# EDGAR Filing Document

**Accession Number:** 0001139819
**File Stem:** 0001410368-26-033939
**Filing Date:** 2026-3
**Character Count:** 339928
**Document Hash:** 4c404f0c60ba347384fe82052f6a28fc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033939.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0001410368-26-033939

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT TRUST I
- **CENTRAL INDEX KEY:** 0001139819

**ORGANIZATION NAME:**
- **EIN:** 223805271
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10371
- **FILM NUMBER:** 26812686

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT EQUITY TRUST
- **DATE OF NAME CHANGE:** 20110729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LORD ABBETT BLEND TRUST
- **DATE OF NAME CHANGE:** 20010502

## Series and Classes Contracts Data

### Lord Abbett Investment Grade Floating Rate Fund (Series ID: S000080204)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000241940 | Class R6     | LGRUX           |
| C000241941 | Class R5     | IGRSX           |
| C000241944 | Class A      | LGRAX           |
| C000241945 | Class I      | LGRYX           |
| C000241946 | Class F3     | IGRNX           |
| C000241947 | Class F      | LGRFX           |
| C000241948 | Class C      | IGRCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT TRUST I

- **b. Investment Company Act file number:** 811-10371

- **c. CIK number of Registrant:** 0001139819

- **d. LEI of Registrant:** 549300XXOBNDWQ1JMK89

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

  - **Street Address 1:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

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

- **a. Name of Series:** Lord Abbett Investment Grade Floating Rate Fund

- **b. EDGAR series identifier (if any):** S000080204

- **c. LEI of Series:** 5493000ASR1JUCTRMV48

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $3914387887.27

**Total Liabilities:** $161616819.84

**Net Assets:** $3752771067.43

**Delayed Delivery Securities:** $136058103.20

**Cash Not Reported:** $28799586.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6844.08000000 | **1-Year:** -162447.92000000 | **5-Year:** -404708.28000000 | **10-Year:** -52916.45000000 | **30-Year:** -3058.08000000

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

- **3-Month:** -2161.55000000 | **1-Year:** -68167.20000000 | **5-Year:** -117291.94000000 | **10-Year:** -46307.24000000 | **30-Year:** -1176.61000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241940 | 0.49%                | 0.50%                | 0.59%                |
| Class ID C000241941 | 0.49%                | 0.49%                | 0.58%                |
| Class ID C000241944 | 0.47%                | 0.47%                | 0.56%                |
| Class ID C000241945 | 0.39%                | 0.49%                | 0.58%                |
| Class ID C000241946 | 0.49%                | 0.50%                | 0.59%                |
| Class ID C000241947 | 0.39%                | 0.58%                | 0.47%                |
| Class ID C000241948 | 0.31%                | 0.41%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $501388.68               | $-191418.02                                |
| Month 2  | $-318329.85              | $1358218.89                                |
| Month 3  | $-122383.81              | $3155029.66                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB Bsl CLO 1 Ltd                                | AB BSL CLO 6 Ltd                                                                                                           | CUSIP: 00039LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6600000 | PA      | $6638214.00   | 0.18%             | 2037-07-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| AB Bsl CLO 1 Ltd                                | AB BSL CLO 6 Ltd                                                                                                           | CUSIP: 00039MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6069330.00   | 0.16%             | 2037-07-20      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                | ABN AMRO Bank NV                                                                                                           | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $705824.30    | 0.02%             | 2027-09-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                    | AGL CLO 24 Ltd                                                                                                             | CUSIP: 00119AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $6016488.00   | 0.16%             | 2038-03-31      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                         | Corebridge Global Funding                                                                                                  | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $2071986.75   | 0.06%             | 2028-01-07      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation           | AMMC CLO 25 Ltd                                                                                                            | CUSIP: 00177GBG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4560000 | PA      | $4581655.44   | 0.12%             | 2038-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation           | AMMC CLO 23 Ltd                                                                                                            | CUSIP: 00177JBW4<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |  16300000 | PA      | $16371589.60  | 0.44%             | 2038-07-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                        | ANZ New Zealand Int'l Ltd/London                                                                                           | CUSIP: 00182EBX6<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   6667000 | PA      | $6685168.44   | 0.18%             | 2031-01-22      | Floating      | 4.41%                 | No            |                  2 | On Loan: —       |
| ASP WHCO PARTN 2025 2 LP                        | ASP WHCO PARTN 2025 2 LP                                                                                                   | CUSIP: 00218YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  15000000 | PA      | $15002487.00  | 0.40%             | 2029-03-29      | Variable      | 6.78%                 | No            |                  3 | On Loan: No      |
| Abry Liquid Credit CLO Ltd                      | Abry Liquid Credit CLO 2025-1 Ltd                                                                                          | CUSIP: 00383LAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505058.00   | 0.04%             | 2038-10-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                             | Affirm Master Trust Series 2025-3                                                                                          | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10525000 | PA      | $10553229.10  | 0.28%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2024-A                                                                                   | CUSIP: 00834BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1653231.03   | 0.04%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2024-A                                                                                   | CUSIP: 00834BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2310000 | PA      | $2317237.23   | 0.06%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2024-A                                                                                   | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5260280.55   | 0.14%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2024-A                                                                                   | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530000 | PA      | $1534793.49   | 0.04%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2024-B                                                                                   | CUSIP: 00835AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6075000 | PA      | $6090493.07   | 0.16%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                    | AGL CLO 35 Ltd                                                                                                             | CUSIP: 00852KAA2<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503739.50   | 0.04%             | 2038-01-21      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                       | ALA Trust 2025-OANA                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3320000 | PA      | $3351939.73   | 0.09%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                         | Albion Financing 3 SARL 2025 USD Term Loan                                                                                 | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |   8579000 | PA      | $8556222.76   | 0.23%             | 2031-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                 | Allegro CLO V-S Ltd                                                                                                        | CUSIP: 01750RAN0<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3015099.00   | 0.08%             | 2037-07-24      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                           | Bread Financial Holdings Inc                                                                                               | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   8823000 | PA      | $9097624.70   | 0.24%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                           | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    834302 | PA      | $842854.05    | 0.02%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2025-B                                                                           | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5816786 | PA      | $5839351.16   | 0.16%             | 2033-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                           | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630478 | PA      | $1666622.60   | 0.04%             | 2032-05-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                         | American Airlines Inc 2025 Term Loan                                                                                       | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   7472343 | PA      | $7487923.23   | 0.20%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                                                                        | CUSIP: 025816EA3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6034228.80   | 0.16%             | 2031-01-30      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                                                                        | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6078072.00   | 0.16%             | 2029-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation           | AMMC CLO 30 Ltd                                                                                                            | CUSIP: 03165UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1050052.50   | 0.03%             | 2037-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation           | AMMC CLO 30 Ltd                                                                                                            | CUSIP: 03165UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3250162.50   | 0.09%             | 2037-01-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation           | AMMC CLO 30 Ltd                                                                                                            | CUSIP: 03165UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3080000 | PA      | $3080154.00   | 0.08%             | 2037-01-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation           | AMMC CLO 30 Ltd                                                                                                            | CUSIP: 03165UAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9420000 | PA      | $9429420.00   | 0.25%             | 2039-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation           | AMMC CLO 31 Ltd                                                                                                            | CUSIP: 03166GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3530800.00   | 0.09%             | 2038-02-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation           | AMMC Clo 28 Ltd                                                                                                            | CUSIP: 03166HAL0<br>LEI: 254900FC26PFUHBI9J88 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6809751.00   | 0.18%             | 2037-07-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                            | AMPHENOL CORPORATION TERM LOAN                                                                                             | CUSIP: 03209DAV6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | LON              | CORP              | US        |   6779000 | PA      | $6753578.75   | 0.18%             | 2028-08-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                       | Anchorage Capital Clo 29 Ltd                                                                                               | CUSIP: 03332QAJ4<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001494.00   | 0.03%             | 2037-07-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                       | Anchorage Capital Clo 32 Ltd                                                                                               | CUSIP: 03333MAG8<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |   4215000 | PA      | $4254717.95   | 0.11%             | 2037-07-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO                                   | Anthelion CLO 2025-1 Ltd                                                                                                   | CUSIP: 03676GAJ0<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |   3060000 | PA      | $3071836.08   | 0.08%             | 2036-07-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                             | Apex Credit CLO 2020 LTD                                                                                                   | CUSIP: 03756ABN6<br>LEI: 549300WAK1RS0910RU63 | Long             | ABS-CBDO         | CORP              | BM        |   5400000 | PA      | $5401350.00   | 0.14%             | 2035-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                      | Apidos CLO XXIII                                                                                                           | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   2199538 | PA      | $2202973.20   | 0.06%             | 2033-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                      | Apidos CLO XXXIX Ltd                                                                                                       | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   8650000 | PA      | $8686208.90   | 0.23%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                      | APIDOS CLO XLVIII Ltd                                                                                                      | CUSIP: 03770XAA7<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |    150000 | PA      | $151389.60    | 0.00%             | 2037-07-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes       | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                                                                     | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3120000 | PA      | $3124696.22   | 0.08%             | 2043-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes       | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                                                                     | CUSIP: 03881KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3520000 | PA      | $3540807.78   | 0.09%             | 2043-01-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd | Arbor Realty Collateralized Loan Obligation Ltd                                                                            | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3570000 | PA      | $3584927.06   | 0.10%             | 2041-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | Ares LXIII CLO Ltd                                                                                                         | CUSIP: 039937AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10067010.00  | 0.27%             | 2038-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARES LXVIII CLO Ltd                             | Ares LXVIII CLO Ltd                                                                                                        | CUSIP: 039942AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2160000 | PA      | $2180973.60   | 0.06%             | 2037-07-25      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                   | ARDN 2025-ARCP Mortgage Trust                                                                                              | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2130000 | PA      | $2140122.19   | 0.06%             | 2035-06-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | ARES LII CLO Ltd                                                                                                           | CUSIP: 04009ABE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3075000 | PA      | $3079609.43   | 0.08%             | 2031-04-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | ARES XLIV CLO Ltd                                                                                                          | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5350000 | PA      | $5375760.25   | 0.14%             | 2034-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | Ares LV CLO Ltd                                                                                                            | CUSIP: 04018DAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $757403.25    | 0.02%             | 2037-10-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | ARES LX CLO LTD                                                                                                            | CUSIP: 04018FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3258037.25   | 0.09%             | 2034-07-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | ARES LX CLO LTD                                                                                                            | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003668.00   | 0.05%             | 2034-07-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | Ares Loan Funding IV Ltd                                                                                                   | CUSIP: 04020GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1730000 | PA      | $1687445.46   | 0.04%             | 2038-10-15      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                            | Arini US CLO I Ltd                                                                                                         | CUSIP: 04039AAC8<br>LEI: 2549005XY5NLS2UWEM64 | Long             | ABS-CBDO         | CORP              | KY        |   8550000 | PA      | $8676163.80   | 0.23%             | 2038-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                            | Arini US CLO I Ltd                                                                                                         | CUSIP: 04039AAE4<br>LEI: 2549005XY5NLS2UWEM64 | Long             | ABS-CBDO         | CORP              | KY        |   9300000 | PA      | $9428488.80   | 0.25%             | 2038-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                            | Arini US Clo III Ltd                                                                                                       | CUSIP: 04039YAE2<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2210401.60   | 0.06%             | 2039-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                            | Arini US Clo III Ltd                                                                                                       | CUSIP: 04039YAG7<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |   4120000 | PA      | $4168220.48   | 0.11%             | 2039-01-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                     | Asurion LLC 2023 Term Loan B11                                                                                             | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   4987180 | PA      | $5001193.47   | 0.13%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                                                                      | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006107.64   | 0.08%             | 2027-01-07      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                          | Athenahealth Group Inc 2022 Term Loan B                                                                                    | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   3750000 | PA      | $3708206.25   | 0.10%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                             | Atlantic Avenue 2024-2 Ltd                                                                                                 | CUSIP: 04822BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001419.00   | 0.03%             | 2037-04-20      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                             | Atlantic Avenue 2023-1 Ltd                                                                                                 | CUSIP: 04822FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009792.00   | 0.08%             | 2039-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                             | Atlantic Avenue 2023-1 Ltd                                                                                                 | CUSIP: 04822FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4520000 | PA      | $4583727.48   | 0.12%             | 2039-01-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                             | Atlantic Avenue 2024-3 Ltd                                                                                                 | CUSIP: 04822JAE6<br>LEI: 254900YNF4JP0FNPPH69 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6522633.00   | 0.17%             | 2035-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                             | Atlantic Avenue 2025-4 Ltd                                                                                                 | CUSIP: 04822PAG7<br>LEI: 254900VARY5P5QYLKJ76 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11126225.00  | 0.30%             | 2038-10-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                             | Atlantic Avenue 2025-4 Ltd                                                                                                 | CUSIP: 04822QAA8<br>LEI: 254900VARY5P5QYLKJ76 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4034680.00   | 0.11%             | 2038-10-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                      | Atlas Senior Loan Fund XXVII Ltd                                                                                           | CUSIP: 048926AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8975000 | PA      | $8990239.55   | 0.24%             | 2039-01-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                      | Atlas Senior Loan Fund XXII Ltd                                                                                            | CUSIP: 04940BAA8<br>LEI: 529900J6GF0KI17SQP67 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2006532.00   | 0.05%             | 2036-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                      | Atlas Senior Loan Fund XXII Ltd                                                                                            | CUSIP: 04940BAJ9<br>LEI: 529900J6GF0KI17SQP67 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5012565.00   | 0.13%             | 2036-01-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                      | Atlas Senior Loan Fund XXIV Ltd                                                                                            | CUSIP: 04943PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1465101.75   | 0.04%             | 2038-01-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                      | Atlas Senior Loan Fund XXV Ltd                                                                                             | CUSIP: 04943TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3430000 | PA      | $1985801.93   | 0.05%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                         | Australia & New Zealand Banking Group Ltd                                                                                  | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2493000 | PA      | $2501443.09   | 0.07%             | 2028-12-08      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                  | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                                           | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   7624980 | PA      | $7665888.02   | 0.20%             | 2030-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL15 LLC                                                                                                          | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5012247.00   | 0.13%             | 2043-03-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL16 LLC                                                                                                          | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9360000 | PA      | $9380493.72   | 0.25%             | 2043-07-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                         | BPCE SA                                                                                                                    | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $252415.14    | 0.01%             | 2027-10-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                                                                         | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6339591 | PA      | $6351864.80   | 0.17%             | 2030-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-LUNR                                                                                                         | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12132932 | PA      | $12169116.95  | 0.32%             | 2040-06-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2019-IMC                                                                                      | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9426264 | PA      | $9392668.39   | 0.25%             | 2034-04-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2025-COPT                                                                                     | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2420000 | PA      | $2433118.34   | 0.06%             | 2042-08-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2025-FL12 Issuer LLC                                                                                                 | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $8523377.55   | 0.23%             | 2043-01-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-VOLT                                                                                                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14800000 | PA      | $14894447.68  | 0.40%             | 2044-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-VOLT                                                                                                         | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3980000 | PA      | $4005727.52   | 0.11%             | 2044-12-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ARIA                                                                                                         | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4440000 | PA      | $4519915.56   | 0.12%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2019-2                                                                                             | CUSIP: 05682LBA4<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |  18816751 | PA      | $18836000.34  | 0.50%             | 2032-10-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2021-3 Ltd                                                                                         | CUSIP: 05683NAL6<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4503294.00   | 0.12%             | 2034-07-24      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2019-1                                                                                             | CUSIP: 05683VBJ2<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |   6370000 | PA      | $6373509.87   | 0.17%             | 2034-04-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2020-1 Ltd                                                                                         | CUSIP: 05684DAY9<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |   8894500 | PA      | $8900121.53   | 0.24%             | 2033-04-18      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2021-1 Ltd                                                                                         | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10503454.50  | 0.28%             | 2034-04-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit Clo 2024-5 Ltd                                                                                         | CUSIP: 056913AA4<br>LEI: 254900DFJJFRPOS1CT48 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $509711.00    | 0.01%             | 2037-10-21      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                     | Balboa Bay Loan Funding 2022-1 Ltd                                                                                         | CUSIP: 05766EAL6<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |  19400000 | PA      | $19410922.20  | 0.52%             | 2037-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                   | Ballyrock CLO 21 Ltd                                                                                                       | CUSIP: 05874JAU4<br>LEI: 254900FOV48Z8K26JH50 | Long             | ABS-CBDO         | CORP              | JE        |   1030000 | PA      | $1038055.63   | 0.03%             | 2037-10-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                   | Ballyrock CLO 21 Ltd                                                                                                       | CUSIP: 05874RAE2<br>LEI: 254900FOV48Z8K26JH50 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2486707.50   | 0.07%             | 2037-10-20      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                   | Ballyrock CLO 20 Ltd                                                                                                       | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3900975.00   | 0.10%             | 2036-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                   | Ballyrock CLO 22 Ltd                                                                                                       | CUSIP: 05877GAG8<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006206.00   | 0.05%             | 2037-04-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                | Bank of Montreal                                                                                                           | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1002641.46   | 0.03%             | 2027-09-10      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia/The                                                                                                    | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1588633.89   | 0.04%             | 2029-08-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings Clo Ltd 2023-I                                                                                                     | CUSIP: 06762HAL1<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003945.00   | 0.03%             | 2038-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings Clo Ltd 2021-III                                                                                                   | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20033640.00  | 0.53%             | 2035-01-18      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2024-I                                                                                                     | CUSIP: 06763VAG0<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503567.50   | 0.07%             | 2037-01-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                         | Barrow Hanley CLO I Ltd                                                                                                    | CUSIP: 068751AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6200000 | PA      | $6210323.00   | 0.17%             | 2038-01-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                         | Barrow Hanley CLO I Ltd                                                                                                    | CUSIP: 068751AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3532000.50   | 0.09%             | 2038-01-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                           | Barrow Hanley CLO II Ltd                                                                                                   | CUSIP: 06875RBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4054928.00   | 0.11%             | 2038-03-31      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                           | Barrow Hanley CLO III Ltd                                                                                                  | CUSIP: 06875VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2050000 | PA      | $2052923.30   | 0.05%             | 2037-04-20      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                        | Great Outdoors Group LLC 2025 Term Loan B                                                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   6982368 | PA      | $6991968.52   | 0.19%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                               | Battalion CLO IX Ltd                                                                                                       | CUSIP: 07132EAU9<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |  13280000 | PA      | $13294156.48  | 0.35%             | 2031-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                               | Battalion CLO X Ltd                                                                                                        | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |  19753931 | PA      | $19790930.45  | 0.53%             | 2035-01-24      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Battery Park CLO Ltd                            | Battery Park CLO II Ltd                                                                                                    | CUSIP: 07134CAU1<br>LEI: 549300H738INUT5W2X22 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1254127.50   | 0.03%             | 2037-10-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                               | Battalion CLO XXV Ltd                                                                                                      | CUSIP: 07134FAC4<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |   8955000 | PA      | $8972910.00   | 0.24%             | 2037-03-13      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                               | Battalion CLO XXVIII Ltd                                                                                                   | CUSIP: 07135AAJ9<br>LEI: 254900K9YOEPQ9A3OV72 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5043350.00   | 0.13%             | 2038-01-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                | Bayview Opportunity Master Fund VII Trust 2024-SN1                                                                         | CUSIP: 072926AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2049164.00   | 0.05%             | 2029-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII             | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                                                          | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    185225 | PA      | $186047.95    | 0.00%             | 2031-12-26      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                 | Benefit Street Partners Clo XXXIII Ltd                                                                                     | CUSIP: 08179DAJ8<br>LEI: 254900IWSSBPCATK8N78 | Long             | ABS-CBDO         | CORP              | JE        |   7750000 | PA      | $7750387.50   | 0.21%             | 2036-01-25      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                 | Benefit Street Partners CLO XXVIII Ltd                                                                                     | CUSIP: 08179KAN3<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |   6500000 | PA      | $6528470.00   | 0.17%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                 | Benefit Street Partners CLO XXVIII Ltd                                                                                     | CUSIP: 08179KAS2<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1505946.00   | 0.04%             | 2037-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                 | Benefit Street Partners CLO X Ltd                                                                                          | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |  11520000 | PA      | $11578717.44  | 0.31%             | 2038-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                 | Benefit Street Partners CLO XX Ltd                                                                                         | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19160000 | PA      | $19265207.56  | 0.51%             | 2037-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                 | Benefit Street Partners Clo XXXVII Ltd                                                                                     | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009334.00   | 0.05%             | 2038-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                 | Benefit Street Partners CLO 42 Ltd                                                                                         | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8049256.00   | 0.21%             | 2038-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                 | Benefit Street Partners CLO XXXIX Ltd                                                                                      | CUSIP: 081931AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3229784.00   | 0.09%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BHMS Mortgage Trust                             | BHMS Commercial Mortgage Trust 2025-ATLS                                                                                   | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $4133050.92   | 0.11%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove CLO Ltd                                                                                                        | CUSIP: 09075JAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5520000 | PA      | $5546220.00   | 0.15%             | 2037-07-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove CLO 4 Ltd                                                                                                      | CUSIP: 09077CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    160000 | PA      | $160349.12    | 0.00%             | 2037-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove CLO 6 Ltd                                                                                                      | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10044860.00  | 0.27%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove Clo 11 Ltd                                                                                                     | CUSIP: 09078AAA3<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $660113.35    | 0.02%             | 2038-01-22      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove CLO 14 Ltd                                                                                                     | CUSIP: 09090PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5061225.00   | 0.13%             | 2037-07-22      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove CLO 14 Ltd                                                                                                     | CUSIP: 09090RAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3550000 | PA      | $3567441.15   | 0.10%             | 2037-07-22      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                            | Birch Grove CLO 5 Ltd                                                                                                      | CUSIP: 090976AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $755000.25    | 0.02%             | 2037-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                           | Black Diamond CLO 2022-1 Ltd                                                                                               | CUSIP: 09203BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2009892.00   | 0.05%             | 2035-10-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                           | Black Diamond CLO 2024-1 Ltd                                                                                               | CUSIP: 09204UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   8000000 | PA      | $8025496.00   | 0.21%             | 2037-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                           | Black Diamond CLO 2025-1 Ltd                                                                                               | CUSIP: 09205AAC5<br>LEI: 254900PJ2KZY3KP94G26 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7043596.00   | 0.19%             | 2038-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                           | Black Diamond CLO 2025-1 Ltd                                                                                               | CUSIP: 09205AAE1<br>LEI: 254900PJ2KZY3KP94G26 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10046520.00  | 0.27%             | 2038-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                   | BLACKSTONE MORTGAGE TRUST INC 2025 TERM LOAN B                                                                             | CUSIP: 09259GAK9<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              |  | US        |   3800000 | PA      | $3800019.00   | 0.10%             | 2032-12-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                   | BLACKSTONE MORTGAGE TRUST INC 2026 REPRICED TERM LOAN                                                                      | CUSIP: 09259GAL7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              |  | US        |   3391251 | PA      | $3394083.16   | 0.09%             | 2030-12-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point CLO 2023-1 Ltd                                                                                                 | CUSIP: 104922AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1216873.20   | 0.03%             | 2038-07-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point CLO 2023-1 Ltd                                                                                                 | CUSIP: 104923AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3730000 | PA      | $3871546.04   | 0.10%             | 2038-07-26      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point CLO 2025-7 Ltd                                                                                                 | CUSIP: 105488AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6082362.00   | 0.16%             | 2038-07-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point Clo 2023-2 Ltd                                                                                                 | CUSIP: 10548CAJ0<br>LEI: 254900V4ZBN33V3R8W38 | Long             | ABS-CBDO         | CORP              | JE        |   5450000 | PA      | $5459254.10   | 0.15%             | 2039-01-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                               | Bridge Street CLO V Ltd                                                                                                    | CUSIP: 107922AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2730000 | PA      | $2769904.41   | 0.07%             | 2038-04-20      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                               | Bridge Street CLO IV Ltd                                                                                                   | CUSIP: 107935AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3017631.00   | 0.08%             | 2037-04-20      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                         | Bryant Park Funding 2024-23 Ltd                                                                                            | CUSIP: 11765CAL9<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400588.80    | 0.01%             | 2037-05-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                         | Bryant Park Funding 2024-22 Ltd                                                                                            | CUSIP: 11766EAA8<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2534752.50   | 0.07%             | 2037-04-15      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                         | Bryant Park Funding 2023-20 Ltd                                                                                            | CUSIP: 11790AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7750000 | PA      | $7916276.25   | 0.21%             | 2038-04-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                         | Bryant Park Funding 2024-25 Ltd                                                                                            | CUSIP: 117913AC7<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003897.00   | 0.08%             | 2038-01-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                         | Bryant Park Funding 2023-20 Ltd                                                                                            | CUSIP: 117919AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8450000 | PA      | $8484611.20   | 0.23%             | 2038-04-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-TAIL                                                                                                         | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2404754.40   | 0.06%             | 2035-06-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2025-BCAT                                                                                     | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3679814 | PA      | $3689414.40   | 0.10%             | 2042-08-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-RISE                                                                                                         | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6143146 | PA      | $6144842.78   | 0.16%             | 2036-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                       | CBAMR 2018-8 Ltd                                                                                                           | CUSIP: 12478CBA8<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |   9750000 | PA      | $9808002.75   | 0.26%             | 2037-07-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                       | CBAM 2018-5 Ltd                                                                                                            | CUSIP: 12516LAJ4<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7042525.00   | 0.19%             | 2038-10-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2014-V Ltd                                                                                                    | CUSIP: 12550ABK1<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003213.00   | 0.03%             | 2037-07-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2013-III-R Ltd                                                                                                | CUSIP: 12552MAN8<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8003480.00   | 0.21%             | 2031-04-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2022-V Ltd                                                                                                    | CUSIP: 12574CAG9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2012798.00   | 0.05%             | 2037-01-16      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2022-VI Ltd                                                                                                   | CUSIP: 12574HAN3<br>LEI: 254900BYFL73GAM27L25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008952.00   | 0.05%             | 2038-10-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2024-III Ltd                                                                                                  | CUSIP: 12575WAA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   4320000 | PA      | $4332657.60   | 0.12%             | 2037-07-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | CPS Auto Receivables Trust 2023-D                                                                                          | CUSIP: 12598VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9237000 | PA      | $9654778.43   | 0.26%             | 2030-01-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | Cifc Funding 2023-III Ltd                                                                                                  | CUSIP: 12598YAG3<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $625031.25    | 0.02%             | 2037-01-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | Cifc Funding 2023-III Ltd                                                                                                  | CUSIP: 12598YAJ7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005200.00   | 0.03%             | 2037-01-20      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | Cifc Funding 2023-III Ltd                                                                                                  | CUSIP: 12598YAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3210000 | PA      | $3226640.64   | 0.09%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | Consumer Portfolio Services Auto Trust 2025-B                                                                              | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7605000 | PA      | $7654590.68   | 0.20%             | 2029-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | Consumer Portfolio Services Auto Trust 2025-B                                                                              | CUSIP: 12630SAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6450000 | PA      | $6555451.05   | 0.17%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | Consumer Portfolio Services Auto Trust 2025-A                                                                              | CUSIP: 12633SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10375000 | PA      | $10506967.93  | 0.28%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | CPS Auto Receivables Trust 2025-C                                                                                          | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1195000 | PA      | $1205189.05   | 0.03%             | 2031-10-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                  | CQS US CLO 2021-1 Ltd                                                                                                      | CUSIP: 12659UAL6<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4502002.50   | 0.12%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | CPS Auto Receivables Trust 2022-A                                                                                          | CUSIP: 12659WAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9180000 | PA      | $9191408.90   | 0.24%             | 2029-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | CPS Auto Receivables Trust 2022-B                                                                                          | CUSIP: 12663BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4952179.12   | 0.13%             | 2029-10-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | CPS Auto Receivables Trust 2022-C                                                                                          | CUSIP: 12664DAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11829138.75  | 0.32%             | 2030-04-15      | Fixed         | 9.08%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | CPS Auto Receivables Trust 2023-A                                                                                          | CUSIP: 12664LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12484000 | PA      | $13609614.87  | 0.36%             | 2030-08-15      | Fixed         | 10.59%                | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | CPS Auto Receivables Trust 2023-B                                                                                          | CUSIP: 12664WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13737000 | PA      | $15086682.23  | 0.40%             | 2030-11-15      | Fixed         | 10.72%                | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                  | CQS US CLO 2025-4 Ltd                                                                                                      | CUSIP: 12674KAA3<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9550635.00   | 0.25%             | 2036-07-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                  | CQS US CLO 2025-4 Ltd                                                                                                      | CUSIP: 12674KAG0<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | KY        |   8330000 | PA      | $8362695.25   | 0.22%             | 2036-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                  | CQS US CLO 5 Ltd                                                                                                           | CUSIP: 12676EAJ6<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2027986.00   | 0.05%             | 2039-01-17      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CTM CLO Ltd                                     | CTM CLO 2025-1 Ltd                                                                                                         | CUSIP: 12719PAG6<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |  13080000 | PA      | $13149480.96  | 0.35%             | 2038-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CTM CLO Ltd                                     | CTM CLO 2025-1 Ltd                                                                                                         | CUSIP: 12719PAJ0<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2026036.00   | 0.05%             | 2038-07-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                | Cajun Global LLC                                                                                                           | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6925000 | PA      | $6954377.24   | 0.19%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CAL Receivables LLC                             | CAL Receivables 2022-1 LLC                                                                                                 | CUSIP: 12804BAB4<br>LEI: 549300GJW1JSYKS6S265 | Long             | ABS-O            | CORP              | US        |    557693 | PA      | $557666.83    | 0.01%             | 2026-10-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                          | Canadian Imperial Bank of Commerce                                                                                         | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    938000 | PA      | $940846.50    | 0.03%             | 2027-09-11      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon CLO 2024-2 Ltd                                                                                                      | CUSIP: 13877CAE6<br>LEI: 254900ZRCTSW8R4GLC69 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3013155.00   | 0.08%             | 2038-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon CLO 2021-4 Ltd                                                                                                      | CUSIP: 13877PAS6<br>LEI: 254900V38Q76ALAJY818 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7016072.00   | 0.19%             | 2034-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon CLO 2023-2 Ltd                                                                                                      | CUSIP: 13887AAE8<br>LEI: 254900FXDN97BW4YMK55 | Long             | ABS-CBDO         | CORP              | JE        |    540000 | PA      | $541380.78    | 0.01%             | 2037-05-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO                             | Capital Four US CLO II Ltd                                                                                                 | CUSIP: 14016CAS5<br>LEI: 2138009KMDCX6G3MTA10 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2515080.00   | 0.07%             | 2037-01-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust         | Capital One Multi-Asset Execution Trust                                                                                    | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   2866000 | PA      | $2860918.01   | 0.08%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Captree Park CLO Ltd                            | Captree Park CLO Ltd                                                                                                       | CUSIP: 14074EAJ0<br>LEI: 254900T5FZQKDOCWVD69 | Long             | ABS-CBDO         | CORP              | JE        |   3450000 | PA      | $3467519.10   | 0.09%             | 2037-07-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | Carlyle US CLO 2024-1 Ltd                                                                                                  | CUSIP: 142924AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1214250.00   | 0.03%             | 2037-04-15      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | Carlyle Global Market Strategies CLO 2015-4 Ltd                                                                            | CUSIP: 14311NBG8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |  10980000 | PA      | $10984633.56  | 0.29%             | 2032-07-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | Carlyle Global Market Strategies CLO 2015-4 Ltd                                                                            | CUSIP: 14311NBJ2<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   5850000 | PA      | $5857201.35   | 0.16%             | 2032-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                            | CUSIP: 14312JBQ4<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |  10365000 | PA      | $10373229.81  | 0.28%             | 2032-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | CARLYLE US CLO 2019-3 LTD                                                                                                  | CUSIP: 14314KAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2656625.00   | 0.07%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | CARLYLE US CLO 2021-4 LTD                                                                                                  | CUSIP: 14316TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3705553.70   | 0.10%             | 2034-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | Carlyle US CLO 2021-10 LTD                                                                                                 | CUSIP: 14316YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018340.00   | 0.13%             | 2038-01-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                         | CarMax Auto Owner Trust 2023-1                                                                                             | CUSIP: 14318DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2465000 | PA      | $2491369.09   | 0.07%             | 2029-01-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | Carlyle US CLO 2023-3 Ltd                                                                                                  | CUSIP: 14318TAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7080000 | PA      | $7202292.84   | 0.19%             | 2040-10-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                         | Carmax Auto Owner Trust 2023-3                                                                                             | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5097327.50   | 0.14%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                 | CarMax Select Receivables Trust 2025-A                                                                                     | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9600000 | PA      | $9683064.96   | 0.26%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                  | CarVal CLO III Ltd                                                                                                         | CUSIP: 14686WBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5978088.00   | 0.16%             | 2032-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2023-N4                                                                                     | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2325000 | PA      | $2417578.94   | 0.06%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                              | Cathedral Lake VI Ltd                                                                                                      | CUSIP: 14919LAW4<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6005952.00   | 0.16%             | 2034-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                       | CBAMR 2019-9 Ltd                                                                                                           | CUSIP: 14987VAW9<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11078001.00  | 0.30%             | 2037-07-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC            | Charter Communications Operating LLC 2023 Term Loan B4                                                                     | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   6555828 | PA      | $6547338.05   | 0.17%             | 2030-12-07      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC           | Charter Communications Operating LLC 2024 Term Loan B5                                                                     | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   8783788 | PA      | $8782822.11   | 0.23%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                     | Cherry Securitization Trust 2024-1                                                                                         | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3950000 | PA      | $3983921.42   | 0.11%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                     | Cherry Securitization Trust 2025-1                                                                                         | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8375000 | PA      | $8509403.68   | 0.23%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                 | Chevron USA Inc                                                                                                            | CUSIP: 166756BN5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  11156000 | PA      | $11260425.07  | 0.30%             | 2030-10-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                    | Chobani LLC 2025 Term Loan B                                                                                               | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |   6800000 | PA      | $6823800.00   | 0.18%             | 2032-10-28      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2024-IV Ltd                                                                                                   | CUSIP: 17181WAA2<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004431.00   | 0.03%             | 2037-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                           | Citadel Securities LP 2024 Term Loan B                                                                                     | CUSIP: 17288YAM4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     99001 | PA      | $99261.50     | 0.00%             | 2030-07-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                           | Citadel Securities LP 2024 First Lien Term Loan                                                                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    178940 | PA      | $179411.73    | 0.00%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                                                              | CUSIP: 172967DS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10696000 | PA      | $9679007.74   | 0.26%             | 2036-08-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                                                              | CUSIP: 172967QG9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9385365.70   | 0.25%             | 2031-09-11      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                     | Citibank NA                                                                                                                | CUSIP: 17325FBR8<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6481000 | PA      | $6586250.99   | 0.18%             | 2030-05-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                      | Clover CLO 2018-1 LLC                                                                                                      | CUSIP: 18914GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1452279.40   | 0.04%             | 2037-04-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                          | Colossus Acquireco LLC Term Loan B                                                                                         | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   3733750 | PA      | $3724807.67   | 0.10%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                     | Columbia Cent CLO 33 Ltd                                                                                                   | CUSIP: 19737PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2103922.80   | 0.06%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                     | Columbia Cent CLO 33 Ltd                                                                                                   | CUSIP: 19737PAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007602.00   | 0.05%             | 2037-04-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                     | Columbia Cent CLO 34 Ltd                                                                                                   | CUSIP: 19738MAQ3<br>LEI: 254900PPDK716J78RD92 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3036651.00   | 0.08%             | 2038-01-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                        | COMPOSECURE HOLDINGS LLC TERM LOAN                                                                                         | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7223000 | PA      | $7218521.74   | 0.19%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CART                                            | CONE Trust 2024-DFW1                                                                                                       | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5613000 | PA      | $5620411.41   | 0.15%             | 2041-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20753CAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1965318 | PA      | $1968213.64   | 0.05%             | 2045-07-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20754BAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   3117000 | PA      | $3297366.76   | 0.09%             | 2042-01-25      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20754MAL1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1128300 | PA      | $1281550.67   | 0.03%             | 2042-06-25      | Floating      | 15.70%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20754NAR6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   5027000 | PA      | $5595957.87   | 0.15%             | 2042-05-25      | Floating      | 14.30%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20755RAA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    450871 | PA      | $452197.85    | 0.01%             | 2044-09-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 207932AB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   4750000 | PA      | $4969565.43   | 0.13%             | 2042-12-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                            | Reworld Holding Corp 2025 1st Lien Term Loan B                                                                             | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   6900000 | PA      | $6903243.00   | 0.18%             | 2031-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | CPS Auto Receivables Trust 2024-C                                                                                          | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10500000 | PA      | $11043954.60  | 0.29%             | 2032-03-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | CPS Auto Receivables Trust 2023-C                                                                                          | CUSIP: 223928AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4795000 | PA      | $4949254.19   | 0.13%             | 2029-10-15      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                  | CQS US CLO 2023-3 Ltd                                                                                                      | CUSIP: 223929AJ9<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   1235000 | PA      | $1241870.31   | 0.03%             | 2037-01-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | Consumer Portfolio Services Auto Trust 2025-D                                                                              | CUSIP: 223936AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2615000 | PA      | $2638414.19   | 0.07%             | 2032-02-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | Consumer Portfolio Services Auto Trust 2025-D                                                                              | CUSIP: 223936AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14600000 | PA      | $14816512.16  | 0.39%             | 2032-02-17      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                  | CPS Auto Receivables Trust 2024-D                                                                                          | CUSIP: 22411JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6210000 | PA      | $6231605.21   | 0.17%             | 2031-01-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                  | Crockett Partners Equipment Co IIA LLC                                                                                     | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4631273 | PA      | $4725258.85   | 0.13%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                          | Crossroads Asset Trust 2025-A                                                                                              | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5155949 | PA      | $5192337.60   | 0.14%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                  | Crown City CLO IV                                                                                                          | CUSIP: 228233AS1<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3014619.00   | 0.08%             | 2037-04-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                  | Crown City CLO V                                                                                                           | CUSIP: 22823AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5314119.20   | 0.14%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                  | Crown City CLO V                                                                                                           | CUSIP: 22823AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007324.00   | 0.05%             | 2037-04-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                  | Crown City CLO V                                                                                                           | CUSIP: 22823AAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6276606.25   | 0.17%             | 2037-04-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                  | Crown City CLO VI                                                                                                          | CUSIP: 22823EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2767561.50   | 0.07%             | 2037-07-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                | Crown City CLO I                                                                                                           | CUSIP: 22823RBE8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9099225.00   | 0.24%             | 2038-07-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                             | Crown Point CLO 11 Ltd                                                                                                     | CUSIP: 22845KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1990000.00   | 0.05%             | 2038-02-28      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                     | DBC 2025-DBC Mortgage Trust                                                                                                | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18380000 | PA      | $18439889.39  | 0.49%             | 2042-11-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                     | DBC 2025-DBC Mortgage Trust                                                                                                | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2670000 | PA      | $2680250.66   | 0.07%             | 2042-11-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                                | DRW Holdings LLC 2024 Term Loan B                                                                                          | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   6921440 | PA      | $6841428.15   | 0.18%             | 2031-06-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                   | DailyPay Securitization Trust 2025-1                                                                                       | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5725000 | PA      | $5762901.79   | 0.15%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Danby Park CLO, Ltd                             | Danby Park CLO Ltd                                                                                                         | CUSIP: 236057AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1255647.50   | 0.03%             | 2037-10-21      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Davis Park CLO                                  | Davis Park CLO Ltd                                                                                                         | CUSIP: 239088AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   9000000 | PA      | $9010296.00   | 0.24%             | 2038-07-20      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                    | Dell Equipment Finance Trust 2025-1                                                                                        | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4740000 | PA      | $4799320.63   | 0.13%             | 2031-08-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                                                               | CUSIP: 251526DC0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4703000 | PA      | $4734609.62   | 0.13%             | 2031-08-04      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                            | Dewolf Park CLO Ltd                                                                                                        | CUSIP: 25211AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9590000 | PA      | $9639628.25   | 0.26%             | 2039-01-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                            | Diameter Capital Clo 2 Ltd                                                                                                 | CUSIP: 25255LAU6<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2010662.00   | 0.05%             | 2037-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                            | Diameter Capital CLO 4 Ltd                                                                                                 | CUSIP: 25255NBL1<br>LEI: 25490087B17FBD0ODC27 | Long             | ABS-CBDO         | CORP              | KY        |   5620000 | PA      | $5649066.64   | 0.15%             | 2039-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                            | Diameter Capital Clo 6 Ltd                                                                                                 | CUSIP: 25255UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3504847.50   | 0.09%             | 2037-04-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                            | Diameter Capital CLO 12 Ltd                                                                                                | CUSIP: 25255YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8650000 | PA      | $8654973.75   | 0.23%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                            | Diameter Capital CLO 10 Ltd                                                                                                | CUSIP: 25290BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3522666.00   | 0.09%             | 2038-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                    | Drive Auto Receivables Trust 2024-1                                                                                        | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2330000 | PA      | $2361468.98   | 0.06%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                      | Driven Brands Funding LLC                                                                                                  | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4877775 | PA      | $4875344.89   | 0.13%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 53 CLO Ltd                                                                                                          | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2070000 | PA      | $2071506.96   | 0.06%             | 2031-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 80 CLO Ltd                                                                                                          | CUSIP: 26245JBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9840000 | PA      | $9850361.52   | 0.26%             | 2033-01-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 83 CLO Ltd                                                                                                          | CUSIP: 26246EAN8<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   3355000 | PA      | $3365286.43   | 0.09%             | 2037-04-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 83 CLO Ltd                                                                                                          | CUSIP: 26246EAS7<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1508068.50   | 0.04%             | 2037-04-18      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 115 CLO Ltd                                                                                                         | CUSIP: 26248DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5090000 | PA      | $5101131.83   | 0.14%             | 2037-04-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 75 CLO Ltd                                                                                                          | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2251863.00   | 0.06%             | 2034-04-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 104 CLO Ltd                                                                                                         | CUSIP: 26253BAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002800.00   | 0.05%             | 2034-08-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-155682.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                             | Eaton Vance CLO 2019-1 Ltd                                                                                                 | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507877.50   | 0.07%             | 2037-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated               | Elanco Animal Health Inc 2025 Term Loan B                                                                                  | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   3500000 | PA      | $3504812.50   | 0.09%             | 2032-10-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                      | Elara Hgv Timeshare Issuer 2025-A LLC                                                                                      | CUSIP: 28416VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3404555 | PA      | $3401903.08   | 0.09%             | 2040-01-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                | Eldridge CLO 2025-1 Ltd                                                                                                    | CUSIP: 284913AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005607.00   | 0.08%             | 2038-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                              | Elmwood CLO I Ltd                                                                                                          | CUSIP: 290015BC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000050.00   | 0.03%             | 2037-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                              | Elmwood CLO I Ltd                                                                                                          | CUSIP: 290015BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2300115.00   | 0.06%             | 2037-04-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                              | Elmwood CLO IV Ltd                                                                                                         | CUSIP: 29002GAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1103945.70   | 0.03%             | 2037-04-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2023-1 Ltd                                                                                                     | CUSIP: 29244CAQ1<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4072828.00   | 0.11%             | 2038-04-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2024-2 Ltd                                                                                                     | CUSIP: 29244PAA7<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002917.00   | 0.03%             | 2037-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2023-3 Ltd                                                                                                     | CUSIP: 29247KAC1<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | JE        |   1800000 | PA      | $1800090.00   | 0.05%             | 2037-01-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2023-3 Ltd                                                                                                     | CUSIP: 29247NAA9<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | JE        |   1800000 | PA      | $1800090.00   | 0.05%             | 2037-01-20      | Floating      | 11.49%                | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2024-2 Ltd                                                                                                     | CUSIP: 29248KAA4<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100499.40    | 0.00%             | 2037-07-15      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                         | European Bank for Reconstruction & Development                                                                             | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  14000000 | PA      | $14014955.78  | 0.37%             | 2028-02-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2024-2                                                                                 | CUSIP: 30166DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $13209127.50  | 0.35%             | 2031-10-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust                                                                                        | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3820000 | PA      | $3901142.15   | 0.10%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2025-1                                                                                 | CUSIP: 30167MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9750000 | PA      | $10157984.85  | 0.27%             | 2032-09-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2024-1                                                                                 | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4125000 | PA      | $4210724.51   | 0.11%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2023-1                                                                                 | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525192 | PA      | $1549946.38   | 0.04%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2023-1                                                                                 | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6900000 | PA      | $7677396.78   | 0.20%             | 2030-09-16      | Fixed         | 12.07%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2023-2                                                                                 | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8742000 | PA      | $8908077.02   | 0.24%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2023-5                                                                                 | CUSIP: 30168DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6515000 | PA      | $6603850.92   | 0.18%             | 2029-01-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2023-3                                                                                 | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2616000 | PA      | $2673336.96   | 0.07%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2023-3                                                                                 | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6203000 | PA      | $6719129.30   | 0.18%             | 2031-01-15      | Fixed         | 9.98%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                              | F&G Global Funding                                                                                                         | CUSIP: 30321L2L5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   7355000 | PA      | $7413698.27   | 0.20%             | 2028-09-08      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                         | Federal Home Loan Bank Discount Notes                                                                                      | CUSIP: 313385SP2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  41300000 | PA      | $41288057.28  | 1.10%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                            | Fidelity Investments Money Market Government Portfolio                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   4403250 | NS      | $4403250.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GC Ferry Acquisition I Inc                      | GC Ferry Acquisition I Inc Term Loan                                                                                       | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   6747917 | PA      | $6704696.26   | 0.18%             | 2032-08-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                      | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                                                          | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   1152083 | PA      | $1144704.24   | 0.03%             | 2032-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                | First Investors Auto Owner Trust 2025-1                                                                                    | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17535000 | PA      | $17661718.43  | 0.47%             | 2031-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032358.54   | 0.08%             | 2028-03-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                     | Fortress Credit Bsl X Ltd                                                                                                  | CUSIP: 34962HAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14450000 | PA      | $14477007.05  | 0.39%             | 2033-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Prime Master Note Business Trust | FORTIVA RETAIL PRIME MASTER                                                                                                | CUSIP: 34990DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4624380.00   | 0.12%             | 2029-09-17      | Fixed         | 6.60%                 | No            |                  3 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                    | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   1720000 | PA      | $1840058.92   | 0.05%             | 2042-02-25      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                                    | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $9882495.65   | 0.26%             | 2042-04-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                                    | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |  11414308 | PA      | $11478716.92  | 0.31%             | 2044-03-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                                    | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   4649310 | PA      | $4670505.20   | 0.12%             | 2044-05-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                                    | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |   3266667 | PA      | $3280561.07   | 0.09%             | 2044-08-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                                    | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    989750 | PA      | $991486.62    | 0.03%             | 2045-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                         | Guggenheim Partners LLC 2024 Term Loan B                                                                                   | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8825314 | PA      | $8847377.13   | 0.24%             | 2031-11-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2018-GS10                                                                                     | CUSIP: 36250SAJ8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |  10008937 | PA      | $9880341.18   | 0.26%             | 2051-07-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                           | GFL Environmental Inc 2025 Term Loan B                                                                                     | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   3990000 | PA      | $3996663.30   | 0.11%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                      | GLS Auto Receivables Issuer Trust 2021-4                                                                                   | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3003153.30   | 0.08%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust               | GLS Auto Select Receivables Trust 2023-1                                                                                   | CUSIP: 36267FAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2118335.60   | 0.06%             | 2030-07-15      | Fixed         | 7.93%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust               | GLS Auto Select Receivables Trust 2023-2                                                                                   | CUSIP: 36269EAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5590000 | PA      | $5999326.63   | 0.16%             | 2031-02-18      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                      | GLS Auto Receivables Issuer Trust 2023-4                                                                                   | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2393000 | PA      | $2474920.53   | 0.07%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                  | Galaxy 31 Clo Ltd                                                                                                          | CUSIP: 36320HAS8<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4012456.00   | 0.11%             | 2038-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                            | Gallatin CLO X 2023-1 Ltd                                                                                                  | CUSIP: 36362MAS6<br>LEI: 984500E5ACG7837D0749 | Long             | ABS-CBDO         | CORP              | BM        |   3000000 | PA      | $3011676.00   | 0.08%             | 2036-10-14      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                            | Gallatin CLO X 2023-1 Ltd                                                                                                  | CUSIP: 36362MAU1<br>LEI: 984500E5ACG7837D0749 | Long             | ABS-CBDO         | CORP              | BM        |   4500000 | PA      | $4547587.50   | 0.12%             | 2036-10-14      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                  | Garnet CLO 2025-1 Ltd                                                                                                      | CUSIP: 36626AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10046230.00  | 0.27%             | 2037-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                  | Garnet CLO 2025-1 Ltd                                                                                                      | CUSIP: 36626AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18100000 | PA      | $18211387.40  | 0.49%             | 2037-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10013690.30  | 0.27%             | 2030-01-07      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                           | Kennedy Lewis CLO 2 Ltd                                                                                                    | CUSIP: 370910AG6<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5280754.50   | 0.14%             | 2037-10-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                           | Kennedy Lewis CLO 13 Ltd                                                                                                   | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   4950000 | PA      | $4950247.50   | 0.13%             | 2037-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                           | Kennedy Lewis CLO 4 Ltd                                                                                                    | CUSIP: 37148BAG5<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4271275.50   | 0.11%             | 2037-07-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                           | Kennedy Lewis CLO 6 Ltd                                                                                                    | CUSIP: 37148JAN3<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003112.00   | 0.03%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                           | Kennedy Lewis CLO 22 Ltd                                                                                                   | CUSIP: 37150DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6095958.00   | 0.16%             | 2038-07-20      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                            | Glencore Funding LLC                                                                                                       | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1745551.89   | 0.05%             | 2027-04-04      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                            | Glencore Funding LLC                                                                                                       | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2068420.70   | 0.06%             | 2026-10-01      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                      | GLS Auto Receivables Issuer Trust 2024-2                                                                                   | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4460000 | PA      | $4552470.96   | 0.12%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                      | GLS Auto Receivables Issuer Trust 2025-3                                                                                   | CUSIP: 37989YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5150000 | PA      | $5176016.77   | 0.14%             | 2031-06-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GC69<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20859000 | PA      | $21040601.79  | 0.56%             | 2031-01-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3877000 | PA      | $3910579.43   | 0.10%             | 2028-04-23      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1654506.90   | 0.04%             | 2028-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                 | Golub Capital Partners 48 LP                                                                                               | CUSIP: 38177DAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6900000 | PA      | $6970814.70   | 0.19%             | 2038-04-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                 | Golub Capital Partners CLO 68B Ltd                                                                                         | CUSIP: 38181PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2005496.00   | 0.05%             | 2038-07-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                 | Golub Capital Partners CLO 19B-R3 Ltd                                                                                      | CUSIP: 38181YAL0<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |   3050000 | PA      | $3067647.30   | 0.08%             | 2036-10-20      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding              | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                                                                  | CUSIP: 38410JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001024.60   | 0.03%             | 2027-03-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding              | Gracie Point International Funding 2025-1 LLC                                                                              | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14195000 | PA      | $14231323.59  | 0.38%             | 2028-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                           | GRAY OAK PIPELINE LLC DELAYED DRAW TERM LOAN                                                                               | CUSIP: 38937HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3500000 | PA      | $3496503.50   | 0.09%             | 2026-10-14      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust          | GreenSky Home Improvement Issuer Trust 2025-1                                                                              | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6275000 | PA      | $6424201.93   | 0.17%             | 2060-03-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                | GREYWOLF CLO VII Ltd                                                                                                       | CUSIP: 39809AAC2<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250558.75    | 0.01%             | 2031-10-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                | Greywolf CLO IV Ltd                                                                                                        | CUSIP: 39809TAY3<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   5800000 | PA      | $5804657.40   | 0.15%             | 2034-04-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                | Greywolf CLO IV Ltd                                                                                                        | CUSIP: 39809TBA4<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501982.50   | 0.07%             | 2034-04-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                                                                    | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1138887.31   | 0.03%             | 2028-03-01      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                                                                          | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5024545.95   | 0.13%             | 2029-03-03      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                  | HPS Loan Management 2021-16 Ltd                                                                                            | CUSIP: 40440XAQ4<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |  10900000 | PA      | $10921364.00  | 0.29%             | 2035-01-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                         | Halsey Point CLO I Ltd                                                                                                     | CUSIP: 406375BQ7<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1906454.30   | 0.05%             | 2037-10-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                         | Halseypoint CLO 7 LTD                                                                                                      | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |  20000000 | PA      | $20067980.00  | 0.53%             | 2038-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                         | HalseyPoint CLO 3 Ltd                                                                                                      | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7687000 | PA      | $7715518.77   | 0.21%             | 2037-07-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                         | HalseyPoint CLO 3 Ltd                                                                                                      | CUSIP: 40638UBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2518560.00   | 0.07%             | 2037-07-30      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                              | Harvest US CLO 2024-1 Ltd                                                                                                  | CUSIP: 41755WAJ9<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6527670.50   | 0.17%             | 2037-04-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                              | Harvest US CLO 2024-1 Ltd                                                                                                  | CUSIP: 41755XAA6<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7310421.50   | 0.19%             | 2037-04-18      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                              | Harvest US CLO 2024-3 Ltd                                                                                                  | CUSIP: 41756RAA8<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3029121.00   | 0.08%             | 2038-01-18      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                              | Harvest US CLO 2025-2 Ltd                                                                                                  | CUSIP: 41757PAJ2<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7601895.00   | 0.20%             | 2038-07-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Hayfin US XV, Ltd.                              | Hayfin US XV Ltd                                                                                                           | CUSIP: 420916AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5910000 | PA      | $5918717.25   | 0.16%             | 2037-04-28      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                             | Hilcorp Energy I LP Term Loan B                                                                                            | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   5667974 | PA      | $5682143.66   | 0.15%             | 2030-02-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                     | Honeywell International Inc Term Loan A1                                                                                   | CUSIP: 43852TCF0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | LON              | CORP              | US        |   2062500 | PA      | $2065078.13   | 0.06%             | 2027-05-07      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                     | Host Hotels & Resorts LP 2023 Term Loan A2                                                                                 | CUSIP: 44107UBN2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | LON              |  | US        |    917000 | PA      | $909549.38    | 0.02%             | 2028-01-04      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                  | HPS Loan Management 2024-19 Ltd                                                                                            | CUSIP: 442912AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5060260.00   | 0.13%             | 2037-04-15      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                  | HPS Loan Management 2023-18 Ltd                                                                                            | CUSIP: 442921AJ1<br>LEI: 529900BETGXDWYYWUE51 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2017670.00   | 0.05%             | 2039-07-20      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                  | HPS Loan Management 2024-19 Ltd                                                                                            | CUSIP: 442924AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9750000 | PA      | $9770475.00   | 0.26%             | 2037-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                        | HUDSON RIVER TRADING LLC 2026 REPRICED TERM LOAN B                                                                         | CUSIP: 44413EAK4<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |  10686078 | PA      | $10660484.93  | 0.28%             | 2030-03-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                        | Huntington National Bank/The                                                                                               | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   3777000 | PA      | $3780403.04   | 0.10%             | 2028-04-12      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                    | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                                     | CUSIP: 44644NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4595684 | PA      | $4716761.99   | 0.13%             | 2032-05-20      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                    | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                     | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6317849 | PA      | $6342079.77   | 0.17%             | 2032-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                    | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                     | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3189350 | PA      | $3209593.12   | 0.09%             | 2032-10-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                    | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                     | CUSIP: 44644NAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1960232 | PA      | $1985131.78   | 0.05%             | 2032-10-20      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | Hyundai Capital America                                                                                                    | CUSIP: 44891ADT1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9128323.53   | 0.24%             | 2030-03-27      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                  | ICG US CLO 2025-1 Ltd                                                                                                      | CUSIP: 448982AJ7<br>LEI: 213800BCHLSBMDBGXD58 | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8354428.50   | 0.22%             | 2038-07-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                  | ICG US CLO 2023-1 I Ltd                                                                                                    | CUSIP: 448989AG8<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |   6500000 | PA      | $6585546.50   | 0.18%             | 2038-07-18      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                  | ICG US CLO 2024-1 Ltd                                                                                                      | CUSIP: 44934DAA8<br>LEI: 213800SIU3X7HQWS6V84 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5010935.00   | 0.13%             | 2037-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                  | ICG US CLO 2024-R1 Ltd                                                                                                     | CUSIP: 44934XAG1<br>LEI: 21380029WPUQLKIPJJ57 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2274990.75   | 0.06%             | 2038-01-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                          | ILFC E-Capital Trust I                                                                                                     | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $891653.22    | 0.02%             | 2065-12-21      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                 | Invesco CLO 2022-3 Ltd                                                                                                     | CUSIP: 46146VAL3<br>LEI: 254900JVSF4JLNP9YV71 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1757407.75   | 0.05%             | 2037-10-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                 | Invesco US CLO 2024-2 Ltd                                                                                                  | CUSIP: 46148AAJ2<br>LEI: 213800I1JTG497RNQZ31 | Long             | ABS-CBDO         | CORP              | JE        |   3750000 | PA      | $3781803.75   | 0.10%             | 2037-07-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                 | Invesco US CLO 2024-3 Ltd                                                                                                  | CUSIP: 46148HAE8<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-CBDO         | CORP              | JE        |   3400000 | PA      | $3426010.00   | 0.09%             | 2037-07-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP       | Invitation Homes Operating Partnership LP 2024 Term Loan                                                                   | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |   4632000 | PA      | $4632000.00   | 0.12%             | 2028-09-09      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                     | Island Finance Trust 2025-1                                                                                                | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6910000 | PA      | $7000083.60   | 0.19%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                                                                        | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1978480.99   | 0.05%             | 2028-07-22      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                                                                        | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5017272.50   | 0.13%             | 2029-01-24      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO          | JW Commercial Mortgage Trust 2024-MRCO                                                                                     | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1304796.48   | 0.03%             | 2039-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                        | Jackson National Life Global Funding                                                                                       | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2172917.92   | 0.06%             | 2028-01-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                           | Jane Street Group LLC 2024 Term Loan B1                                                                                    | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   6061785 | PA      | $6025414.07   | 0.16%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 47 Ltd                                                                                                             | CUSIP: 48190EAA6<br>LEI: 254900X4Y2IUWMENHX76 | Long             | ABS-CBDO         | CORP              | KY        |   1510000 | PA      | $1543215.47   | 0.04%             | 2038-01-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 18 Ltd                                                                                                             | CUSIP: 48251JAW3<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10022840.00  | 0.27%             | 2035-10-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 18 Ltd                                                                                                             | CUSIP: 48251JAY9<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4506754.50   | 0.12%             | 2035-10-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 23 Ltd                                                                                                             | CUSIP: 48252YAS8<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251613.75   | 0.03%             | 2031-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 28 LTD                                                                                                             | CUSIP: 48253WAW2<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |   7050000 | PA      | $7062725.25   | 0.19%             | 2035-02-09      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 29 Ltd                                                                                                             | CUSIP: 48254GAN6<br>LEI: 5493000WWM0GGYYSIJ83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003706.00   | 0.03%             | 2037-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 36 Ltd                                                                                                             | CUSIP: 48255AAL2<br>LEI: 25490057CIZ1GI9ZCN22 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252670.00   | 0.03%             | 2034-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 36 Ltd                                                                                                             | CUSIP: 48255AAN8<br>LEI: 25490057CIZ1GI9ZCN22 | Long             | ABS-CBDO         | CORP              | KY        |   9120000 | PA      | $9147022.56   | 0.24%             | 2034-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 42 Ltd                                                                                                             | CUSIP: 48255EAN0<br>LEI: 25490002X2XBS4OKP051 | Long             | ABS-CBDO         | CORP              | KY        |   6100000 | PA      | $6107936.10   | 0.16%             | 2034-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 56 Ltd                                                                                                             | CUSIP: 48256HAA0<br>LEI: 254900BBJPGN777LWF70 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $254537.25    | 0.01%             | 2037-10-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 51 Ltd                                                                                                             | CUSIP: 48256NAE9<br>LEI: 2549007XGN8DQWK7JV59 | Long             | ABS-CBDO         | CORP              | JE        |   4300000 | PA      | $4320592.70   | 0.12%             | 2037-10-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 54 LTD                                                                                                             | CUSIP: 48256VAA9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4016848.00   | 0.11%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 61 LTD                                                                                                             | CUSIP: 48257CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5013270.00   | 0.13%             | 2037-07-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 61 LTD                                                                                                             | CUSIP: 48257CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12480000 | PA      | $12513096.96  | 0.33%             | 2037-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR CLO 61 LTD                                                                                                             | CUSIP: 48257CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2980000 | PA      | $2996854.88   | 0.08%             | 2037-07-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                           | KKR Clo 32 Ltd                                                                                                             | CUSIP: 482937AC3<br>LEI: 5493004Y6G18HN4CQ515 | Long             | ABS-CBDO         | CORP              | KY        |   2140000 | PA      | $2147059.86   | 0.06%             | 2037-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO I Ltd                                                                                                          | CUSIP: 48585JAL4<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | JE        |  17000000 | PA      | $17059279.00  | 0.45%             | 2039-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO II Ltd                                                                                                         | CUSIP: 485861AA6<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $507381.00    | 0.01%             | 2037-04-20      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO II Ltd                                                                                                         | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |   7960000 | PA      | $7971319.12   | 0.21%             | 2037-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Kinetic Advantage Master Owner Trust            | Kinetic Advantage Master Owner Trust                                                                                       | CUSIP: 49462DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3485000 | PA      | $3515054.99   | 0.09%             | 2029-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                         | Korea National Oil Corp                                                                                                    | CUSIP: 50065LAK6<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    302000 | PA      | $303999.98    | 0.01%             | 2027-09-30      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                      | LAD Auto Receivables Trust 2023-3                                                                                          | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8900000 | PA      | $9066948.87   | 0.24%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                      | LAD Auto Receivables Trust 2023-3                                                                                          | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1132702.56   | 0.03%             | 2030-12-16      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 33 Ltd                                                                                                                 | CUSIP: 50202CAL8<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5008110.00   | 0.13%             | 2034-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 34 Ltd                                                                                                                 | CUSIP: 50203CAG8<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3208172.80   | 0.09%             | 2034-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                      | LAD Auto Receivables Trust 2023-1                                                                                          | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728000 | PA      | $737061.42    | 0.02%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                          | Lendmark Funding Trust 2025-1                                                                                              | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5197271.00   | 0.14%             | 2034-09-20      | Fixed         | 8.91%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                                                                   | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5032144.50   | 0.13%             | 2028-11-26      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                                                                   | CUSIP: 53944YBF9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  17660000 | PA      | $17730882.65  | 0.47%             | 2031-11-04      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                 | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8030000 | PA      | $8051387.91   | 0.21%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                   | Lowes Cos Inc Delayed Draw Term Loan                                                                                       | CUSIP: 54865PAX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | LON              | CORP              | US        |  10000000 | PA      | $9962500.00   | 0.27%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                            | MAD Commercial Mortgage Trust 2025-11MD                                                                                    | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5925000 | PA      | $5982248.54   | 0.16%             | 2042-10-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC 2025 Repriced Term Loan                                                                                    | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   4487822 | PA      | $4502205.25   | 0.12%             | 2032-11-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding LVIII Ltd                                                                                             | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6360000 | PA      | $6395755.92   | 0.17%             | 2037-04-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding LXII Ltd                                                                                              | CUSIP: 55817HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5200000 | PA      | $5228340.00   | 0.14%             | 2038-07-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XLII Ltd                                                                                              | CUSIP: 55822RAF7<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6512233.00   | 0.17%             | 2030-11-21      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding LXXIII Ltd                                                                                            | CUSIP: 55823HAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8788307.50   | 0.23%             | 2038-10-17      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXXI Ltd                                                                                                         | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   6475000 | PA      | $6485036.25   | 0.17%             | 2034-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Man US CLO Ltd                                  | Man US CLO 2024-1 Ltd                                                                                                      | CUSIP: 56167CAJ3<br>LEI: 2549007JRE3Q11AV7970 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1512190.50   | 0.04%             | 2037-07-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Man US CLO Ltd                                  | Man US CLO 2024-1 Ltd                                                                                                      | CUSIP: 56167DAA0<br>LEI: 2549007JRE3Q11AV7970 | Long             | ABS-CBDO         | CORP              | JE        |   2520000 | PA      | $2562895.44   | 0.07%             | 2037-07-20      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| Marble Point CLO                                | Marble Point CLO XXII Ltd                                                                                                  | CUSIP: 56606GAL8<br>LEI: 549300MZC31PBFF01E87 | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4806974.40   | 0.13%             | 2034-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                           | Marble Point CLO XV Ltd                                                                                                    | CUSIP: 56606YBA2<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   6390000 | PA      | $6394332.42   | 0.17%             | 2032-07-23      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                  | Mariner Finance Issuance Trust 2025-A                                                                                      | CUSIP: 567920AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5960689.20   | 0.16%             | 2038-05-20      | Fixed         | 8.64%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                  | Mariner Finance Issuance Trust 2024-A                                                                                      | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7784000 | PA      | $8038935.34   | 0.21%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                       | Menlo CLO I Ltd                                                                                                            | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |  13750000 | PA      | $13787716.25  | 0.37%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust      | Mercury Financial Credit Card Master Trust                                                                                 | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10190000 | PA      | $10226628.97  | 0.27%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust      | Mercury Financial Credit Card Master Trust                                                                                 | CUSIP: 58940BBG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8950000 | PA      | $8817762.50   | 0.23%             | 2031-12-22      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                             | Midocean Credit CLO XV Ltd                                                                                                 | CUSIP: 59801FAE3<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003130.00   | 0.03%             | 2037-07-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                             | Midocean Credit CLO XV Ltd                                                                                                 | CUSIP: 59801GAA9<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |   2750000 | PA      | $2774513.50   | 0.07%             | 2037-07-21      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                             | MidOcean Credit CLO XII Ltd                                                                                                | CUSIP: 59804HAG1<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |    740000 | PA      | $741373.44    | 0.02%             | 2038-07-18      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                          | Morgan Stanley Bank NA                                                                                                     | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803137.84    | 0.02%             | 2028-05-26      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                                                             | CUSIP: 61747YFW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6085311.78   | 0.16%             | 2029-04-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                                                             | CUSIP: 61748UAJ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10055074.90  | 0.27%             | 2029-10-18      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                               | Mountain View CLO XVIII Ltd                                                                                                | CUSIP: 623908AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3482298.90   | 0.09%             | 2037-10-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                               | Mountain View CLO 2016-1 LLC                                                                                               | CUSIP: 62432FAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3266698.50   | 0.09%             | 2033-04-14      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                               | Mountain View CLO XVI Ltd                                                                                                  | CUSIP: 62432UBJ9<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2490606.30   | 0.07%             | 2038-03-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                  | Murphy USA Inc Term Loan B                                                                                                 | CUSIP: 62675KAB5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | LON              | CORP              | US        |   3196988 | PA      | $3230955.49   | 0.09%             | 2032-04-07      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                  | NRG Energy Inc 2024 Term Loan                                                                                              | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |  13043332 | PA      | $13074310.00  | 0.35%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                | NTT Finance Corp                                                                                                           | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   6000000 | PA      | $6105882.84   | 0.16%             | 2030-07-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909          | NYC Commercial Mortgage Trust 2026-1PARK                                                                                   | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8300000 | PA      | $8307055.00   | 0.22%             | 2043-02-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Nassau LTD                                      | Nassau 2021-I Ltd                                                                                                          | CUSIP: 631704AH6<br>LEI: 5493000NDRKPTT45F149 | Long             | ABS-CBDO         | CORP              | KY        |  14750000 | PA      | $14750899.75  | 0.39%             | 2034-08-26      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Nassau LTD                                      | Nassau 2021-I Ltd                                                                                                          | CUSIP: 631704AM5<br>LEI: 5493000NDRKPTT45F149 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1050290.85   | 0.03%             | 2034-08-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                         | National Australia Bank Ltd                                                                                                | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    781000 | PA      | $784752.61    | 0.02%             | 2027-10-26      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                                                                          | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201814.83    | 0.01%             | 2028-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                             | NatWest Markets PLC                                                                                                        | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5528000 | PA      | $5585178.98   | 0.15%             | 2029-05-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                             | NatWest Markets PLC                                                                                                        | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3959000 | PA      | $3988762.14   | 0.11%             | 2028-03-21      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                           | Navesink CLO 2 Ltd                                                                                                         | CUSIP: 63942YAQ7<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |   8700000 | PA      | $8706316.20   | 0.23%             | 2036-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                           | Navesink Clo 3 Ltd                                                                                                         | CUSIP: 63943JAA4<br>LEI: 254900HE1XRTECV6VU64 | Long             | ABS-CBDO         | CORP              | KY        |   5630000 | PA      | $5637195.14   | 0.15%             | 2037-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                           | Navesink Clo 3 Ltd                                                                                                         | CUSIP: 63943JAC0<br>LEI: 254900HE1XRTECV6VU64 | Long             | ABS-CBDO         | CORP              | KY        |   5400000 | PA      | $5406901.20   | 0.14%             | 2037-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                           | Navesink Clo 4 Ltd                                                                                                         | CUSIP: 63943UAA9<br>LEI: 254900NULUM27L7QZU33 | Long             | ABS-CBDO         | CORP              | KY        |   4420000 | PA      | $4446674.70   | 0.12%             | 2037-10-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers CLO 55 Ltd                                                                                  | CUSIP: 640969AC5<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-CBDO         | CORP              | JE        |  14000000 | PA      | $14027762.00  | 0.37%             | 2038-04-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman CLO XVII Ltd                                                                                              | CUSIP: 64129VAQ6<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1014387.00   | 0.03%             | 2038-07-22      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers CLO 28 Ltd                                                                                  | CUSIP: 64130QAL5<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2033936.00   | 0.05%             | 2038-10-20      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman CLO XXII Ltd                                                                                              | CUSIP: 64131BAS2<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007966.00   | 0.05%             | 2038-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers CLO 34 Ltd                                                                                  | CUSIP: 64132YBN1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5056865.00   | 0.13%             | 2039-07-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers Clo 50 Ltd                                                                                  | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   4750000 | PA      | $4754973.25   | 0.13%             | 2036-07-23      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman CLO 32R Ltd                                                                                               | CUSIP: 64135XAA9<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |  26000000 | PA      | $26083928.00  | 0.70%             | 2039-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                         | NGC 2024-I Ltd                                                                                                             | CUSIP: 652927AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4054128.00   | 0.11%             | 2037-07-20      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                         | NGC CLO 2 LTD                                                                                                              | CUSIP: 652942AJ2<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7023009.00   | 0.19%             | 2038-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                         | NGC CLO 2 LTD                                                                                                              | CUSIP: 652942AN3<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | KY        |   5700000 | PA      | $5761143.90   | 0.15%             | 2038-04-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                   | 1988 CLO 1 Ltd                                                                                                             | CUSIP: 653937AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8270000 | PA      | $8286746.75   | 0.22%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                         | Nissan Motor Acceptance Co LLC                                                                                             | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   5416000 | PA      | $5393553.01   | 0.14%             | 2027-09-13      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                          | Northwoods Capital 22 Ltd                                                                                                  | CUSIP: 66858HBG0<br>LEI: 254900SOJIZYDV6U1V46 | Long             | ABS-CBDO         | CORP              | KY        |   5360000 | PA      | $5407114.40   | 0.14%             | 2031-09-16      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                     | Continental Finance Credit Card ABS Master Trust                                                                           | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13951000 | PA      | $14126179.92  | 0.38%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                        | NRTH Commercial Mortgage Trust 2025-PARK                                                                                   | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2540000 | PA      | $2551429.49   | 0.07%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                     | Ocp Clo 2024-33 Ltd                                                                                                        | CUSIP: 671080AC3<br>LEI: 213800MSZWCRHL4TG372 | Long             | ABS-CBDO         | CORP              | JE        |  12000000 | PA      | $12026460.00  | 0.32%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                        | OHA Credit Funding 17 Ltd                                                                                                  | CUSIP: 67109SAG2<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |   1720000 | PA      | $1727273.88   | 0.05%             | 2037-04-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                     | OCP Clo 2019-17 Ltd                                                                                                        | CUSIP: 67113LAY2<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1754838.75   | 0.05%             | 2037-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                   | OFSI BSL CLO XIII Ltd                                                                                                      | CUSIP: 67118VAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5037765.00   | 0.13%             | 2037-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                   | OFSI BSL XIV CLO Ltd                                                                                                       | CUSIP: 67119GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3770602.50   | 0.10%             | 2037-07-20      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                         | OHA Credit Partners XVII Ltd                                                                                               | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3423000 | PA      | $3435422.07   | 0.09%             | 2038-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                   | OFSI BSL XV CLO Ltd                                                                                                        | CUSIP: 67121QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10125300.00  | 0.27%             | 2038-03-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                 | Oaktree CLO 2021-2 Ltd                                                                                                     | CUSIP: 67389BAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997846.00   | 0.05%             | 2035-01-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                 | Oaktree CLO 2022-3 Ltd                                                                                                     | CUSIP: 67401WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2521597.50   | 0.07%             | 2037-10-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                | Ocean Trails CLO XV Ltd                                                                                                    | CUSIP: 67515BAU6<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   6675000 | PA      | $6688309.95   | 0.18%             | 2039-01-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                | Ocean Trails CLO XV Ltd                                                                                                    | CUSIP: 67515BAW2<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001966.00   | 0.03%             | 2039-01-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                | Ocean Trails CLO XIV Ltd                                                                                                   | CUSIP: 67515JAS4<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | JE        |   4900000 | PA      | $4913475.00   | 0.13%             | 2038-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                | Ocean Trails CLO XVII Ltd                                                                                                  | CUSIP: 67516JAD6<br>LEI: 254900KM4PPG4IPSWJ70 | Long             | ABS-CBDO         | CORP              | KY        |   3050000 | PA      | $3087731.55   | 0.08%             | 2038-03-20      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                     | OCP CLO 2024-31 Ltd                                                                                                        | CUSIP: 67570AAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001428.00   | 0.03%             | 2037-04-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                     | OCP CLO 2024-32 Ltd                                                                                                        | CUSIP: 67570DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5074610.00   | 0.14%             | 2037-04-23      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                        | Octane Receivables Trust 2023-1                                                                                            | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4057044.80   | 0.11%             | 2029-09-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                        | Octane Receivables Trust 2023-1                                                                                            | CUSIP: 67571BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2097727.60   | 0.06%             | 2030-08-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 42, Ltd.            | Octagon Investment Partners 42 Ltd                                                                                         | CUSIP: 67576PBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506427.50   | 0.04%             | 2037-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                        | OHA Credit Funding 18 Ltd                                                                                                  | CUSIP: 67706JAA2<br>LEI: 254900NGFKJYUCJCAJ59 | Long             | ABS-CBDO         | CORP              | BM        |  10300000 | PA      | $10329076.90  | 0.28%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                        | OHA Credit Funding 18 Ltd                                                                                                  | CUSIP: 67706JAL8<br>LEI: 254900NGFKJYUCJCAJ59 | Long             | ABS-CBDO         | CORP              | BM        |   1760000 | PA      | $1770718.40   | 0.05%             | 2037-04-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                        | OHA Credit Funding 18 Ltd                                                                                                  | CUSIP: 67706KAA9<br>LEI: 254900NGFKJYUCJCAJ59 | Long             | ABS-CBDO         | CORP              | BM        |   2500000 | PA      | $2532475.00   | 0.07%             | 2037-04-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                         | ONE 2021-PARK Mortgage Trust                                                                                               | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7889424 | PA      | $7878390.64   | 0.21%             | 2036-03-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                              | 1301 Trust 2025-AOA                                                                                                        | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6700000 | PA      | $6812377.09   | 0.18%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                   | 1988 CLO 4 Ltd                                                                                                             | CUSIP: 68252EAJ0<br>LEI: 2549000NTXDB3VOXDV92 | Long             | ABS-CBDO         | CORP              | KY        |   2560000 | PA      | $2563573.76   | 0.07%             | 2037-04-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                   | 1988 CLO 5 Ltd                                                                                                             | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003376.00   | 0.03%             | 2037-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                | OneMain Financial Issuance Trust 2023-1                                                                                    | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8383000 | PA      | $8648979.18   | 0.23%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                                                             | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2660000 | PA      | $2673863.92   | 0.07%             | 2042-06-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                                                                | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5177000 | PA      | $5093038.28   | 0.14%             | 2028-08-03      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                    | Organon & Co 2024 USD Term Loan                                                                                            | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   8000000 | PA      | $7770000.00   | 0.21%             | 2031-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                  | OWN Equipment Fund I LLC                                                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5703125 | PA      | $5788518.99   | 0.15%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                  | OWN Equipment Fund I LLC                                                                                                   | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1607646 | PA      | $1629327.29   | 0.04%             | 2032-12-20      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 Ltd.                                  | PPM CLO 3 Ltd                                                                                                              | CUSIP: 69355EAU9<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1402655.80   | 0.04%             | 2034-07-17      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                                                            | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9040000 | PA      | $9076059.20   | 0.24%             | 2042-12-18      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2025-12 Ltd                                                                                                            | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5117533.80   | 0.14%             | 2042-12-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                   | PPM CLO 6-R Ltd                                                                                                            | CUSIP: 693975AE4<br>LEI: 2549003CULWUB4AA0151 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5024060.00   | 0.13%             | 2037-01-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust     | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                                         | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6950000 | PA      | $7010446.93   | 0.19%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya Ai Debt Trust 2025-Rev1                                                                                             | CUSIP: 69545NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15025000 | PA      | $15044724.82  | 0.40%             | 2035-08-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2018-2 Ltd                                                                                               | CUSIP: 69688MAS4<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5019545.00   | 0.13%             | 2037-04-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2022-5 Ltd                                                                                               | CUSIP: 69702MAL1<br>LEI: 5493000CBHK29MHGBX67 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1506045.00   | 0.04%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                    | Parallel 2023-1 Ltd                                                                                                        | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5720000 | PA      | $5734963.52   | 0.15%             | 2036-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                               | Park Blue CLO 2022-1 Ltd                                                                                                   | CUSIP: 70016WAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9050000 | PA      | $9088589.20   | 0.24%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                               | PARK BLUE CLO 2023-III LTD                                                                                                 | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4015240.00   | 0.11%             | 2037-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                               | PARK BLUE CLO 2023-III LTD                                                                                                 | CUSIP: 70019AAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12250000 | PA      | $12313565.25  | 0.33%             | 2038-04-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                         | Peloton Interactive Inc 2024 Term Loan B                                                                                   | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |   5914951 | PA      | $5994448.41   | 0.16%             | 2029-05-30      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust            | Perimeter Master Note Business Trust                                                                                       | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7522513.50   | 0.20%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2026-13 Ltd                                                                                                            | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3550000 | PA      | $3566764.17   | 0.10%             | 2043-08-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                  | Pikes Peak Clo 16 Ltd                                                                                                      | CUSIP: 72132EAA7<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1906271.90   | 0.05%             | 2037-07-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                  | Pikes Peak CLO 3                                                                                                           | CUSIP: 72132UBA0<br>LEI: 254900Y8O8REGL3BZS62 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1902346.50   | 0.05%             | 2034-10-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                  | Pikes Peak CLO 6                                                                                                           | CUSIP: 72132YBE4<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6256906.25   | 0.17%             | 2034-05-18      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Polus US CLO Ltd                                | POLUS US CLO I Ltd                                                                                                         | CUSIP: 73163EAL3<br>LEI: 254900NPT7G7FAJXZS09 | Long             | ABS-CBDO         | CORP              | BM        |   2800000 | PA      | $2816738.40   | 0.08%             | 2037-10-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Polus US CLO Ltd                                | POLUS US CLO I Ltd                                                                                                         | CUSIP: 73163HAA0<br>LEI: 254900NPT7G7FAJXZS09 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2024942.00   | 0.05%             | 2037-10-20      | Floating      | 11.01%                | No            |                  2 | On Loan: No      |
| Post CLO LTD                                    | Post CLO 2021-1 LTD                                                                                                        | CUSIP: 73742FAL0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10011110.00  | 0.27%             | 2034-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                    | Post CLO VI Ltd                                                                                                            | CUSIP: 73742RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003750.00   | 0.03%             | 2038-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                    | Post CLO 2018-1 Ltd                                                                                                        | CUSIP: 73742VAE1<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1025953.00   | 0.03%             | 2037-10-16      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| Post CLO LTD                                    | Post CLO 2024-1 Ltd                                                                                                        | CUSIP: 73743EAE8<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015235.00   | 0.13%             | 2037-04-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                    | Post CLO 2024-1 Ltd                                                                                                        | CUSIP: 73743EAG3<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5020190.00   | 0.13%             | 2037-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                     | Post Road Equipment Finance 2025-1 LLC                                                                                     | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5350000 | PA      | $5456715.38   | 0.15%             | 2032-05-17      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                 | Prestige Auto Receivables Trust 2025-1                                                                                     | CUSIP: 74113UAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8229000 | PA      | $8227480.10   | 0.22%             | 2028-11-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                 | Prestige Auto Receivables Trust 2023-2                                                                                     | CUSIP: 74113VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1954272 | PA      | $1954627.20   | 0.05%             | 2027-12-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                          | RR 5 Ltd                                                                                                                   | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003350.00   | 0.03%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                          | RR 34 LTD                                                                                                                  | CUSIP: 74988XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1010489.00   | 0.03%             | 2039-10-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                          | RR 28 Ltd                                                                                                                  | CUSIP: 74989QAA0<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $506297.50    | 0.01%             | 2037-04-15      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                     | Rad CLO 16 Ltd                                                                                                             | CUSIP: 75009LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5022190.00   | 0.13%             | 2037-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                     | Rad CLO 6 Ltd                                                                                                              | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2630000 | PA      | $2641130.16   | 0.07%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Rand Parent, LLC                                | Rand Parent LLC 2025 Term Loan B                                                                                           | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5259375 | PA      | $5277440.61   | 0.14%             | 2030-03-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach ABS Trust 2025-1                                                                                                     | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498959 | PA      | $500426.68    | 0.01%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                 | Recette Clo Ltd                                                                                                            | CUSIP: 75620TBH0<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004355.00   | 0.13%             | 2034-04-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                    | Red Oak Funding Master Trust                                                                                               | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13335000 | PA      | $13373532.82  | 0.36%             | 2030-12-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                         | Regatta 32 Funding Ltd                                                                                                     | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5028520.00   | 0.13%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Regatta XXI Funding Ltd                         | Regatta XXI Funding Ltd                                                                                                    | CUSIP: 75889JAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507089.00   | 0.04%             | 2037-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                 | Republic Finance Issuance Trust 2024-A                                                                                     | CUSIP: 76041RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6383536.12   | 0.17%             | 2032-08-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                 | Republic Finance Issuance Trust 2024-B                                                                                     | CUSIP: 76042GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2048695.60   | 0.05%             | 2037-11-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                 | Republic Finance Issuance Trust 2024-B                                                                                     | CUSIP: 76042GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10115000 | PA      | $10410030.27  | 0.28%             | 2037-11-20      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                  | Reynolds Consumer Products LLC 2025 Term Loan B                                                                            | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |   4593318 | PA      | $4632361.19   | 0.12%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                           | Rio Tinto Finance USA PLC                                                                                                  | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1844000 | PA      | $1859627.81   | 0.05%             | 2028-03-14      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                               | Riserva Clo Ltd                                                                                                            | CUSIP: 76761RBG3<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1302286.70   | 0.03%             | 2034-01-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                          | Rockford Tower CLO 2025-1 Ltd                                                                                              | CUSIP: 77341BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2570000 | PA      | $2526829.14   | 0.07%             | 2038-03-31      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                          | Rockford Tower CLO 2021-3 Ltd                                                                                              | CUSIP: 77341NAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2262726.00   | 0.06%             | 2038-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                          | Rockford Tower CLO 2024-1 Ltd                                                                                              | CUSIP: 77342CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2528285.00   | 0.07%             | 2037-04-20      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                           | Rockland Park CLO Ltd                                                                                                      | CUSIP: 77366PAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5036340.00   | 0.13%             | 2038-07-20      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                  | Romark CLO - IV Ltd                                                                                                        | CUSIP: 77588LAN1<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5103019.20   | 0.14%             | 2034-07-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                            | SCG Trust 2025-SNIP                                                                                                        | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3340000 | PA      | $3358812.88   | 0.09%             | 2042-09-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                 | SEB Funding LLC                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4961565 | PA      | $4955544.14   | 0.13%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                         | SCF Equipment Leasing 2025-1 LLC                                                                                           | CUSIP: 78437DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3338638.08   | 0.09%             | 2035-11-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                     | SBNA Auto Receivables Trust 2024-A                                                                                         | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6030000 | PA      | $6144316.74   | 0.16%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                     | SBNA Auto Receivables Trust 2024-A                                                                                         | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4860000 | PA      | $5043379.46   | 0.13%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                     | SBNA Auto Receivables Trust 2025-SF1                                                                                       | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9303050.60   | 0.25%             | 2031-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                     | SBNA Auto Receivables Trust 2025-SF1                                                                                       | CUSIP: 78437XAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2773719.30   | 0.07%             | 2031-10-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                  | SWCH Commercial Mortgage Trust 2025-DATA                                                                                   | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $8451487.95   | 0.23%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                         | Sagard-Halseypoint Clo 8 Ltd                                                                                               | CUSIP: 78662AAE2<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |   5625000 | PA      | $5644091.25   | 0.15%             | 2038-01-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                         | Sagard-Halseypoint Clo 9 Ltd                                                                                               | CUSIP: 78662EAC8<br>LEI: 254900XOQCO9R6J0SO60 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3018399.00   | 0.08%             | 2038-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                         | Sagard-Halseypoint Clo 9 Ltd                                                                                               | CUSIP: 78662EAE4<br>LEI: 254900XOQCO9R6J0SO60 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007807.00   | 0.03%             | 2038-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak, Ltd                             | Sandstone Peak III Ltd                                                                                                     | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3507203.00   | 0.09%             | 2037-04-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak, Ltd                             | Sandstone Peak III Ltd                                                                                                     | CUSIP: 799928AL0<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |   1780000 | PA      | $1782600.58   | 0.05%             | 2037-04-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                             | Sandstone Peak Ltd                                                                                                         | CUSIP: 800130AS5<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252350.00   | 0.03%             | 2034-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                      | Sandstone Peak II Ltd                                                                                                      | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10034010.00  | 0.27%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                      | Sandstone Peak II Ltd                                                                                                      | CUSIP: 80013TAU7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5033535.00   | 0.13%             | 2038-07-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes         | Santander Bank Auto Credit-Linked Notes Series 2022-A                                                                      | CUSIP: 80290CAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    989237 | PA      | $992272.27    | 0.03%             | 2032-05-15      | Fixed         | 12.66%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes         | Santander Bank Auto Credit-Linked Notes Series 2022-B                                                                      | CUSIP: 80290CBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745992 | PA      | $754163.25    | 0.02%             | 2032-08-16      | Fixed         | 14.55%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes         | Santander Bank Auto Credit-Linked Notes Series 2022-C                                                                      | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1738411 | PA      | $1766630.28   | 0.05%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust 2025-4                                                                              | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10105000 | PA      | $10158794.98  | 0.27%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust 2023-4                                                                              | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2860000 | PA      | $2940412.90   | 0.08%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Saratoga Investment Corp CLO Ltd                | Saratoga Investment Corp Senior Loan Fund 2022-1 Ltd                                                                       | CUSIP: 80349PAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007458.00   | 0.08%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Saratoga Investment Corp CLO Ltd                | Saratoga Investment Corp Senior Loan Fund 2022-1 Ltd                                                                       | CUSIP: 80349PAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5763495.25   | 0.15%             | 2037-10-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Saratoga Investment Corp CLO Ltd                | Saratoga Investment Corp Senior Loan Fund 2022-1 Ltd                                                                       | CUSIP: 80349PAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4007868.00   | 0.11%             | 2037-10-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust         | Securitized Term Auto Receivables Trust                                                                                    | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   2862268 | PA      | $2927795.56   | 0.08%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                               | 720 East CLO 2022-I Ltd                                                                                                    | CUSIP: 81785CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003746.00   | 0.05%             | 2038-01-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                              | Shackleton 2019-XIV Clo Ltd                                                                                                | CUSIP: 81880XAW2<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2806098.40   | 0.07%             | 2034-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                      | SHRN Trust 2025-MF18                                                                                                       | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10024728.00  | 0.27%             | 2040-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC               | Sierra Timeshare 2024-3 Receivables Funding LLC                                                                            | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1637238 | PA      | $1651653.69   | 0.04%             | 2041-08-20      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                            | Signal Peak CLO 5 Ltd                                                                                                      | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4613280.20   | 0.12%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                            | Signal Peak CLO 7 Ltd                                                                                                      | CUSIP: 82671EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3521294.00   | 0.09%             | 2037-10-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point CLO 10 Ltd                                                                                                    | CUSIP: 827920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5135000 | PA      | $5159997.18   | 0.14%             | 2038-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point CLO 10 Ltd                                                                                                    | CUSIP: 827920AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4521010.50   | 0.12%             | 2038-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point CLO 6 Ltd                                                                                                     | CUSIP: 82808NAA9<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |   3550000 | PA      | $3596288.45   | 0.10%             | 2037-10-15      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point Clo 4 Ltd                                                                                                     | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |  20320000 | PA      | $20364704.00  | 0.54%             | 2037-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point Clo 4 Ltd                                                                                                     | CUSIP: 82809EAG5<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |    900000 | PA      | $907691.40    | 0.02%             | 2037-04-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point CLO 9 Ltd                                                                                                     | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11559823.00  | 0.31%             | 2038-03-31      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point CLO 9 Ltd                                                                                                     | CUSIP: 82809VAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2532267.50   | 0.07%             | 2038-03-31      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                           | Silver Point CLO 9 Ltd                                                                                                     | CUSIP: 82810LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2039146.00   | 0.05%             | 2038-03-31      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                      | Sixth Street CLO XXI Ltd                                                                                                   | CUSIP: 83011PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505259.00   | 0.04%             | 2037-10-21      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                      | Sixth Street CLO XV Ltd                                                                                                    | CUSIP: 83012BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506684.00   | 0.04%             | 2037-10-24      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                      | Sixth Street CLO XVI Ltd                                                                                                   | CUSIP: 83012DAY9<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000150.00   | 0.08%             | 2037-01-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                      | Sixth Street CLO XVI Ltd                                                                                                   | CUSIP: 83012EAE1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000250.00   | 0.13%             | 2037-01-20      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                      | Sixth Street CLO VIII Ltd                                                                                                  | CUSIP: 83012VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2380950 | PA      | $2383692.85   | 0.06%             | 2034-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                                                                        | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    710000 | PA      | $713474.37    | 0.02%             | 2027-02-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                 | Solstice Advanced Materials Inc Term Loan B                                                                                | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |   4000000 | PA      | $4023760.00   | 0.11%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A             | Sotheby's Artfi Master Trust                                                                                               | CUSIP: 83589CAB4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   5223000 | PA      | $5223947.45   | 0.14%             | 2031-12-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                     | Sotheby's Artfi Master Trust                                                                                               | CUSIP: 83589DAB2<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |  22775000 | PA      | $22853505.43  | 0.61%             | 2033-06-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point Clo 2024-4 Ltd                                                                                                 | CUSIP: 835932AE4<br>LEI: 254900UXN7ENP4VJ9L26 | Long             | ABS-CBDO         | CORP              | JE        |   1300000 | PA      | $1306128.20   | 0.03%             | 2037-07-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point Clo 2024-3 Ltd                                                                                                 | CUSIP: 835937AG8<br>LEI: 254900ONWQ51D1IGDN52 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2005028.00   | 0.05%             | 2037-02-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point Clo 2024-6 Ltd                                                                                                 | CUSIP: 83617JAJ8<br>LEI: 254900XHQ73AT2SOPY37 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5043640.00   | 0.13%             | 2038-01-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                          | Standard Chartered PLC                                                                                                     | CUSIP: 85325C2M3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10021257.20  | 0.27%             | 2030-01-13      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                      | FIXED INC CLEARING CORP.REPO                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  13164455 | PA      | $13164454.56  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                            | Steele Creek CLO 2022-1 Ltd                                                                                                | CUSIP: 85816FAW1<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11030910.00  | 0.29%             | 2038-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                 | Stream Innovations 2024-2 Issuer Trust                                                                                     | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4233840 | PA      | $4285889.24   | 0.11%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                 | Stream Innovations 2025-1 Issuer Trust                                                                                     | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4554827 | PA      | $4602929.81   | 0.12%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust               | Sunbit Asset Securitization Trust 2025-1                                                                                   | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7170000 | PA      | $7196936.97   | 0.19%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                               | Surf Holdings LLC 2025 Incremental Term Loan                                                                               | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4000000 | PA      | $3971760.00   | 0.11%             | 2027-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                     | Surgery Center Holdings Inc 2025 Term Loan B                                                                               | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   2493734 | PA      | $2500442.49   | 0.07%             | 2030-12-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                     | Swedbank AB                                                                                                                | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1824000 | PA      | $1850751.73   | 0.05%             | 2029-11-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                           | Sycamore Tree CLO 2023-2 Ltd                                                                                               | CUSIP: 87122CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009408.00   | 0.08%             | 2037-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                           | Sycamore Tree CLO 2023-2 Ltd                                                                                               | CUSIP: 87122EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6015906.00   | 0.16%             | 2037-01-20      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                           | Sycamore Tree CLO 2023-3 Ltd                                                                                               | CUSIP: 87122FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7410000 | PA      | $7437772.68   | 0.20%             | 2037-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                           | Sycamore Tree CLO 2023-3 Ltd                                                                                               | CUSIP: 87122FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5773925.75   | 0.15%             | 2037-04-20      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                           | Sycamore Tree CLO 2025-6 Ltd                                                                                               | CUSIP: 87122HAE2<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2558881.65   | 0.07%             | 2038-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                           | Sycamore Tree CLO 2025-7 Ltd                                                                                               | CUSIP: 87122LAA1<br>LEI: 2138001WII41ZXUQO254 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000750.00   | 0.13%             | 2038-08-28      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                           | Sycamore Tree CLO 2021-1 Ltd                                                                                               | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5550000 | PA      | $5575069.35   | 0.15%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust       | TCO Commercial Mortgage Trust 2024-DPM                                                                                     | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4766797.90   | 0.13%             | 2039-12-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                     | TCW CLO 2024-1 Ltd                                                                                                         | CUSIP: 87252MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6012030.00   | 0.16%             | 2037-01-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TPG CLO Ltd                                     | TPG CLO 2025-1 Ltd                                                                                                         | CUSIP: 87268JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5550000 | PA      | $5610001.05   | 0.15%             | 2038-07-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                         | Talen Energy Supply LLC 2025 Term Loan B                                                                                   | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   7200000 | PA      | $7210800.00   | 0.19%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                 | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                   | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6010830.00   | 0.16%             | 2042-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                   | Vistra Operations Company LLC 1st Lien Term Loan B3                                                                        | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   7165608 | PA      | $7185206.07   | 0.19%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                           | Thayer Park CLO Ltd                                                                                                        | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10018000.00  | 0.27%             | 2034-04-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                              | 37 Capital CLO 3 Ltd                                                                                                       | CUSIP: 883928AG8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997972.00   | 0.05%             | 2038-07-15      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                              | 37 Capital CLO 3 Ltd                                                                                                       | CUSIP: 88429RAN8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3268486.00   | 0.09%             | 2038-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                              | Tikehau US CLO III Ltd                                                                                                     | CUSIP: 88676NAW7<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   5450000 | PA      | $5479566.25   | 0.15%             | 2036-01-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                                                                  | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4033666.92   | 0.11%             | 2029-12-17      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                                                                  | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2413000 | PA      | $2426658.30   | 0.06%             | 2028-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                   | TransDigm Inc 2025 Term Loan K                                                                                             | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7670775 | PA      | $7672692.69   | 0.20%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                | TRESTLES CLO II LTD                                                                                                        | CUSIP: 89531MAQ5<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003810.00   | 0.05%             | 2037-07-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                | TRESTLES CLO V LTD                                                                                                         | CUSIP: 89532UAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $9266224.50   | 0.25%             | 2034-10-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                               | Trimaran CAVU 2022-1 Ltd                                                                                                   | CUSIP: 89624RAE9<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1766224.25   | 0.05%             | 2037-10-22      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                               | Trimaran CAVU 2024-1 Ltd                                                                                                   | CUSIP: 89625LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4479750.00   | 0.12%             | 2038-01-25      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas Clo XX Ltd                                                                                                        | CUSIP: 89640EAN8<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |   2050000 | PA      | $2051443.20   | 0.05%             | 2035-07-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas Clo XX Ltd                                                                                                        | CUSIP: 89640EAU2<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $5008580.00   | 0.13%             | 2035-07-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXVIII LTD                                                                                                    | CUSIP: 89640FAG0<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003419.00   | 0.03%             | 2037-04-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXVIII LTD                                                                                                    | CUSIP: 89640FAN5<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |   3150000 | PA      | $3172371.30   | 0.08%             | 2037-04-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXII Ltd                                                                                                      | CUSIP: 89640NAE8<br>LEI: 254900Y31HLFEBSJXC19 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2021204.00   | 0.05%             | 2038-03-20      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XIV Ltd                                                                                                       | CUSIP: 89641QBE9<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1704848.40   | 0.05%             | 2034-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XVI Ltd                                                                                                       | CUSIP: 89642DAS7<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9012744.00   | 0.24%             | 2034-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXVI Ltd                                                                                                      | CUSIP: 89642MAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  12750000 | PA      | $12858464.25  | 0.34%             | 2038-07-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXVI Ltd                                                                                                      | CUSIP: 89642MAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1750000 | PA      | $1776964.00   | 0.05%             | 2038-07-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXVI Ltd                                                                                                      | CUSIP: 89642PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $5087130.00   | 0.14%             | 2038-07-20      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXXII Ltd                                                                                                     | CUSIP: 89642QAA7<br>LEI: 254900KN2E57M5580B74 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7559550.00   | 0.20%             | 2038-07-23      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXVII LTD                                                                                                     | CUSIP: 89642VAE8<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501785.00    | 0.01%             | 2037-04-18      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXVII LTD                                                                                                     | CUSIP: 89642VAG3<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |   1376189 | PA      | $1381368.98   | 0.04%             | 2037-04-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXVII LTD                                                                                                     | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |   1230000 | PA      | $1239603.84   | 0.03%             | 2037-04-18      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXIV Ltd                                                                                                      | CUSIP: 89642XAG9<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |   9450000 | PA      | $9490493.25   | 0.25%             | 2037-04-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXIV Ltd                                                                                                      | CUSIP: 89642XAJ3<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |   1840000 | PA      | $1842686.40   | 0.05%             | 2037-04-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXIX Ltd                                                                                                      | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   3240000 | PA      | $3249195.12   | 0.09%             | 2037-07-23      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXIX Ltd                                                                                                      | CUSIP: 89643BAJ0<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   4530000 | PA      | $4558643.19   | 0.12%             | 2037-07-23      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXIX Ltd                                                                                                      | CUSIP: 89643CAA7<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6292268.75   | 0.17%             | 2037-07-23      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                | Trinitas CLO XXXIV LTD                                                                                                     | CUSIP: 89643KAG6<br>LEI: 25490071N57QJLN0S821 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $254028.00    | 0.01%             | 2038-04-22      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                         | UKG Inc 2024 Term Loan B                                                                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   4000000 | PA      | $3909160.00   | 0.10%             | 2031-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                           | US Bank NA/Cincinnati OH                                                                                                   | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   7007000 | PA      | $7043637.71   | 0.19%             | 2028-05-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                  | US Bank C&I Credit-Linked Notes Series 2025-2                                                                              | CUSIP: 90355PAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5640322 | PA      | $5634769.97   | 0.15%             | 2032-09-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                  | US Bank NA                                                                                                                 | CUSIP: 90357PAW4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    778455 | PA      | $794590.55    | 0.02%             | 2032-08-25      | Fixed         | 9.79%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                  | US Bank NA                                                                                                                 | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   1869870 | PA      | $1887193.37   | 0.05%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                  | US Bank NA                                                                                                                 | CUSIP: 90357PBG8<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   6855217 | PA      | $6910844.15   | 0.18%             | 2032-02-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4596000 | PA      | $4600667.79   | 0.12%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                                                                        | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 117800000 | PA      | $117965656.25 | 3.14%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                     | VFI ABS 2025-1 LLC                                                                                                         | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6117383 | PA      | $6153445.94   | 0.16%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                         | Verdant Receivables 2024-1 LLC                                                                                             | CUSIP: 92339MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1618322.14   | 0.04%             | 2031-12-12      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                         | Verdant Receivables 2025-1 LLC                                                                                             | CUSIP: 92340GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2840417.25   | 0.08%             | 2033-05-12      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant CLO XII Ltd                                                                                                        | CUSIP: 92558WBE1<br>LEI: 5493000EYQWTOWOLAO60 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000691.00   | 0.03%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant CLO XII Ltd                                                                                                        | CUSIP: 92558WBJ0<br>LEI: 5493000EYQWTOWOLAO60 | Long             | ABS-CBDO         | CORP              | KY        |   5700000 | PA      | $5705523.30   | 0.15%             | 2034-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant Clo XR Ltd                                                                                                         | CUSIP: 92563MAJ6<br>LEI: 254900WDQ070GAG88491 | Long             | ABS-CBDO         | CORP              | JE        |   2920000 | PA      | $2943097.20   | 0.08%             | 2036-04-20      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant CLO XVI Ltd                                                                                                        | CUSIP: 925930BA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5250000 | PA      | $5288703.00   | 0.14%             | 2036-07-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc                    | Vista Management Holding Inc 2025 Term Loan B                                                                              | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |   3960000 | PA      | $3977325.00   | 0.11%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                  | VStrong Auto Receivables Trust 2024-A                                                                                      | CUSIP: 92891PAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010000 | PA      | $3107779.85   | 0.08%             | 2030-07-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                  | VStrong Auto Receivables Trust 2024-A                                                                                      | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3155226.60   | 0.08%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                               | Vornado Realty LP                                                                                                          | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   4179000 | PA      | $4227956.36   | 0.11%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2015-3 Ltd                                                                                                        | CUSIP: 92913UBN5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   4055000 | PA      | $4061804.29   | 0.11%             | 2031-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2015-3 Ltd                                                                                                        | CUSIP: 92913UBQ8<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |  18000000 | PA      | $18034650.00  | 0.48%             | 2031-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                  | VStrong Auto Receivables Trust 2023-A                                                                                      | CUSIP: 92920CAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3255000 | PA      | $3563851.65   | 0.09%             | 2030-02-15      | Fixed         | 9.31%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                  | VStrong Auto Receivables Trust 2023-A                                                                                      | CUSIP: 92920CAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1102377.20   | 0.03%             | 2030-12-16      | Fixed         | 9.99%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2024-1 Ltd                                                                                                        | CUSIP: 92920EAA1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6071958.00   | 0.16%             | 2037-04-15      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2024-5 Ltd                                                                                                        | CUSIP: 92944YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1054024.65   | 0.03%             | 2037-10-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                         | Warwick Capital CLO 3 Ltd                                                                                                  | CUSIP: 93655PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2670000 | PA      | $2687055.96   | 0.07%             | 2037-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                         | Warwick Capital CLO 5 Ltd                                                                                                  | CUSIP: 93656FAA6<br>LEI: 254900WYTOTUQQSCN403 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010287.00   | 0.08%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                         | Warwick Capital CLO 6 Ltd                                                                                                  | CUSIP: 93656HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6114984.00   | 0.16%             | 2038-07-20      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                         | Warwick Capital CLO 7 Ltd                                                                                                  | CUSIP: 93656KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1577518.00   | 0.04%             | 2038-10-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Wellfleet CLO Ltd                               | Wellfleet CLO 2020-1 Ltd                                                                                                   | CUSIP: 94949GBA8<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |   9120000 | PA      | $9135704.64   | 0.24%             | 2033-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                       | Wellington Management Clo 2 Ltd                                                                                            | CUSIP: 94958DAA4<br>LEI: 213800D61SXQACUYP461 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $507509.00    | 0.01%             | 2037-04-20      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Wellington Management CLO                       | Wellington Management Clo 2 Ltd                                                                                            | CUSIP: 94958LAA6<br>LEI: 213800D61SXQACUYP461 | Long             | ABS-CBDO         | CORP              | JE        |   3300000 | PA      | $3308174.10   | 0.09%             | 2037-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                                                           | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5084620.55   | 0.14%             | 2029-04-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2025-609M                                                                            | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5280000 | PA      | $5301061.92   | 0.14%             | 2042-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                                                           | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9290000 | PA      | $9308381.19   | 0.25%             | 2042-08-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                               | Wellfleet CLO 2021-2 Ltd                                                                                                   | CUSIP: 95023AAS9<br>LEI: 2549005MTORTL04RYQ32 | Long             | ABS-CBDO         | CORP              | KY        |  13900000 | PA      | $13953751.30  | 0.37%             | 2034-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust           | Westlake Automobile Receivables Trust 2023-3                                                                               | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1745000 | PA      | $1791467.26   | 0.05%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust           | Westlake Automobile Receivables Trust 2026-1                                                                               | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10013325.00  | 0.27%             | 2031-06-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust           | Westlake Automobile Receivables Trust 2026-1                                                                               | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10023316.00  | 0.27%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust           | Westlake Automobile Receivables Trust 2024-3                                                                               | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3555000 | PA      | $3588645.23   | 0.10%             | 2029-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust           | Westlake Automobile Receivables Trust 2024-1                                                                               | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4808368.00   | 0.13%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                              | Whitebox Clo I Ltd                                                                                                         | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |  10565000 | PA      | $10572078.55  | 0.28%             | 2037-01-24      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                              | Whitebox CLO III Ltd                                                                                                       | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   9320000 | PA      | $9325946.16   | 0.25%             | 2035-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                              | Whitebox CLO IV Ltd                                                                                                        | CUSIP: 96467KAN9<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |  16000000 | PA      | $16032848.00  | 0.43%             | 2036-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                              | Whitebox CLO IV Ltd                                                                                                        | CUSIP: 96467LAE7<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   1160000 | PA      | $1173119.60   | 0.03%             | 2036-04-20      | Floating      | 10.15%                | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2021-4 CLO Ltd                                                                                                  | CUSIP: 97316UAJ7<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |  19050000 | PA      | $19088252.40  | 0.51%             | 2035-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2022-1 CLO Ltd                                                                                                  | CUSIP: 97316YAU4<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |   6300000 | PA      | $6302368.80   | 0.17%             | 2035-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2024-1 CLO Ltd                                                                                                  | CUSIP: 97317AAA9<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |  18700000 | PA      | $18744562.10  | 0.50%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd                                    | Wise CLO 2025-2 Ltd                                                                                                        | CUSIP: 97720BAE0<br>LEI: 254900ZU603JTA5IWP64 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7032949.00   | 0.19%             | 2038-04-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                           | Navesink CLO 1 Ltd                                                                                                         | CUSIP: 98886CAS5<br>LEI: 549300Z3UTJMSTE02P68 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4008316.00   | 0.11%             | 2033-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                               | Zais Clo 17 Ltd                                                                                                            | CUSIP: 98888JAW9<br>LEI: 549300PCGOXUK8XLNY49 | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3906509.10   | 0.10%             | 2037-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                             | Zaxbys Funding LLC                                                                                                         | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3530635 | PA      | $3369566.02   | 0.09%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | Long: B53284003 CDS USD R V 03MEVENT 553284005 CCPCDX / Short: B53284003 CDS USD P F  1.00000 553284004 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        | 380310000 | OU      | $-9017008.12  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | Long: B60882563 CDS USD R V 03MEVENT 560882564 CCPCDX / Short: B60882563 CDS USD P F  5.00000 560882565 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  58166460 | OU      | $-5222524.66  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | Long: B62744994 IRS USD R V 12MSOFR 562744996 CCPOIS / Short: B62744994 IRS USD P F  3.30100 562744995 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 117800000 | OU      | $373663.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | Long: B68235877 IRS USD R V 12MSOFR 568235879 CCPOIS / Short: B68235877 IRS USD P F  3.21950 568235878 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 164000000 | OU      | $747136.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | Long: S83694278 CDS USD R F  1.00000 583694280 CCPCORPORATE / Short: S83694278 CDS USD P V 03MEVENT 583694279 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  10455000 | OU      | $40212.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | Long: B07562169 IRS USD R V 12MSOFR 607562171 CCPOIS / Short: B07562169 IRS USD P F  3.57900 607562170 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4179000 | OU      | $24641.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | Long: B10587542 IRS USD R V 12MSOFR 610587544 CCPOIS / Short: B10587542 IRS USD P F  3.37950 610587543 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9000000 | OU      | $4687.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                        | INNIO Group Holding GmbH 2025 Term Loan B2                                                                                 | CUSIP: 000000000<br>LEI: 2549000WCDQX6ZM7AW92 | Long             | LON              | CORP              | AT        |   6021000 | PA      | $6029790.66   | 0.16%             | 2028-11-02      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| eStruxture Issuer Limited Partnership           | eStruxture Issuer LP                                                                                                       | CUSIP: 000000000<br>LEI: 8945009YAF8AMRRYIY30 | Long             | ABS-O            | CORP              | CA        |  17700000 | PA      | $13085144.05  | 0.35%             | 2055-07-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 10YR NOTE (CBT)MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       251 | NC      | $-202282.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | US 5YR NOTE (CBT) MAR26                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       905 | NC      | $204071.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Warehouse Lending Company, L.P.           | Atlas Warehouse Lending Company LP Term Loan                                                                               | CUSIP: 000000000<br>LEI: 25490068J12A1HV7YM70 | Long             | LON              | CORP              | US        |  13000000 | PA      | $13065000.00  | 0.35%             | 2026-04-10      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ALKERMES INC                                    | ALKERMES INC 2026 TERM LOAN B                                                                                              | CUSIP: 000000000<br>LEI: 549300YHRMYLL071E243 | Long             | LON              | CORP              | US        |   1707000 | PA      | $1715535.00   | 0.05%             | 2031-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                | GARDA WORLD SECURITY CORP 2026 REPRICED TERM LOAN B                                                                        | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   4950000 | PA      | $4950000.00   | 0.13%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                               | Clarios Global LP 2024 USD Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   5969849 | PA      | $5974535.57   | 0.16%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                        | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   6000000 | PA      | $6001140.00   | 0.16%             | 2029-01-31      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                        | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1969370.00   | 0.05%             | 2031-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                             | Peer Holding III BV 2025 USD Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |   7400000 | PA      | $7411581.00   | 0.20%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                | GVC Holdings (Gibraltar) Limited 2024 EUR Term Loan B4                                                                     | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |     44146 | PA      | $52762.80     | 0.00%             | 2028-06-30      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                     | CITIBANK NA DDCA                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    489250 | NS      | $489250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-13

**Name of Applicant:** LORD ABBETT TRUST I

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer