Credit Clo VII                                                                                                      | CUSIP: 59801WAT3<br>LEI: 5493004MLF21SFT7F415 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $466986.00    | 0.46%             | 2029-07-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Accuride Corporation                              | Accuride Corporation 2017 Term Loan B                                                                                        | CUSIP: 00439CBC7<br>LEI: 549300MC6XO5P96H8E79 | Long             | LON              | CORP              | US        |     43992 | PA      | $37489.15     | 0.04%             | 2023-11-17      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                        | Twilio Inc                                                                                                                   | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79480.00     | 0.08%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    310000 | PA      | $271713.58    | 0.27%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Florida Food Products, LLC                        | Florida Food Products, LLC Term Loan                                                                                         | CUSIP: 34068GAD4<br>LEI: 254900J6FNIX7DTKUV52 | Long             | LON              | CORP              | US        |     99250 | PA      | $91310.00     | 0.09%             | 2028-10-18      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                              | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                       | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $70628.75     | 0.07%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                                                                | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90207.99     | 0.09%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                                                                 | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44455.00     | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apttus Corporation                                | Apttus Corporation 2021 Term Loan                                                                                            | CUSIP: 03835XAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35572 | PA      | $33437.68     | 0.03%             | 2028-05-08      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                         | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1500 | NS      | $25050.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                             | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87589.00     | 0.09%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IP Lending LLC                                    | IP Lending II LTD                                                                                                            | CUSIP: 44988WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $95500.00     | 0.09%             | 2025-07-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                          | NCR Corp                                                                                                                     | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93666.00     | 0.09%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                        | BCPE Empire Holdings, Inc. 2019 Term Loan B                                                                                  | CUSIP: 05550HAB1<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                           | Park River Holdings Inc Term Loan                                                                                            | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teneo Holdings LLC                                | Teneo Holdings LLC Term Loan                                                                                                 | CUSIP: 88033CAH2<br>LEI: 254900JYFK02V3OP5U96 | Long             | LON              | CORP              | US        |     39521 | PA      | $38137.31     | 0.04%             | 2025-07-11      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1865390.62   | 1.85%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CCRR Parent, Inc                                  | CCRR Parent, Inc Term Loan B                                                                                                 | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98250 | PA      | $93746.71     | 0.09%             | 2028-03-06      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.A.R.L.                          | ICON Luxembourg S.A.R.L. LUX Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |         0 | PA      | $0.01         | 0.00%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 35 Ltd                                                                                                                   | CUSIP: 50203NAC3<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $409000.80    | 0.41%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pennantpark CLO                                   | PennantPark CLO II Ltd                                                                                                       | CUSIP: 70806UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228455.43    | 0.23%             | 2032-01-15      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| DOCTORS CO INTERINSURANC                          | Doctors Co An Interinsurance Exchange/The                                                                                    | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    515000 | PA      | $416376.86    | 0.41%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2022-FL6 Issuer LLC                                                                                                | CUSIP: 30328DAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99662.66     | 0.10%             | 2037-08-17      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| STRATEGIC CREDIT OPPORTUNITIES                    | STRATEGIC CREDIT OPPORTUNITIES                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $304162.87    | 0.30%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Debt Strategies Fund Inc                | BlackRock Debt Strategies Fund Inc                                                                                           | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             | EC               | RF                | US        |      2922 | NS      | $26882.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                                                                    | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89462.00     | 0.09%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                                                                     | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    220000 | PA      | $134499.20    | 0.13%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2017-II Ltd                                                                                                     | CUSIP: 12550YAU8<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $229379.00    | 0.23%             | 2030-04-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | RUSSELL 2000 INDEX                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-4892.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95788.97     | 0.10%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                        | Morgan Stanley ABS Capital I Inc Trust 2007-HE4                                                                              | CUSIP: 61753VAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354114 | PA      | $119962.00    | 0.12%             | 2037-02-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                              | BCP V Modular Services Finance II PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90063.05     | 0.09%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARES PBN FINANCE CO LLC                           | ARES PBN FINANCE CO LLC                                                                                                      | CUSIP: 04019VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $477000.00    | 0.47%             | 2036-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        10 | NC      | $-6041.23     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Packers Holdings, LLC                             | Packers Holdings, LLC 2021 Term Loan                                                                                         | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |     98520 | PA      | $86698.27     | 0.09%             | 2028-03-09      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Truck Hero, Inc.                                  | Truck Hero, Inc. 2021 Term Loan B                                                                                            | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |        51 | PA      | $44.29        | 0.00%             | 2028-01-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                          | NFP Corp                                                                                                                     | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140501.43    | 0.14%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                          | W R Berkley Corp                                                                                                             | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      5619 | NS      | $99624.87     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vault DI Issuer LLC                               | Vault DI Issuer LLC                                                                                                          | CUSIP: 92243JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $212681.65    | 0.21%             | 2046-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Yak Access, LLC                                   | Yak Access, LLC 2018 2nd Lien Term Loan B                                                                                    | CUSIP: 98432UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $12833.50     | 0.01%             | 2026-07-10      | Floating      | 14.72%                | No            |                  2 | On Loan: No      |
| LIGHTNING 2022 1 B FUNDED                         | LIGHTNING 2022 1 B FUNDED                                                                                                    | CUSIP: 000000000<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27840.00     | 0.03%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                              | FirstKey Homes 2020-SFR2 Trust                                                                                               | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $88747.06     | 0.09%             | 2037-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB4 LP                                                                                                                  | CUSIP: 12510HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $201113.66    | 0.20%             | 2050-02-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                        | CPI CG Inc                                                                                                                   | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $91827.04     | 0.09%             | 2026-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                            | Cushman & Wakefield US Borrower LLC                                                                                          | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $67884.88     | 0.07%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates | First Franklin Mortgage Loan Trust 2006-FF16                                                                                 | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447362 | PA      | $195765.27    | 0.19%             | 2036-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                       | Harsco Corp                                                                                                                  | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138450.65    | 0.14%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | RUSSELL 2000 INDEX                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-4100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                                                             | CUSIP: 912828ZD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1885544.19   | 1.87%             | 2023-03-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | RUSSELL 2000 INDEX                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-9292.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                                                                     | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    150000 | PA      | $124493.73    | 0.12%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2020-RPL5 Trust                                                                                                         | CUSIP: 12597XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64826 | PA      | $62260.96     | 0.06%             | 2060-08-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                          | British Telecommunications PLC                                                                                               | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $157620.84    | 0.16%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                               | PGT Innovations Inc                                                                                                          | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83851.75     | 0.08%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                              | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                       | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $41100.16     | 0.04%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-10425.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Applebees/IHOP Funding LLC                        | Applebee's Funding LLC / IHOP Funding LLC                                                                                    | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99000 | PA      | $90500.51     | 0.09%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                     | Nordstrom Inc                                                                                                                | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120572.80    | 0.12%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRINITY CAPITAL INC/MD                            | Trinity Capital Inc                                                                                                          | CUSIP: 896442AG5<br>LEI: 549300YGT4SBRQYDVU48 | Long             | DBT              | CORP              | US        |    320000 | PA      | $272083.92    | 0.27%             | 2026-08-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                            | Option Care Health Inc                                                                                                       | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87598.50     | 0.09%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-15420.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                           | American Airlines, Inc. 2021 Term Loan                                                                                       | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    700000 | PA      | $698141.50    | 0.69%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                           | LCPR Senior Secured Financing DAC                                                                                            | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $46866.00     | 0.05%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KKR CORE HLDG CO LLC                              | KKR CORE HLDG CO LLC                                                                                                         | CUSIP: 48255KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     78905 | PA      | $66997.23     | 0.07%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA, LLC                                  | Allen Media, LLC 2021 Term Loan B                                                                                            | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    515341 | PA      | $424352.78    | 0.42%             | 2027-02-10      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                              | Ryan Specialty Group LLC                                                                                                     | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86714.59     | 0.09%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Help At Home, Inc.                                | Help At Home, Inc. 2020 Delayed Draw Term Loan                                                                               | CUSIP: 40467AAD1<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |      4966 | PA      | $4748.31      | 0.00%             | 2027-10-29      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                     | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                                                                           | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     32758 | PA      | $30674.93     | 0.03%             | 2027-04-09      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Help At Home, Inc.                                | Help At Home, Inc. 2022 Incremental Term Loan                                                                                | CUSIP: 000000000<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |    148875 | PA      | $142361.72    | 0.14%             | 2027-10-29      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| ScribeAmerica Intermediate Holdco, LLC            | ScribeAmerica Intermediate Holdco, LLC 2018 Term Loan                                                                        | CUSIP: 81104BAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46595 | PA      | $32980.46     | 0.03%             | 2025-04-03      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                | Enstar Finance LLC                                                                                                           | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182360.00    | 0.18%             | 2040-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Trust                  | Newtek Small Business Loan Trust 2018-1                                                                                      | CUSIP: 65252MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34670 | PA      | $34262.45     | 0.03%             | 2044-02-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Digital Brige Issuer LLC                          | DigitalBridge Issuer LLC                                                                                                     | CUSIP: 25402JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $298780.76    | 0.30%             | 2051-09-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                   | Republic Finance Issuance Trust 2020-A                                                                                       | CUSIP: 76042EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $219947.98    | 0.22%             | 2030-11-20      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40129.00     | 0.04%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Bill                                                                                                  | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     50000 | PA      | $49751.66     | 0.05%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2022-SP1                                                                                                     | CUSIP: 62956BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96423 | PA      | $92643.05     | 0.09%             | 2062-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                           | Global Partners LP / GLP Finance Corp                                                                                        | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22934.25     | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VC 3 LS 2021 LP                                   | VC 3 LS 2021 LP                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    683230 | PA      | $621807.25    | 0.62%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                             | Flowserve Corp                                                                                                               | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50202.49     | 0.05%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OFS CAPITAL CORP                                  | OFS Capital Corp                                                                                                             | CUSIP: 67103BAA8<br>LEI: 549300XTK3HSWPDBJD13 | Long             | DBT              | CORP              | US        |    620000 | PA      | $535901.14    | 0.53%             | 2026-02-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                         | Adams Outdoor Advertising LP                                                                                                 | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    347293 | PA      | $329981.76    | 0.33%             | 2048-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                        | Atlas Senior Loan Fund IX Ltd                                                                                                | CUSIP: 04941VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $335470.10    | 0.33%             | 2028-04-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Ilpea Parent Inc.                                 | Ilpea Parent Inc. 2021 Term Loan                                                                                             | CUSIP: 45236FAF4<br>LEI: 5493002IJGO6IOH86T22 | Long             | LON              | CORP              | US        |   1471930 | PA      | $1400173.84   | 1.39%             | 2028-06-22      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| HOLDING SOCOTEC                                   | Holding Socotec 2021 USD Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | FR        |     99000 | PA      | $93596.09     | 0.09%             | 2028-06-30      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| LendingTree, Inc.                                 | LendingTree, Inc. Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    557200 | PA      | $499390.49    | 0.50%             | 2028-09-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                          | Beacon Roofing Supply Inc                                                                                                    | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15813.06     | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                | Athenahealth, Inc. 2022 Term Loan B                                                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    724986 | PA      | $656373.47    | 0.65%             | 2029-02-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT LLC                        | BCP Renaissance Parent LLC 2022 Term Loan B3                                                                                 | CUSIP: 05549PAC5<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    605788 | PA      | $601135.36    | 0.60%             | 2026-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                      | Hunt Cos Inc                                                                                                                 | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84181.24     | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIGHTNING 2022 1 A FUNDED                         | LIGHTNING 2022 1 A FUNDED                                                                                                    | CUSIP: 000000000<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56550.00     | 0.06%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| County of Knox IN                                 | KNOX CNTY IN ECON DEV REVENUE                                                                                                | CUSIP: 499396AV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4676.87      | 0.00%             | 2034-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                        | BCPE Empire Holdings, Inc. 2021 Term Loan                                                                                    | CUSIP: 05550HAK1<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     99000 | PA      | $96710.63     | 0.10%             | 2026-06-11      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Nassau 2019 CFO LLC                               | Nassau 2019 CFO LLC                                                                                                          | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150593 | PA      | $144001.19    | 0.14%             | 2034-08-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2022-A                                                                                         | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97076 | PA      | $96340.92     | 0.10%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO Ltd                 | ABPCI Direct Lending Fund CLO II LLC                                                                                         | CUSIP: 000823AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224672.83    | 0.22%             | 2032-04-20      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2347460.95   | 2.33%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                     | Parkland Corp/Alberta                                                                                                        | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $82894.50     | 0.08%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer, Inc.                                | Gloves Buyer, Inc. 2021 Term Loan                                                                                            | CUSIP: 37987UAC6<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    197000 | PA      | $181239.67    | 0.18%             | 2027-12-29      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                         | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    945000 | PA      | $802712.12    | 0.80%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                | Vodafone Group PLC                                                                                                           | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $72979.00     | 0.07%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                    | LoanCore 2021-CRE5 Issuer Ltd                                                                                                | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $88493.92     | 0.09%             | 2036-07-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                    | American Rock Salt Company LLC 2021 Term Loan                                                                                | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     98500 | PA      | $92959.38     | 0.09%             | 2028-06-09      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust              | Castlelake Aircraft Securitization Trust 2018-1                                                                              | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87194 | PA      | $76552.76     | 0.08%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                             | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44165.36     | 0.04%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                               | First Republic Bank/CA                                                                                                       | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |       775 | NS      | $13376.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                          | Neuberger Berman Loan Advisers Clo 44 Ltd                                                                                    | CUSIP: 64134EAC8<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $215237.75    | 0.21%             | 2034-10-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                          | Jones Deslauriers Insurance Management Inc                                                                                   | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147923.11    | 0.15%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                                                                  | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37128.08     | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-859.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial Inc                                                                                                     | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    570000 | PA      | $532583.70    | 0.53%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                               | Boxer Parent Co Inc                                                                                                          | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194818.31    | 0.19%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        25 | NC      | $-38928.68    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| KUVARE US HOLDINGS INC                            | Kuvare US Holdings Inc                                                                                                       | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101500.00    | 0.10%             | 2051-02-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                            | HighTower Holdings LLC 2021 Term Loan B                                                                                      | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99000 | PA      | $91162.06     | 0.09%             | 2028-04-21      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                           | CNO Financial Group Inc                                                                                                      | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |      2000 | NS      | $33820.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                          | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM                                               | CUSIP: 26845AAA9<br>LEI: 2549000Z7P8ZCRWNW105 | Long             | DBT              |  | XX        |    830000 | PA      | $768719.37    | 0.76%             | 2027-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CAK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2421664.35   | 2.40%             | 2023-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VCP RRL ABS I, Ltd                                | VCP RRL ABS I Ltd                                                                                                            | CUSIP: 92243RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70924 | PA      | $65734.46     | 0.07%             | 2031-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                             | United Airlines, Inc. 2021 Term Loan B                                                                                       | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    643538 | PA      | $637237.27    | 0.63%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| BlackRock Credit Allocation Income Trust          | BlackRock Credit Allocation Income Trust                                                                                     | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             | EC               | RF                | US        |      7504 | NS      | $75790.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Technologies, Inc.                     | Restaurant Technologies, Inc. 2022 Term Loan B                                                                               | CUSIP: 26972CAC6<br>LEI: 5493001IZARCKDSJPT54 | Long             | LON              | CORP              | US        |    199000 | PA      | $195865.75    | 0.19%             | 2029-04-02      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                             | Fidelis Insurance Holdings Ltd                                                                                               | CUSIP: 31575FAB2<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    630000 | PA      | $584558.11    | 0.58%             | 2041-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                                                             | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3352909.11   | 3.33%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                    | Golub Capital Partners ABS Funding 2020-1 Ltd                                                                                | CUSIP: 38177UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    150000 | PA      | $134277.08    | 0.13%             | 2029-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2022-NQM9 Trust                                                                                                          | CUSIP: 67118LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99520 | PA      | $97164.64     | 0.10%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Monroe Capital Income Plus ABS Funding LLC        | Monroe Capital Income Plus ABS Funding LLC                                                                                   | CUSIP: 61033MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $123150.85    | 0.12%             | 2032-04-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                                                            | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     25000 | PA      | $20604.88     | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                    | ACRE Commercial Mortgage 2021-FL4 Ltd                                                                                        | CUSIP: 00489TAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237699.19    | 0.24%             | 2037-12-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                            | Equitable Holdings Inc                                                                                                       | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      2800 | NS      | $49532.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Women's Care Enterprises LLC                      | Women's Care Enterprises LLC Term Loan                                                                                       | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194296 | PA      | $182639.21    | 0.18%             | 2028-01-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Midwest Veterinary Partners, LLC                  | Midwest Veterinary Partners, LLC Term Loan                                                                                   | CUSIP: 59841VAC4<br>LEI: 549300A8XURDFONMWN62 | Long             | LON              | CORP              | US        |     99000 | PA      | $89595.00     | 0.09%             | 2028-04-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGE PARTNERS                            | TransMontaigne Partners LP / TLP Finance Corp                                                                                | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86721.00     | 0.09%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Ltd Duration Income Fund              | Eaton Vance Ltd Duration Income Fund                                                                                         | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             | EC               | RF                | US        |      4076 | NS      | $38273.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                                                                          | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86144.50     | 0.09%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Limited               | SAPPHIRE AVIATION FINANCE II LTD                                                                                             | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233783 | PA      | $142728.94    | 0.14%             | 2040-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Service Logic Acquisition, Inc                    | Service Logic Acquisition, Inc Term Loan                                                                                     | CUSIP: 81759AAC4<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |     33557 | PA      | $31879.44     | 0.03%             | 2027-10-29      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                           | Global Partners LP / GLP Finance Corp                                                                                        | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190241.41    | 0.19%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                           | Midwest Connector Capital Co LLC                                                                                             | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $89863.52     | 0.09%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                         | AHP Health Partners, Inc. 2021 Term Loan B                                                                                   | CUSIP: 00130MAJ3<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |    560880 | PA      | $552292.98    | 0.55%             | 2028-08-24      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                            | Home Point Capital Inc                                                                                                       | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55419.22     | 0.05%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada 2021 Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    731325 | PA      | $725039.26    | 0.72%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                     | Anchorage Credit Funding 4 Ltd                                                                                               | CUSIP: 03329TAL8<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $203139.50    | 0.20%             | 2039-04-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Blackstone Strategic Credit Fund                  | Blackstone Strategic Credit Fund                                                                                             | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             | EC               | RF                | US        |      7753 | NS      | $82026.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chef's Warehouse Leasing Co., LLC (The)           | Chef's Warehouse Leasing Co., LLC (The) 2022 Term Loan B                                                                     | CUSIP: 16308TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99750 | PA      | $99126.56     | 0.10%             | 2029-08-23      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                               | Hotwire Funding LLC                                                                                                          | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $614187.60    | 0.61%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                          | Virgin Media Finance PLC                                                                                                     | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $80281.28     | 0.08%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Claros Mortgage Trust, Inc.                       | Claros Mortgage Trust, Inc. 2021 Term Loan B                                                                                 | CUSIP: 18269PAC6<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | LON              | CORP              | US        |     99000 | PA      | $98133.74     | 0.10%             | 2026-08-09      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                  | AMC Networks Inc                                                                                                             | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93685.13     | 0.09%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services, LLC                          | UGI Energy Services, LLC Term Loan B                                                                                         | CUSIP: 90276DAB5<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    231600 | PA      | $231144.91    | 0.23%             | 2026-08-13      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| NFM & J, L.P.                                     | NFM & J, L.P. Term Loan                                                                                                      | CUSIP: 62910XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49216 | PA      | $48076.59     | 0.05%             | 2027-11-30      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust       | AASET 2020-1 Trust                                                                                                           | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138939 | PA      | $61259.05     | 0.06%             | 2040-01-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                             | Playtika Holding Corp                                                                                                        | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78625.00     | 0.08%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                            | Equitable Holdings Inc                                                                                                       | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141780.00    | 0.14%             | 2025-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | RUSSELL 2000 INDEX                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-6288.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRST EAGLE ALTERNATIVE                           | First Eagle Alternative Capital BDC Inc                                                                                      | CUSIP: 26943B407<br>LEI: ZPFGW6VV73M9CW4FN909 | Long             | EP               | CORP              | US        |     26600 | NS      | $613396.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                            | Penn Entertainment Inc                                                                                                       | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79130.37     | 0.08%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022 1 A FUNDED                       | THUNDERBIRD 2022 1 A FUNDED                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $56550.00     | 0.06%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                          | Nationwide Mutual Insurance Co                                                                                               | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98426.62     | 0.10%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TVC Albany, Inc.                                  | TVC Albany, Inc. 2018 1st Lien Term Loan                                                                                     | CUSIP: 33941LAC0<br>LEI: 213800NZ3NYANI524X07 | Long             | LON              | CORP              | US        |     96000 | PA      | $89055.36     | 0.09%             | 2025-07-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                        | Arcosa Inc                                                                                                                   | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86845.56     | 0.09%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLADSTONE CAPITAL CORP                            | Gladstone Capital Corp                                                                                                       | CUSIP: 376535AC4<br>LEI: 549300AWMOT9JR1SIJ74 | Long             | DBT              | CORP              | US        |    545000 | PA      | $510256.25    | 0.51%             | 2026-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | Station Casinos LLC                                                                                                          | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120517.24    | 0.12%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-2460.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                             | Clearwater Paper Corp                                                                                                        | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32725.56     | 0.03%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Planview Parent, Inc.                             | Planview Parent, Inc. Term Loan                                                                                              | CUSIP: 72751PAC8<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |     91016 | PA      | $85001.67     | 0.08%             | 2027-12-17      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $2616.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44661.50     | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                           | Reinsurance Group of America Inc                                                                                             | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |      4000 | NS      | $103620.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL              | BX Commercial Mortgage Trust 2019-XL                                                                                         | CUSIP: 056054AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212500 | PA      | $204819.70    | 0.20%             | 2036-10-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Imprivata, Inc                                    | Imprivata, Inc 2022 Incremental Term Loan                                                                                    | CUSIP: 45323KAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249375 | PA      | $241193.01    | 0.24%             | 2027-12-01      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-921.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AL NGPL Holdings, LLC                             | AL NGPL Holdings, LLC Term Loan B                                                                                            | CUSIP: 01021AAB6<br>LEI: 254900WKSN3ZUJ0TO315 | Long             | LON              | CORP              | US        |    309428 | PA      | $306256.50    | 0.30%             | 2028-04-14      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                          | Apollo Management Holdings LP                                                                                                | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $594576.38    | 0.59%             | 2050-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARTNERRE LTD                                     | PartnerRe Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EP               | CORP              | BM        |      1158 | NS      | $21793.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                          | BX Trust 2019-RP                                                                                                             | CUSIP: 05607VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $852921.09    | 0.85%             | 2034-06-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Pelican Products, Inc.                            | Pelican Products, Inc. 2021 Term Loan                                                                                        | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |     92982 | PA      | $84148.89     | 0.08%             | 2028-12-29      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings, LLC                          | Arcline FM Holdings, LLC 2021 1st Lien Term Loan                                                                             | CUSIP: 03960DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98750 | PA      | $94141.34     | 0.09%             | 2028-06-23      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                     | Global Medical Response, Inc. 2017 Incremental Term Loan                                                                     | CUSIP: 00169QAD1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    256656 | PA      | $183402.32    | 0.18%             | 2025-03-14      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners, LLC                             | EyeCare Partners, LLC 2020 Term Loan                                                                                         | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     97404 | PA      | $79222.13     | 0.08%             | 2027-02-18      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                | Athenahealth, Inc. 2022 Delayed Draw Term Loan                                                                               | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    123187 | PA      | $111528.56    | 0.11%             | 2029-02-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                           | Central Garden & Pet Co                                                                                                      | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69796.07     | 0.07%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LLC                         | Eisner Advisory Group LLC Term Loan                                                                                          | CUSIP: 28259HAC5<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |     29214 | PA      | $27753.49     | 0.03%             | 2028-07-28      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                               | Spectrum Brands Inc                                                                                                          | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44208.18     | 0.04%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79605.50     | 0.08%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings, Inc.                        | TricorBraun Holdings, Inc. 2021 Term Loan                                                                                    | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2028-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD4 Mortgage Trust                                                                                                   | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    821921 | PA      | $32619.26     | 0.03%             | 2050-05-10      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications, Inc.                     | Xplornet Communications, Inc. 2021 Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     98750 | PA      | $77642.19     | 0.08%             | 2028-10-02      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2018-SITE                                                                                                               | CUSIP: 12690CAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $513130.07    | 0.51%             | 2036-04-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                           | Great Lakes Dredge & Dock Corp                                                                                               | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155740.00    | 0.15%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                          | Charles River Laboratories International Inc                                                                                 | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173289.00    | 0.17%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD           | GoldentTree Loan Management US CLO 1 Ltd                                                                                     | CUSIP: 38138JAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227255.75    | 0.23%             | 2033-01-20      | Floating      | 7.14%                 | 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        |    150000 | PA      | $114847.20    | 0.11%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                                                                        | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $462486.08    | 0.46%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU                          | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin                                              | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $415546.63    | 0.41%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust         | Taubman Centers Commercial Mortgage Trust 2022-DPM                                                                           | CUSIP: 87666YAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $217603.87    | 0.22%             | 2037-05-15      | Floating      | 8.11%                 | 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              | GB        |    250000 | PA      | $238977.50    | 0.24%             | 2038-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-12888.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL USA INC                                | Murphy Oil USA Inc                                                                                                           | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103356.14    | 0.10%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                          | NCR Corp                                                                                                                     | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82663.50     | 0.08%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                           | Standard Industries Inc/NJ                                                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18896.71     | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comet Acquisition, Inc.                           | Comet Acquisition, Inc. Term Loan                                                                                            | CUSIP: 21652EAB2<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |     96000 | PA      | $93300.48     | 0.09%             | 2025-10-24      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                        | SERVPRO Master Issuer LLC                                                                                                    | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97000 | PA      | $86298.82     | 0.09%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | 3 MONTH SOFR FUT DEC23                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         1 | NC      | $-627.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Artera Services LLC                               | Artera Services LLC                                                                                                          | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91813.70     | 0.09%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Blue Ribbon, LLC                                  | Blue Ribbon, LLC 2021 Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237981 | PA      | $179378.00    | 0.18%             | 2028-05-08      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                            | Endo Luxembourg Finance Co I Sarl / Endo US Inc                                                                              | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $76047.36     | 0.08%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED INS HOLDINGS CORP                          | United Insurance Holdings Corp                                                                                               | CUSIP: 910710AA0<br>LEI: 5299002P9105LJQA8G51 | Long             | DBT              | CORP              | US        |    530000 | PA      | $207362.50    | 0.21%             | 2027-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Service Logic Acquisition, Inc                    | Service Logic Acquisition, Inc Delayed Draw Term Loan                                                                        | CUSIP: 81759AAB6<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |      2284 | PA      | $2169.40      | 0.00%             | 2027-10-29      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                           | CUSIP: 29273VAH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $659718.75    | 0.65%             | 2023-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Playpower, Inc.                                   | Playpower, Inc. 2019 Term Loan                                                                                               | CUSIP: 72813NAU9<br>LEI: 549300SUBBD4NQQD2G45 | Long             | LON              | CORP              | US        |     89606 | PA      | $68772.39     | 0.07%             | 2026-05-08      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MUNICH RE                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                    | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    540000 | PA      | $540625.86    | 0.54%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                               | AllSpring Buyer LLC Term Loan B                                                                                              | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    660333 | PA      | $652573.75    | 0.65%             | 2028-11-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                 | Sonic Capital LLC                                                                                                            | CUSIP: 83546DAJ7<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     48833 | PA      | $41549.26     | 0.04%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81000.00     | 0.08%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RASPRO TRUST                                      | Raspro Trust 2005                                                                                                            | CUSIP: 75405RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492471 | PA      | $486732.69    | 0.48%             | 2024-03-23      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                                                                   | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $39436.07     | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AASET 2018-2 Trust                                | AASET 2018-2 US Ltd                                                                                                          | CUSIP: 04546KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147189 | PA      | $116997.96    | 0.12%             | 2038-11-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                             | Carriage Services Inc                                                                                                        | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79497.34     | 0.08%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2021-3 Ltd                                                                                        | CUSIP: 69702CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $131726.80    | 0.13%             | 2029-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B95V4ZF94 CDS EUR R V 03MEVENT Z95V4ZF94_PRO CCPITRAXX / Short: B95V4ZF94 CDS EUR P F  1.00000 Z95V4ZF94_FEE CCPITRAXX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   1500000 | OU      | $-7119.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2021-1 Ltd                                                                                        | CUSIP: 69701YAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242531.75    | 0.24%             | 2029-04-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                               | AllSpring Buyer LLC 2022 Term Loan B                                                                                         | CUSIP: 98922AAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154612 | PA      | $153163.01    | 0.15%             | 2028-11-01      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers, LLC                          | PetVet Care Centers, LLC 2021 Term Loan B3                                                                                   | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    195949 | PA      | $184760.65    | 0.18%             | 2025-02-14      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $68374.00     | 0.07%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                              | Carpenter Technology Corp                                                                                                    | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150574.03    | 0.15%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                          | Central Parent Inc / CDK Global Inc                                                                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98006.16     | 0.10%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                               | First Republic Bank/CA                                                                                                       | CUSIP: 33616C761<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      2125 | NS      | $34000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwoods Capital Ltd                            | Northwoods Capital 22 Ltd                                                                                                    | CUSIP: 66858JAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $216278.75    | 0.21%             | 2031-09-01      | Floating      | 12.59%                | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                              | Wingstop Funding LLC                                                                                                         | CUSIP: 974153AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99750 | PA      | $86078.46     | 0.09%             | 2052-03-05      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                  | AmWINS Group Inc                                                                                                             | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42472.34     | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CION INVESTMENT CORP                              | CION Investment Corp                                                                                                         | CUSIP: 17259UAA3<br>LEI: 549300XN70JLF94XKX80 | Long             | DBT              | CORP              | US        |    230000 | PA      | $205031.00    | 0.20%             | 2026-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Seaport Financing, LLC                            | Seaport Financing, LLC Revolver                                                                                              | CUSIP: 81220HAB2<br>LEI: 549300FXP4J6ASYSU660 | Long             | LON              | CORP              | US        |    100000 | PA      | $98180.00     | 0.10%             | 2023-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                          | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                                   | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84600.00     | 0.08%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: SGH7YUW77 IRS USD R F  2.78100 BGH7YUW77_FIX CCPOIS / Short: SGH7YUW77 IRS USD P V 12MSOFR BGH7YUW77_FLO CCPOIS        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4800000 | OU      | $-201314.45   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Dhanani Group Inc.                                | Dhanani Group Inc. 2018 Term Loan B                                                                                          | CUSIP: 44216WAM9<br>LEI: 54930016IW5324QMQK30 | Long             | LON              | CORP              | US        |     99545 | PA      | $97056.81     | 0.10%             | 2025-07-20      | Variable      | 10.44%                | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                     | KDAC Aviation Finance Ltd                                                                                                    | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    154229 | PA      | $118759.04    | 0.12%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2018-SITE                                                                                                               | CUSIP: 12690CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $450818.64    | 0.45%             | 2036-04-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                          | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B                                                                           | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-07-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                          | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                  | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $163440.00    | 0.16%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MB2 Dental Solutions, LLC                         | MB2 Dental Solutions, LLC 2021 Term Loan                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108708 | PA      | $106758.34    | 0.11%             | 2027-01-29      | Variable      | 10.42%                | 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        |    100000 | PA      | $85125.75     | 0.08%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                          | OneAmerica Financial Partners Inc                                                                                            | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50477.75     | 0.05%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                     | Boyne USA Inc                                                                                                                | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88631.93     | 0.09%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                      | Assurant Inc                                                                                                                 | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      2000 | NS      | $40380.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                          | Radiate Holdco LLC / Radiate Finance Inc                                                                                     | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $110442.00    | 0.11%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2020-UPTN                                                                                  | CUSIP: 36258PAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $214270.70    | 0.21%             | 2037-02-10      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-2345.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Credit Opportunities XIX CLO LLC         | Fortress Credit Opportunities IX CLO Ltd                                                                                     | CUSIP: 34961JBC7<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236027.50    | 0.23%             | 2033-10-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust                      | Oxford Finance Funding 2020-1 LLC                                                                                            | CUSIP: 69144AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204611 | PA      | $200217.92    | 0.20%             | 2028-02-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Medline Industries, Inc.                          | Medline Industries, Inc. Unsecured Bridge Term Loan                                                                          | CUSIP: 000000000<br>LEI: BFU6OK7LIKHO5ZXU3397 | Long             | LON              | CORP              | US        |    102564 | PA      | $0.10         | 0.00%             | 2022-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                              | PURCHASED USD / SOLD CAD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-214.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ReadyCap lending                                  | ReadyCap Lending Small Business Loan Trust 2019-2                                                                            | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82322 | PA      | $78191.55     | 0.08%             | 2044-12-27      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust       | MF1 2022-FL10 LLC                                                                                                            | CUSIP: 55285BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $244417.83    | 0.24%             | 2037-09-17      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-629.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                          | Prime Security Services Borrower LLC / Prime Finance Inc                                                                     | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $64922.82     | 0.06%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-4340.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHCP 2021-FL1 Ltd.                                | CHCP 2021-FL1 Ltd                                                                                                            | CUSIP: 12546JAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $93473.83     | 0.09%             | 2038-02-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                           | PartnerRe Finance B LLC                                                                                                      | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    505000 | PA      | $437662.89    | 0.43%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                 | Clarios Global LP 2021 USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |   1243764 | PA      | $1223036.75   | 1.21%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd                         | Northwoods Capital 20 Ltd                                                                                                    | CUSIP: 66860TAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $215454.00    | 0.21%             | 2032-01-25      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                            | Cengage Learning, Inc. 2021 Term Loan B                                                                                      | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     46398 | PA      | $41838.45     | 0.04%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| FAGE INTL / FAGE USA                              | FAGE International SA / FAGE USA Dairy Industry Inc                                                                          | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $185844.00    | 0.18%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                             | Sotheby's/Bidfair Holdings Inc                                                                                               | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $168200.04    | 0.17%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA/France                                                                                                      | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $152863.00    | 0.15%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moran Foods, LLC                                  | Moran Foods, LLC 2020 Term Loan                                                                                              | CUSIP: 61647DAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11705 | PA      | $9670.90      | 0.01%             | 2024-04-01      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| FARMER MAC                                        | Federal Agricultural Mortgage Corp                                                                                           | CUSIP: 313148850<br>LEI: 549300MS654K78GYF580 | Long             | EP               | CORP              | US        |      2000 | NS      | $43130.00     | 0.04%             |  |  |  | No            |                  1 | 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        |     18715 | PA      | $17729.74     | 0.02%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                           | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84753.50     | 0.08%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                              | CP Atlas Buyer, Inc. 2021 Term Loan B                                                                                        | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |     66269 | PA      | $58291.05     | 0.06%             | 2027-11-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SP PF Buyer LLC                                   | SP PF Buyer LLC Term Loan                                                                                                    | CUSIP: 78471PAB6<br>LEI: 549300U8UI4Y1KEUGM58 | Long             | LON              | CORP              | US        |    146947 | PA      | $98362.35     | 0.10%             | 2025-12-22      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing Bonds Resec Trust    | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1                                               | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   2749093 | PA      | $176654.51    | 0.18%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GEON Performance Solutions, LLC                   | GEON Performance Solutions, LLC 2021 Term Loan                                                                               | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    355500 | PA      | $346612.50    | 0.34%             | 2028-08-18      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Note/Bond                                                                                             | CUSIP: 912828ZU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3334198.13   | 3.31%             | 2023-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | RUSSELL 2000 INDEX                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-2820.00     | -0.00%            |  |  |  | No            |                  1 | 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        |     79000 | PA      | $64088.38     | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imagefirst Holdings, LLC                          | Imagefirst Holdings, LLC 2021 Term Loan                                                                                      | CUSIP: 45249TAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75332 | PA      | $71376.66     | 0.07%             | 2028-04-27      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2022-1 LLC                                                                                           | CUSIP: 12327AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329167 | PA      | $298164.28    | 0.30%             | 2037-06-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                | Venture Global Calcasieu Pass, LLC Term Loan                                                                                 | CUSIP: 000000000<br>LEI: 549300GKHS6RS20NLH85 | Long             | LON              | CORP              | US        |     42090 | PA      | $42195.09     | 0.04%             | 2026-08-19      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                          | Selective Insurance Group Inc                                                                                                | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |      2000 | NS      | $33500.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2022-3                                                                                                | CUSIP: 68378NAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $319674.25    | 0.32%             | 2031-06-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                                | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87362.00     | 0.09%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                              | WW International Inc                                                                                                         | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |    100000 | PA      | $50089.00     | 0.05%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                          | NFP Corp                                                                                                                     | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94657.37     | 0.09%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| System One Holdings, LLC                          | System One Holdings, LLC Term Loan B                                                                                         | CUSIP: 67114AAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1508600 | PA      | $1455806.53   | 1.44%             | 2028-03-02      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson Inc                                                                                                           | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79384.68     | 0.08%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                            | Five Guys Funding LLC                                                                                                        | CUSIP: 33830JAA3<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |    148125 | PA      | $139107.95    | 0.14%             | 2047-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL2 LTD                                                                                                            | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236692.69    | 0.23%             | 2038-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Laseraway Intermediate Holdings II, LLC           | Laseraway Intermediate Holdings II, LLC Term Loan                                                                            | CUSIP: 51807KAC7<br>LEI: 254900KPMJ49M2JTOZ92 | Long             | LON              | CORP              | US        |     92840 | PA      | $91215.30     | 0.09%             | 2027-10-14      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                         | Atlas CC Acquisition Corp Term Loan B                                                                                        | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     15984 | PA      | $13535.14     | 0.01%             | 2028-05-25      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                 | Rent-A-Center Inc/TX                                                                                                         | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121537.25    | 0.12%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                         | Mileage Plus Holdings LLC 2020 Term Loan B                                                                                   | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $92733.75     | 0.09%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Higginbotham Insurance Agency, Inc.               | Higginbotham Insurance Agency, Inc. 2021 1st Amendment Term Loan                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98569 | PA      | $95701.01     | 0.09%             | 2026-11-25      | Floating      | 9.63%                 | 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        |    274261 | PA      | $131725.73    | 0.13%             | 2036-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Camin Cargo Control, Inc.                         | Camin Cargo Control, Inc. Term Loan                                                                                          | CUSIP: 13374VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95360 | PA      | $92022.56     | 0.09%             | 2026-06-04      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                             | HUB International Ltd                                                                                                        | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43734.12     | 0.04%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                          | Holly Energy Partners LP / Holly Energy Finance Corp                                                                         | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98379.19     | 0.10%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aston FinCo S.a.r.l.                              | Aston FinCo S.a.r.l. 2019 Term Loan B                                                                                        | CUSIP: 04625CAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97250 | PA      | $83148.75     | 0.08%             | 2026-10-09      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | RUSSELL 2000 INDEX                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-1481.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                                                               | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119654.71    | 0.12%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                             | CD&R Smokey Buyer Inc                                                                                                        | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86312.00     | 0.09%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Higginbotham Insurance Agency, Inc.               | Higginbotham Insurance Agency, Inc. 2021 Incremental Delayed Draw Term Loan                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46871 | PA      | $45507.42     | 0.05%             | 2026-11-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                        | BCP Renaissance Parent LLC 2017 Term Loan B1                                                                                 | CUSIP: 05549PAB7<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    597936 | PA      | $593703.10    | 0.59%             | 2024-10-31      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                          | American Financial Group Inc/OH                                                                                              | CUSIP: 025932864<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      1789 | NS      | $33257.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jol Air                                           | JOL Air Ltd                                                                                                                  | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    185703 | PA      | $152096.59    | 0.15%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                                                               | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $89851.20     | 0.09%             | 2028-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SOLIS IV BV                                       | Solis IV BV USD Term Loan B1                                                                                                 | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     99750 | PA      | $88269.77     | 0.09%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | RUSSELL 2000 INDEX                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-365.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2022-OANA                                                                                                          | CUSIP: 05592DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $215958.39    | 0.21%             | 2037-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Moran Foods, LLC                                  | Moran Foods, LLC 2020 2nd Lien Term Loan                                                                                     | CUSIP: 61647DAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15385 | PA      | $9384.92      | 0.01%             | 2024-10-01      | Floating      | 15.48%                | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                      | ADT Security Corp/The                                                                                                        | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85160.39     | 0.08%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | United States Treasury Bill                                                                                                  | CUSIP: 912796ZP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     25000 | PA      | $24511.96     | 0.02%             | 2023-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                    | HarborView Mortgage Loan Trust 2006-12                                                                                       | CUSIP: 41162DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204702 | PA      | $179911.63    | 0.18%             | 2038-01-19      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93615.88     | 0.09%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BIB MERCHANT VOUCHER REC                          | BIB MERCHANT VOUCHER REC                                                                                                     | CUSIP: 08866TAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186531 | PA      | $179234.10    | 0.18%             | 2028-04-07      | Variable      | 4.18%                 | No            |                  3 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                                                                    | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110277.50    | 0.11%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-19206.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                                                                        | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    246000 | PA      | $194335.08    | 0.19%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                        | Applebee's Funding LLC / IHOP Funding LLC                                                                                    | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247500 | PA      | $243968.05    | 0.24%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                           | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                                                                    | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $9885.00      | 0.01%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY REVOLVING TR                             | FIRSTKEY REVOLVING TR                                                                                                        | CUSIP: 33768MBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $143982.00    | 0.14%             | 2058-11-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WILTON RE LTD                                     | Wilton RE Ltd                                                                                                                | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $216467.50    | 0.21%             | 2030-10-22      | Fixed         | 6.00%                 | No            |                  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        |    100000 | PA      | $95670.59     | 0.09%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                              | WMG Acquisition Corp                                                                                                         | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86130.00     | 0.09%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                            | AthenaHealth Group Inc                                                                                                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110821.08    | 0.11%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                            | Brundage-Bone Concrete Pumping Holdings Inc                                                                                  | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $136934.39    | 0.14%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | VENTURE XIII CLO Ltd                                                                                                         | CUSIP: 92329PAC9<br>LEI: 549300ZVVNSDW7WU0O73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $30000.00     | 0.03%             | 2029-09-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                               | NuStar Logistics LP                                                                                                          | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92643.97     | 0.09%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2021-3 Ltd                                                                                        | CUSIP: 69702BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $232581.50    | 0.23%             | 2029-07-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                          | SK Invictus Intermediate II Sarl                                                                                             | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $82130.00     | 0.08%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                        | Jersey Mike's Funding                                                                                                        | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99500 | PA      | $84119.13     | 0.08%             | 2052-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BlackRock Corporate High Yield Fund Inc           | BlackRock Corporate High Yield Fund Inc                                                                                      | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             | EC               | RF                | US        |     10740 | NS      | $93867.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2020-FL3 Ltd                                                                                                            | CUSIP: 05608XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $93359.51     | 0.09%             | 2037-11-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                                                                   | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $49454.64     | 0.05%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TRINITY CAPITAL INC/MD                            | Trinity Capital Inc                                                                                                          | CUSIP: 896442506<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |     17000 | NS      | $426912.50    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SCULTOR ALTERN SOLUTIONS                          | Sculptor Alternative Solutions LLC                                                                                           | CUSIP: 811243AE4<br>LEI: 549300MT2IHVJVYVLW85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $402750.00    | 0.40%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust        | JPMDB Commercial Mortgage Securities Trust 2017-C5                                                                           | CUSIP: 46590TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187707 | PA      | $5062.08      | 0.01%             | 2050-03-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                                                                            | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93391.22     | 0.09%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Medline Industries, Inc.                          | Medline Industries, Inc. Bridge Term Loan                                                                                    | CUSIP: 000000000<br>LEI: BFU6OK7LIKHO5ZXU3397 | Long             | LON              | CORP              | US        |     97436 | PA      | $0.10         | 0.00%             | 2022-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                           | Alcoa Nederland Holding BV                                                                                                   | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192833.01    | 0.19%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT CREDIT CO                             | Eagle Point Credit Co Inc                                                                                                    | CUSIP: 269809885<br>LEI: 549300H82HTZTPXB6822 | Long             | EP               | CORP              | US        |     32000 | NS      | $682880.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                              | CUSIP: 95000GBB9<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    911551 | PA      | $42808.46     | 0.04%             | 2049-08-15      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                             | Vertical US Newco Inc Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                           | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98028.50     | 0.10%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Elm Trust                                         | Elm 2020-4 Trust                                                                                                             | CUSIP: 28924AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $99129.06     | 0.10%             | 2029-10-20      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund ABS Ltd                 | ABPCI Direct Lending Fund ABS I Ltd                                                                                          | CUSIP: 00090TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $109714.08    | 0.11%             | 2030-12-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                           | LCPR Senior Secured Financing DAC                                                                                            | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $165975.63    | 0.16%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                          | Papa John's International Inc                                                                                                | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83627.50     | 0.08%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                         | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1575 | NS      | $27641.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2021-2 Ltd                                                                                        | CUSIP: 69702FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $114958.60    | 0.11%             | 2029-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PAI Holdco, Inc.                                  | PAI Holdco, Inc. 2020 Term Loan B                                                                                            | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |     41836 | PA      | $37103.49     | 0.04%             | 2027-10-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                          | Compass Minerals International Inc                                                                                           | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96155.00     | 0.10%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 Trust                                | Aaset 2019-2 Trust                                                                                                           | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220258 | PA      | $75720.36     | 0.08%             | 2039-10-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CDK Global, Inc.                                  | CDK Global, Inc. 2022 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    620000 | PA      | $615455.40    | 0.61%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                             | Scentre Group Trust 2                                                                                                        | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |    410000 | PA      | $344092.50    | 0.34%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Project Sunbird                                   | Sunbird Engine Finance LLC                                                                                                   | CUSIP: 86709LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    185505 | PA      | $140016.43    | 0.14%             | 2045-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                             | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      6000 | NS      | $110340.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                            | S+P 500 INDEX                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-2080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                     | Ingevity Corp                                                                                                                | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128916.55    | 0.13%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                        | Atkore Inc                                                                                                                   | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85894.50     | 0.09%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                   | Global Atlantic Fin Co                                                                                                       | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $190820.70    | 0.19%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                          | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc                                                       | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $178250.00    | 0.18%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                           | CARS-DB4 LP                                                                                                                  | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $80738.13     | 0.08%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                            | Mauser Packaging Solutions Holding Co                                                                                        | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49247.90     | 0.05%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                               | First Republic Bank/CA                                                                                                       | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      7825 | NS      | $128564.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $195317.05    | 0.19%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                                                                         | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74744.46     | 0.07%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management Inc.       | Jones DesLauriers Insurance Management Inc. CAD Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |     98995 | PA      | $68759.03     | 0.07%             | 2028-03-26      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                          | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $141360.75    | 0.14%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                                                                    | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73305.00     | 0.07%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                          | Terraform Global Operating LP                                                                                                | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211723.88    | 0.21%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Monroe Capital ABS Funding LTD                    | Monroe Capital ABS Funding 2021-1 Ltd                                                                                        | CUSIP: 610331AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    180000 | PA      | $162971.82    | 0.16%             | 2031-04-22      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL INSURANCE HLDS                          | Universal Insurance Holdings Inc                                                                                             | CUSIP: 91359VAC1<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $303725.77    | 0.30%             | 2026-11-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Saganaw Receivables, LLC                          | Saganaw Insurance Recievables LLC                                                                                            | CUSIP: 78662MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2698 | PA      | $2697.86      | 0.00%             | 2023-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 39 Ltd                                                                                                                   | CUSIP: 50204QAA9<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $240810.50    | 0.24%             | 2034-10-15      | Floating      | 12.76%                | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.       | DG Investment Intermediate Holdings 2, Inc. 2021 Term Loan                                                                   | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23576 | PA      | $22603.90     | 0.02%             | 2028-03-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.               | Capstone Acquisition Holdings, Inc. 2020 Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98246 | PA      | $94561.38     | 0.09%             | 2027-11-12      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                    | Finance of America HECM Buyout 2022-HB2                                                                                      | CUSIP: 317380AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97040.48     | 0.10%             | 2026-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO Ltd                 | ABPCI Direct Lending Fund IX LLC                                                                                             | CUSIP: 000806AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $446260.85    | 0.44%             | 2031-11-18      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Resonetics, LLC                                   | Resonetics, LLC 2021 Term Loan                                                                                               | CUSIP: 76118EAE8<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |     20196 | PA      | $19287.18     | 0.02%             | 2028-04-28      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Denali Water Solutions                            | Denali Water Solutions Term Loan B                                                                                           | CUSIP: 25471MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61001 | PA      | $51850.77     | 0.05%             | 2028-03-27      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                            | UPC Broadband Finco BV                                                                                                       | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $168403.00    | 0.17%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88738.00     | 0.09%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52125.00     | 0.05%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NFM & J, L.P.                                     | NFM & J, L.P. Delayed Draw Term Loan                                                                                         | CUSIP: 62910XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49979 | PA      | $48822.44     | 0.05%             | 2027-11-30      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

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

**Signature:** John Coughlan

**Name of Signer:** John Coughlan

**Title:** COO